NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
59.23 |
57.80 |
-1.43 |
-2.4% |
60.20 |
| High |
59.43 |
58.30 |
-1.13 |
-1.9% |
60.45 |
| Low |
58.01 |
57.27 |
-0.74 |
-1.3% |
56.62 |
| Close |
58.39 |
57.60 |
-0.79 |
-1.4% |
60.23 |
| Range |
1.42 |
1.03 |
-0.39 |
-27.5% |
3.83 |
| ATR |
2.25 |
2.17 |
-0.08 |
-3.6% |
0.00 |
| Volume |
5,568 |
5,548 |
-20 |
-0.4% |
30,517 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.81 |
60.24 |
58.17 |
|
| R3 |
59.78 |
59.21 |
57.88 |
|
| R2 |
58.75 |
58.75 |
57.79 |
|
| R1 |
58.18 |
58.18 |
57.69 |
57.95 |
| PP |
57.72 |
57.72 |
57.72 |
57.61 |
| S1 |
57.15 |
57.15 |
57.51 |
56.92 |
| S2 |
56.69 |
56.69 |
57.41 |
|
| S3 |
55.66 |
56.12 |
57.32 |
|
| S4 |
54.63 |
55.09 |
57.03 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.59 |
69.24 |
62.34 |
|
| R3 |
66.76 |
65.41 |
61.28 |
|
| R2 |
62.93 |
62.93 |
60.93 |
|
| R1 |
61.58 |
61.58 |
60.58 |
62.26 |
| PP |
59.10 |
59.10 |
59.10 |
59.44 |
| S1 |
57.75 |
57.75 |
59.88 |
58.43 |
| S2 |
55.27 |
55.27 |
59.53 |
|
| S3 |
51.44 |
53.92 |
59.18 |
|
| S4 |
47.61 |
50.09 |
58.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.45 |
56.62 |
3.83 |
6.6% |
1.87 |
3.3% |
26% |
False |
False |
7,394 |
| 10 |
60.45 |
53.70 |
6.75 |
11.7% |
1.68 |
2.9% |
58% |
False |
False |
7,564 |
| 20 |
60.45 |
53.01 |
7.44 |
12.9% |
1.69 |
2.9% |
62% |
False |
False |
6,955 |
| 40 |
60.45 |
45.06 |
15.39 |
26.7% |
1.74 |
3.0% |
81% |
False |
False |
6,231 |
| 60 |
60.45 |
45.06 |
15.39 |
26.7% |
1.62 |
2.8% |
81% |
False |
False |
5,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.68 |
|
2.618 |
61.00 |
|
1.618 |
59.97 |
|
1.000 |
59.33 |
|
0.618 |
58.94 |
|
HIGH |
58.30 |
|
0.618 |
57.91 |
|
0.500 |
57.79 |
|
0.382 |
57.66 |
|
LOW |
57.27 |
|
0.618 |
56.63 |
|
1.000 |
56.24 |
|
1.618 |
55.60 |
|
2.618 |
54.57 |
|
4.250 |
52.89 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
57.79 |
58.50 |
| PP |
57.72 |
58.20 |
| S1 |
57.66 |
57.90 |
|