NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
58.90 |
59.02 |
0.12 |
0.2% |
60.30 |
| High |
59.02 |
59.50 |
0.48 |
0.8% |
60.30 |
| Low |
58.56 |
58.82 |
0.26 |
0.4% |
58.14 |
| Close |
58.83 |
58.89 |
0.06 |
0.1% |
58.89 |
| Range |
0.46 |
0.68 |
0.22 |
47.8% |
2.16 |
| ATR |
1.92 |
1.83 |
-0.09 |
-4.6% |
0.00 |
| Volume |
3,228 |
1,943 |
-1,285 |
-39.8% |
18,601 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.11 |
60.68 |
59.26 |
|
| R3 |
60.43 |
60.00 |
59.08 |
|
| R2 |
59.75 |
59.75 |
59.01 |
|
| R1 |
59.32 |
59.32 |
58.95 |
59.20 |
| PP |
59.07 |
59.07 |
59.07 |
59.01 |
| S1 |
58.64 |
58.64 |
58.83 |
58.52 |
| S2 |
58.39 |
58.39 |
58.77 |
|
| S3 |
57.71 |
57.96 |
58.70 |
|
| S4 |
57.03 |
57.28 |
58.52 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.59 |
64.40 |
60.08 |
|
| R3 |
63.43 |
62.24 |
59.48 |
|
| R2 |
61.27 |
61.27 |
59.29 |
|
| R1 |
60.08 |
60.08 |
59.09 |
59.60 |
| PP |
59.11 |
59.11 |
59.11 |
58.87 |
| S1 |
57.92 |
57.92 |
58.69 |
57.44 |
| S2 |
56.95 |
56.95 |
58.49 |
|
| S3 |
54.79 |
55.76 |
58.30 |
|
| S4 |
52.63 |
53.60 |
57.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.30 |
58.14 |
2.16 |
3.7% |
1.03 |
1.7% |
35% |
False |
False |
3,720 |
| 10 |
60.65 |
57.80 |
2.85 |
4.8% |
1.14 |
1.9% |
38% |
False |
False |
4,447 |
| 20 |
61.22 |
54.52 |
6.70 |
11.4% |
1.27 |
2.2% |
65% |
False |
False |
4,843 |
| 40 |
61.22 |
46.74 |
14.48 |
24.6% |
1.60 |
2.7% |
84% |
False |
False |
4,702 |
| 60 |
61.22 |
45.87 |
15.35 |
26.1% |
1.51 |
2.6% |
85% |
False |
False |
4,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.39 |
|
2.618 |
61.28 |
|
1.618 |
60.60 |
|
1.000 |
60.18 |
|
0.618 |
59.92 |
|
HIGH |
59.50 |
|
0.618 |
59.24 |
|
0.500 |
59.16 |
|
0.382 |
59.08 |
|
LOW |
58.82 |
|
0.618 |
58.40 |
|
1.000 |
58.14 |
|
1.618 |
57.72 |
|
2.618 |
57.04 |
|
4.250 |
55.93 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
59.16 |
58.87 |
| PP |
59.07 |
58.84 |
| S1 |
58.98 |
58.82 |
|