NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 05-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
41.38 |
45.42 |
4.04 |
9.8% |
39.73 |
High |
45.76 |
45.70 |
-0.06 |
-0.1% |
45.30 |
Low |
41.04 |
42.86 |
1.82 |
4.4% |
37.65 |
Close |
45.38 |
43.61 |
-1.77 |
-3.9% |
44.76 |
Range |
4.72 |
2.84 |
-1.88 |
-39.8% |
7.65 |
ATR |
3.17 |
3.15 |
-0.02 |
-0.8% |
0.00 |
Volume |
241,537 |
319,761 |
78,224 |
32.4% |
1,379,531 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.58 |
50.93 |
45.17 |
|
R3 |
49.74 |
48.09 |
44.39 |
|
R2 |
46.90 |
46.90 |
44.13 |
|
R1 |
45.25 |
45.25 |
43.87 |
44.66 |
PP |
44.06 |
44.06 |
44.06 |
43.76 |
S1 |
42.41 |
42.41 |
43.35 |
41.82 |
S2 |
41.22 |
41.22 |
43.09 |
|
S3 |
38.38 |
39.57 |
42.83 |
|
S4 |
35.54 |
36.73 |
42.05 |
|
|
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 |
45.76 |
39.44 |
6.32 |
14.5% |
3.44 |
7.9% |
66% |
False |
False |
273,662 |
10 |
45.76 |
37.54 |
8.22 |
18.8% |
3.24 |
7.4% |
74% |
False |
False |
274,662 |
20 |
47.99 |
37.12 |
10.87 |
24.9% |
2.98 |
6.8% |
60% |
False |
False |
238,429 |
40 |
55.58 |
37.12 |
18.46 |
42.3% |
3.06 |
7.0% |
35% |
False |
False |
159,667 |
60 |
56.96 |
37.12 |
19.84 |
45.5% |
3.32 |
7.6% |
33% |
False |
False |
113,365 |
80 |
68.86 |
37.12 |
31.74 |
72.8% |
3.35 |
7.7% |
20% |
False |
False |
87,606 |
100 |
86.45 |
37.12 |
49.33 |
113.1% |
3.59 |
8.2% |
13% |
False |
False |
71,406 |
120 |
111.15 |
37.12 |
74.03 |
169.8% |
3.57 |
8.2% |
9% |
False |
False |
60,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.77 |
2.618 |
53.14 |
1.618 |
50.30 |
1.000 |
48.54 |
0.618 |
47.46 |
HIGH |
45.70 |
0.618 |
44.62 |
0.500 |
44.28 |
0.382 |
43.94 |
LOW |
42.86 |
0.618 |
41.10 |
1.000 |
40.02 |
1.618 |
38.26 |
2.618 |
35.42 |
4.250 |
30.79 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
44.28 |
43.27 |
PP |
44.06 |
42.94 |
S1 |
43.83 |
42.60 |
|