NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
58.74 |
58.90 |
0.16 |
0.3% |
59.02 |
| High |
59.06 |
59.02 |
-0.04 |
-0.1% |
60.65 |
| Low |
58.14 |
58.56 |
0.42 |
0.7% |
57.80 |
| Close |
58.43 |
58.83 |
0.40 |
0.7% |
61.07 |
| Range |
0.92 |
0.46 |
-0.46 |
-50.0% |
2.85 |
| ATR |
2.02 |
1.92 |
-0.10 |
-5.1% |
0.00 |
| Volume |
3,148 |
3,228 |
80 |
2.5% |
18,452 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.18 |
59.97 |
59.08 |
|
| R3 |
59.72 |
59.51 |
58.96 |
|
| R2 |
59.26 |
59.26 |
58.91 |
|
| R1 |
59.05 |
59.05 |
58.87 |
58.93 |
| PP |
58.80 |
58.80 |
58.80 |
58.74 |
| S1 |
58.59 |
58.59 |
58.79 |
58.47 |
| S2 |
58.34 |
58.34 |
58.75 |
|
| S3 |
57.88 |
58.13 |
58.70 |
|
| S4 |
57.42 |
57.67 |
58.58 |
|
|
| 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 |
58.14 |
2.51 |
4.3% |
1.04 |
1.8% |
27% |
False |
False |
4,455 |
| 10 |
60.65 |
57.80 |
2.85 |
4.8% |
1.23 |
2.1% |
36% |
False |
False |
4,830 |
| 20 |
61.22 |
54.52 |
6.70 |
11.4% |
1.38 |
2.3% |
64% |
False |
False |
4,974 |
| 40 |
61.22 |
46.08 |
15.14 |
25.7% |
1.65 |
2.8% |
84% |
False |
False |
4,756 |
| 60 |
61.22 |
45.87 |
15.35 |
26.1% |
1.52 |
2.6% |
84% |
False |
False |
4,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.98 |
|
2.618 |
60.22 |
|
1.618 |
59.76 |
|
1.000 |
59.48 |
|
0.618 |
59.30 |
|
HIGH |
59.02 |
|
0.618 |
58.84 |
|
0.500 |
58.79 |
|
0.382 |
58.74 |
|
LOW |
58.56 |
|
0.618 |
58.28 |
|
1.000 |
58.10 |
|
1.618 |
57.82 |
|
2.618 |
57.36 |
|
4.250 |
56.61 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
58.82 |
59.07 |
| PP |
58.80 |
58.99 |
| S1 |
58.79 |
58.91 |
|