NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
48.67 |
49.73 |
1.06 |
2.2% |
45.76 |
High |
49.87 |
52.25 |
2.38 |
4.8% |
48.83 |
Low |
46.92 |
48.78 |
1.86 |
4.0% |
42.08 |
Close |
49.73 |
51.61 |
1.88 |
3.8% |
46.25 |
Range |
2.95 |
3.47 |
0.52 |
17.6% |
6.75 |
ATR |
3.31 |
3.32 |
0.01 |
0.4% |
0.00 |
Volume |
214,930 |
125,337 |
-89,593 |
-41.7% |
1,642,536 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.29 |
59.92 |
53.52 |
|
R3 |
57.82 |
56.45 |
52.56 |
|
R2 |
54.35 |
54.35 |
52.25 |
|
R1 |
52.98 |
52.98 |
51.93 |
53.67 |
PP |
50.88 |
50.88 |
50.88 |
51.22 |
S1 |
49.51 |
49.51 |
51.29 |
50.20 |
S2 |
47.41 |
47.41 |
50.97 |
|
S3 |
43.94 |
46.04 |
50.66 |
|
S4 |
40.47 |
42.57 |
49.70 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.97 |
62.86 |
49.96 |
|
R3 |
59.22 |
56.11 |
48.11 |
|
R2 |
52.47 |
52.47 |
47.49 |
|
R1 |
49.36 |
49.36 |
46.87 |
50.92 |
PP |
45.72 |
45.72 |
45.72 |
46.50 |
S1 |
42.61 |
42.61 |
45.63 |
44.17 |
S2 |
38.97 |
38.97 |
45.01 |
|
S3 |
32.22 |
35.86 |
44.39 |
|
S4 |
25.47 |
29.11 |
42.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.25 |
43.62 |
8.63 |
16.7% |
3.25 |
6.3% |
93% |
True |
False |
223,587 |
10 |
52.25 |
42.08 |
10.17 |
19.7% |
3.46 |
6.7% |
94% |
True |
False |
267,210 |
20 |
52.25 |
37.54 |
14.71 |
28.5% |
3.35 |
6.5% |
96% |
True |
False |
270,936 |
40 |
52.25 |
37.12 |
15.13 |
29.3% |
3.09 |
6.0% |
96% |
True |
False |
211,001 |
60 |
56.86 |
37.12 |
19.74 |
38.2% |
3.28 |
6.4% |
73% |
False |
False |
153,891 |
80 |
59.57 |
37.12 |
22.45 |
43.5% |
3.37 |
6.5% |
65% |
False |
False |
120,092 |
100 |
74.05 |
37.12 |
36.93 |
71.6% |
3.50 |
6.8% |
39% |
False |
False |
97,630 |
120 |
105.85 |
37.12 |
68.73 |
133.2% |
3.63 |
7.0% |
21% |
False |
False |
82,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.00 |
2.618 |
61.33 |
1.618 |
57.86 |
1.000 |
55.72 |
0.618 |
54.39 |
HIGH |
52.25 |
0.618 |
50.92 |
0.500 |
50.52 |
0.382 |
50.11 |
LOW |
48.78 |
0.618 |
46.64 |
1.000 |
45.31 |
1.618 |
43.17 |
2.618 |
39.70 |
4.250 |
34.03 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
51.25 |
50.87 |
PP |
50.88 |
50.13 |
S1 |
50.52 |
49.39 |
|