NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
45.57 |
42.73 |
-2.84 |
-6.2% |
44.34 |
High |
46.04 |
47.22 |
1.18 |
2.6% |
46.30 |
Low |
42.08 |
42.51 |
0.43 |
1.0% |
39.44 |
Close |
42.33 |
47.03 |
4.70 |
11.1% |
45.52 |
Range |
3.96 |
4.71 |
0.75 |
18.9% |
6.86 |
ATR |
3.22 |
3.34 |
0.12 |
3.7% |
0.00 |
Volume |
289,157 |
339,876 |
50,719 |
17.5% |
1,309,303 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.72 |
58.08 |
49.62 |
|
R3 |
55.01 |
53.37 |
48.33 |
|
R2 |
50.30 |
50.30 |
47.89 |
|
R1 |
48.66 |
48.66 |
47.46 |
49.48 |
PP |
45.59 |
45.59 |
45.59 |
46.00 |
S1 |
43.95 |
43.95 |
46.60 |
44.77 |
S2 |
40.88 |
40.88 |
46.17 |
|
S3 |
36.17 |
39.24 |
45.73 |
|
S4 |
31.46 |
34.53 |
44.44 |
|
|
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 |
14.4% |
3.67 |
7.8% |
73% |
False |
False |
310,832 |
10 |
48.83 |
39.44 |
9.39 |
20.0% |
3.56 |
7.6% |
81% |
False |
False |
292,247 |
20 |
48.83 |
37.12 |
11.71 |
24.9% |
3.18 |
6.8% |
85% |
False |
False |
269,452 |
40 |
50.88 |
37.12 |
13.76 |
29.3% |
3.09 |
6.6% |
72% |
False |
False |
193,145 |
60 |
56.96 |
37.12 |
19.84 |
42.2% |
3.32 |
7.1% |
50% |
False |
False |
137,186 |
80 |
62.61 |
37.12 |
25.49 |
54.2% |
3.36 |
7.1% |
39% |
False |
False |
106,659 |
100 |
77.63 |
37.12 |
40.51 |
86.1% |
3.53 |
7.5% |
24% |
False |
False |
86,735 |
120 |
111.15 |
37.12 |
74.03 |
157.4% |
3.62 |
7.7% |
13% |
False |
False |
72,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.24 |
2.618 |
59.55 |
1.618 |
54.84 |
1.000 |
51.93 |
0.618 |
50.13 |
HIGH |
47.22 |
0.618 |
45.42 |
0.500 |
44.87 |
0.382 |
44.31 |
LOW |
42.51 |
0.618 |
39.60 |
1.000 |
37.80 |
1.618 |
34.89 |
2.618 |
30.18 |
4.250 |
22.49 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
46.31 |
46.42 |
PP |
45.59 |
45.81 |
S1 |
44.87 |
45.20 |
|