NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
59.68 |
59.02 |
-0.66 |
-1.1% |
58.53 |
| High |
60.52 |
59.79 |
-0.73 |
-1.2% |
60.52 |
| Low |
59.24 |
58.64 |
-0.60 |
-1.0% |
54.52 |
| Close |
60.52 |
59.79 |
-0.73 |
-1.2% |
60.52 |
| Range |
1.28 |
1.15 |
-0.13 |
-10.2% |
6.00 |
| ATR |
2.25 |
2.22 |
-0.03 |
-1.2% |
0.00 |
| Volume |
7,417 |
3,802 |
-3,615 |
-48.7% |
28,332 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.86 |
62.47 |
60.42 |
|
| R3 |
61.71 |
61.32 |
60.11 |
|
| R2 |
60.56 |
60.56 |
60.00 |
|
| R1 |
60.17 |
60.17 |
59.90 |
60.37 |
| PP |
59.41 |
59.41 |
59.41 |
59.50 |
| S1 |
59.02 |
59.02 |
59.68 |
59.22 |
| S2 |
58.26 |
58.26 |
59.58 |
|
| S3 |
57.11 |
57.87 |
59.47 |
|
| S4 |
55.96 |
56.72 |
59.16 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.52 |
74.52 |
63.82 |
|
| R3 |
70.52 |
68.52 |
62.17 |
|
| R2 |
64.52 |
64.52 |
61.62 |
|
| R1 |
62.52 |
62.52 |
61.07 |
63.52 |
| PP |
58.52 |
58.52 |
58.52 |
59.02 |
| S1 |
56.52 |
56.52 |
59.97 |
57.52 |
| S2 |
52.52 |
52.52 |
59.42 |
|
| S3 |
46.52 |
50.52 |
58.87 |
|
| S4 |
40.52 |
44.52 |
57.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.52 |
54.52 |
6.00 |
10.0% |
1.38 |
2.3% |
88% |
False |
False |
5,471 |
| 10 |
60.85 |
54.52 |
6.33 |
10.6% |
1.31 |
2.2% |
83% |
False |
False |
5,314 |
| 20 |
61.22 |
49.00 |
12.22 |
20.4% |
1.74 |
2.9% |
88% |
False |
False |
4,950 |
| 40 |
61.22 |
45.87 |
15.35 |
25.7% |
1.71 |
2.9% |
91% |
False |
False |
4,587 |
| 60 |
61.22 |
45.87 |
15.35 |
25.7% |
1.55 |
2.6% |
91% |
False |
False |
4,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.68 |
|
2.618 |
62.80 |
|
1.618 |
61.65 |
|
1.000 |
60.94 |
|
0.618 |
60.50 |
|
HIGH |
59.79 |
|
0.618 |
59.35 |
|
0.500 |
59.22 |
|
0.382 |
59.08 |
|
LOW |
58.64 |
|
0.618 |
57.93 |
|
1.000 |
57.49 |
|
1.618 |
56.78 |
|
2.618 |
55.63 |
|
4.250 |
53.75 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
59.60 |
59.69 |
| PP |
59.41 |
59.59 |
| S1 |
59.22 |
59.49 |
|