NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
60.30 |
59.33 |
-0.97 |
-1.6% |
59.02 |
| High |
60.30 |
59.99 |
-0.31 |
-0.5% |
60.65 |
| Low |
58.15 |
59.06 |
0.91 |
1.6% |
57.80 |
| Close |
59.52 |
59.21 |
-0.31 |
-0.5% |
61.07 |
| Range |
2.15 |
0.93 |
-1.22 |
-56.7% |
2.85 |
| ATR |
2.19 |
2.10 |
-0.09 |
-4.1% |
0.00 |
| Volume |
6,907 |
3,375 |
-3,532 |
-51.1% |
18,452 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.21 |
61.64 |
59.72 |
|
| R3 |
61.28 |
60.71 |
59.47 |
|
| R2 |
60.35 |
60.35 |
59.38 |
|
| R1 |
59.78 |
59.78 |
59.30 |
59.60 |
| PP |
59.42 |
59.42 |
59.42 |
59.33 |
| S1 |
58.85 |
58.85 |
59.12 |
58.67 |
| S2 |
58.49 |
58.49 |
59.04 |
|
| S3 |
57.56 |
57.92 |
58.95 |
|
| S4 |
56.63 |
56.99 |
58.70 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.39 |
67.58 |
62.64 |
|
| R3 |
65.54 |
64.73 |
61.85 |
|
| R2 |
62.69 |
62.69 |
61.59 |
|
| R1 |
61.88 |
61.88 |
61.33 |
62.29 |
| PP |
59.84 |
59.84 |
59.84 |
60.04 |
| S1 |
59.03 |
59.03 |
60.81 |
59.44 |
| S2 |
56.99 |
56.99 |
60.55 |
|
| S3 |
54.14 |
56.18 |
60.29 |
|
| S4 |
51.29 |
53.33 |
59.50 |
|
|
| 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 |
4.8% |
1.37 |
2.3% |
49% |
False |
False |
4,986 |
| 10 |
60.65 |
54.52 |
6.13 |
10.4% |
1.38 |
2.3% |
77% |
False |
False |
5,228 |
| 20 |
61.22 |
52.40 |
8.82 |
14.9% |
1.58 |
2.7% |
77% |
False |
False |
5,177 |
| 40 |
61.22 |
45.87 |
15.35 |
25.9% |
1.70 |
2.9% |
87% |
False |
False |
4,817 |
| 60 |
61.22 |
45.87 |
15.35 |
25.9% |
1.55 |
2.6% |
87% |
False |
False |
4,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.94 |
|
2.618 |
62.42 |
|
1.618 |
61.49 |
|
1.000 |
60.92 |
|
0.618 |
60.56 |
|
HIGH |
59.99 |
|
0.618 |
59.63 |
|
0.500 |
59.53 |
|
0.382 |
59.42 |
|
LOW |
59.06 |
|
0.618 |
58.49 |
|
1.000 |
58.13 |
|
1.618 |
57.56 |
|
2.618 |
56.63 |
|
4.250 |
55.11 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
59.53 |
59.40 |
| PP |
59.42 |
59.34 |
| S1 |
59.32 |
59.27 |
|