NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
47.25 |
45.57 |
-1.68 |
-3.6% |
44.34 |
High |
48.32 |
46.04 |
-2.28 |
-4.7% |
46.30 |
Low |
45.33 |
42.08 |
-3.25 |
-7.2% |
39.44 |
Close |
45.71 |
42.33 |
-3.38 |
-7.4% |
45.52 |
Range |
2.99 |
3.96 |
0.97 |
32.4% |
6.86 |
ATR |
3.17 |
3.22 |
0.06 |
1.8% |
0.00 |
Volume |
390,590 |
289,157 |
-101,433 |
-26.0% |
1,309,303 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.36 |
52.81 |
44.51 |
|
R3 |
51.40 |
48.85 |
43.42 |
|
R2 |
47.44 |
47.44 |
43.06 |
|
R1 |
44.89 |
44.89 |
42.69 |
44.19 |
PP |
43.48 |
43.48 |
43.48 |
43.13 |
S1 |
40.93 |
40.93 |
41.97 |
40.23 |
S2 |
39.52 |
39.52 |
41.60 |
|
S3 |
35.56 |
36.97 |
41.24 |
|
S4 |
31.60 |
33.01 |
40.15 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.33 |
61.79 |
49.29 |
|
R3 |
57.47 |
54.93 |
47.41 |
|
R2 |
50.61 |
50.61 |
46.78 |
|
R1 |
48.07 |
48.07 |
46.15 |
49.34 |
PP |
43.75 |
43.75 |
43.75 |
44.39 |
S1 |
41.21 |
41.21 |
44.89 |
42.48 |
S2 |
36.89 |
36.89 |
44.26 |
|
S3 |
30.03 |
34.35 |
43.63 |
|
S4 |
23.17 |
27.49 |
41.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.83 |
42.08 |
6.75 |
15.9% |
3.30 |
7.8% |
4% |
False |
True |
306,809 |
10 |
48.83 |
39.44 |
9.39 |
22.2% |
3.39 |
8.0% |
31% |
False |
False |
290,602 |
20 |
48.83 |
37.12 |
11.71 |
27.7% |
3.05 |
7.2% |
44% |
False |
False |
263,058 |
40 |
50.88 |
37.12 |
13.76 |
32.5% |
3.06 |
7.2% |
38% |
False |
False |
185,846 |
60 |
56.96 |
37.12 |
19.84 |
46.9% |
3.31 |
7.8% |
26% |
False |
False |
131,945 |
80 |
63.00 |
37.12 |
25.88 |
61.1% |
3.35 |
7.9% |
20% |
False |
False |
102,481 |
100 |
77.63 |
37.12 |
40.51 |
95.7% |
3.54 |
8.4% |
13% |
False |
False |
83,378 |
120 |
111.15 |
37.12 |
74.03 |
174.9% |
3.61 |
8.5% |
7% |
False |
False |
70,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.87 |
2.618 |
56.41 |
1.618 |
52.45 |
1.000 |
50.00 |
0.618 |
48.49 |
HIGH |
46.04 |
0.618 |
44.53 |
0.500 |
44.06 |
0.382 |
43.59 |
LOW |
42.08 |
0.618 |
39.63 |
1.000 |
38.12 |
1.618 |
35.67 |
2.618 |
31.71 |
4.250 |
25.25 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
44.06 |
45.46 |
PP |
43.48 |
44.41 |
S1 |
42.91 |
43.37 |
|