NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
44.34 |
40.10 |
-4.24 |
-9.6% |
39.73 |
High |
44.49 |
42.07 |
-2.42 |
-5.4% |
45.30 |
Low |
39.84 |
39.44 |
-0.40 |
-1.0% |
37.65 |
Close |
40.15 |
41.65 |
1.50 |
3.7% |
44.76 |
Range |
4.65 |
2.63 |
-2.02 |
-43.4% |
7.65 |
ATR |
3.09 |
3.05 |
-0.03 |
-1.1% |
0.00 |
Volume |
274,579 |
245,234 |
-29,345 |
-10.7% |
1,379,531 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.94 |
47.93 |
43.10 |
|
R3 |
46.31 |
45.30 |
42.37 |
|
R2 |
43.68 |
43.68 |
42.13 |
|
R1 |
42.67 |
42.67 |
41.89 |
43.18 |
PP |
41.05 |
41.05 |
41.05 |
41.31 |
S1 |
40.04 |
40.04 |
41.41 |
40.55 |
S2 |
38.42 |
38.42 |
41.17 |
|
S3 |
35.79 |
37.41 |
40.93 |
|
S4 |
33.16 |
34.78 |
40.20 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.52 |
62.79 |
48.97 |
|
R3 |
57.87 |
55.14 |
46.86 |
|
R2 |
50.22 |
50.22 |
46.16 |
|
R1 |
47.49 |
47.49 |
45.46 |
48.86 |
PP |
42.57 |
42.57 |
42.57 |
43.25 |
S1 |
39.84 |
39.84 |
44.06 |
41.21 |
S2 |
34.92 |
34.92 |
43.36 |
|
S3 |
27.27 |
32.19 |
42.66 |
|
S4 |
19.62 |
24.54 |
40.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.30 |
39.40 |
5.90 |
14.2% |
3.22 |
7.7% |
38% |
False |
False |
273,726 |
10 |
45.30 |
37.12 |
8.18 |
19.6% |
2.97 |
7.1% |
55% |
False |
False |
260,676 |
20 |
47.99 |
37.12 |
10.87 |
26.1% |
2.73 |
6.6% |
42% |
False |
False |
221,905 |
40 |
56.86 |
37.12 |
19.74 |
47.4% |
3.05 |
7.3% |
23% |
False |
False |
146,661 |
60 |
56.96 |
37.12 |
19.84 |
47.6% |
3.31 |
7.9% |
23% |
False |
False |
104,724 |
80 |
72.78 |
37.12 |
35.66 |
85.6% |
3.36 |
8.1% |
13% |
False |
False |
80,860 |
100 |
89.50 |
37.12 |
52.38 |
125.8% |
3.59 |
8.6% |
9% |
False |
False |
65,904 |
120 |
111.15 |
37.12 |
74.03 |
177.7% |
3.53 |
8.5% |
6% |
False |
False |
55,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.25 |
2.618 |
48.96 |
1.618 |
46.33 |
1.000 |
44.70 |
0.618 |
43.70 |
HIGH |
42.07 |
0.618 |
41.07 |
0.500 |
40.76 |
0.382 |
40.44 |
LOW |
39.44 |
0.618 |
37.81 |
1.000 |
36.81 |
1.618 |
35.18 |
2.618 |
32.55 |
4.250 |
28.26 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
41.35 |
42.18 |
PP |
41.05 |
42.00 |
S1 |
40.76 |
41.83 |
|