NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
52.59 |
51.80 |
-0.79 |
-1.5% |
58.00 |
| High |
52.77 |
52.71 |
-0.06 |
-0.1% |
58.33 |
| Low |
51.29 |
51.50 |
0.21 |
0.4% |
55.34 |
| Close |
52.19 |
52.33 |
0.14 |
0.3% |
56.11 |
| Range |
1.48 |
1.21 |
-0.27 |
-18.2% |
2.99 |
| ATR |
2.40 |
2.32 |
-0.09 |
-3.5% |
0.00 |
| Volume |
27,643 |
32,338 |
4,695 |
17.0% |
71,466 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.81 |
55.28 |
53.00 |
|
| R3 |
54.60 |
54.07 |
52.66 |
|
| R2 |
53.39 |
53.39 |
52.55 |
|
| R1 |
52.86 |
52.86 |
52.44 |
53.13 |
| PP |
52.18 |
52.18 |
52.18 |
52.31 |
| S1 |
51.65 |
51.65 |
52.22 |
51.92 |
| S2 |
50.97 |
50.97 |
52.11 |
|
| S3 |
49.76 |
50.44 |
52.00 |
|
| S4 |
48.55 |
49.23 |
51.66 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.56 |
63.83 |
57.75 |
|
| R3 |
62.57 |
60.84 |
56.93 |
|
| R2 |
59.58 |
59.58 |
56.66 |
|
| R1 |
57.85 |
57.85 |
56.38 |
57.22 |
| PP |
56.59 |
56.59 |
56.59 |
56.28 |
| S1 |
54.86 |
54.86 |
55.84 |
54.23 |
| S2 |
53.60 |
53.60 |
55.56 |
|
| S3 |
50.61 |
51.87 |
55.29 |
|
| S4 |
47.62 |
48.88 |
54.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.71 |
50.76 |
5.95 |
11.4% |
1.99 |
3.8% |
26% |
False |
False |
22,254 |
| 10 |
58.39 |
50.76 |
7.63 |
14.6% |
2.14 |
4.1% |
21% |
False |
False |
20,185 |
| 20 |
58.71 |
50.76 |
7.95 |
15.2% |
2.25 |
4.3% |
20% |
False |
False |
15,879 |
| 40 |
58.71 |
45.00 |
13.71 |
26.2% |
2.31 |
4.4% |
53% |
False |
False |
13,030 |
| 60 |
58.71 |
43.34 |
15.37 |
29.4% |
2.19 |
4.2% |
58% |
False |
False |
11,034 |
| 80 |
60.48 |
43.34 |
17.14 |
32.8% |
2.14 |
4.1% |
52% |
False |
False |
9,275 |
| 100 |
62.08 |
43.34 |
18.74 |
35.8% |
1.87 |
3.6% |
48% |
False |
False |
8,052 |
| 120 |
76.95 |
43.34 |
33.61 |
64.2% |
1.86 |
3.6% |
27% |
False |
False |
7,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.85 |
|
2.618 |
55.88 |
|
1.618 |
54.67 |
|
1.000 |
53.92 |
|
0.618 |
53.46 |
|
HIGH |
52.71 |
|
0.618 |
52.25 |
|
0.500 |
52.11 |
|
0.382 |
51.96 |
|
LOW |
51.50 |
|
0.618 |
50.75 |
|
1.000 |
50.29 |
|
1.618 |
49.54 |
|
2.618 |
48.33 |
|
4.250 |
46.36 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.26 |
52.19 |
| PP |
52.18 |
52.06 |
| S1 |
52.11 |
51.92 |
|