NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
58.27 |
60.50 |
2.23 |
3.8% |
58.53 |
| High |
60.28 |
60.65 |
0.37 |
0.6% |
60.52 |
| Low |
57.80 |
59.93 |
2.13 |
3.7% |
54.52 |
| Close |
59.08 |
61.07 |
1.99 |
3.4% |
60.52 |
| Range |
2.48 |
0.72 |
-1.76 |
-71.0% |
6.00 |
| ATR |
2.17 |
2.13 |
-0.04 |
-2.0% |
0.00 |
| Volume |
5,536 |
5,619 |
83 |
1.5% |
28,332 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.71 |
62.61 |
61.47 |
|
| R3 |
61.99 |
61.89 |
61.27 |
|
| R2 |
61.27 |
61.27 |
61.20 |
|
| R1 |
61.17 |
61.17 |
61.14 |
61.22 |
| PP |
60.55 |
60.55 |
60.55 |
60.58 |
| S1 |
60.45 |
60.45 |
61.00 |
60.50 |
| S2 |
59.83 |
59.83 |
60.94 |
|
| S3 |
59.11 |
59.73 |
60.87 |
|
| S4 |
58.39 |
59.01 |
60.67 |
|
|
| 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 |
60.65 |
57.80 |
2.85 |
4.7% |
1.24 |
2.0% |
115% |
True |
False |
5,173 |
| 10 |
60.65 |
54.52 |
6.13 |
10.0% |
1.39 |
2.3% |
107% |
True |
False |
5,027 |
| 20 |
61.22 |
50.25 |
10.97 |
18.0% |
1.61 |
2.6% |
99% |
False |
False |
4,937 |
| 40 |
61.22 |
45.87 |
15.35 |
25.1% |
1.68 |
2.8% |
99% |
False |
False |
4,725 |
| 60 |
61.22 |
45.87 |
15.35 |
25.1% |
1.55 |
2.5% |
99% |
False |
False |
4,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.71 |
|
2.618 |
62.53 |
|
1.618 |
61.81 |
|
1.000 |
61.37 |
|
0.618 |
61.09 |
|
HIGH |
60.65 |
|
0.618 |
60.37 |
|
0.500 |
60.29 |
|
0.382 |
60.21 |
|
LOW |
59.93 |
|
0.618 |
59.49 |
|
1.000 |
59.21 |
|
1.618 |
58.77 |
|
2.618 |
58.05 |
|
4.250 |
56.87 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
60.81 |
60.46 |
| PP |
60.55 |
59.84 |
| S1 |
60.29 |
59.23 |
|