NYMEX Light Sweet Crude Oil Future May 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 |
46.39 |
42.35 |
-4.04 |
-8.7% |
41.89 |
High |
46.49 |
44.22 |
-2.27 |
-4.9% |
47.55 |
Low |
42.14 |
41.75 |
-0.39 |
-0.9% |
40.63 |
Close |
42.45 |
43.91 |
1.46 |
3.4% |
46.89 |
Range |
4.35 |
2.47 |
-1.88 |
-43.2% |
6.92 |
ATR |
2.93 |
2.90 |
-0.03 |
-1.1% |
0.00 |
Volume |
117,650 |
90,560 |
-27,090 |
-23.0% |
512,713 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.70 |
49.78 |
45.27 |
|
R3 |
48.23 |
47.31 |
44.59 |
|
R2 |
45.76 |
45.76 |
44.36 |
|
R1 |
44.84 |
44.84 |
44.14 |
45.30 |
PP |
43.29 |
43.29 |
43.29 |
43.53 |
S1 |
42.37 |
42.37 |
43.68 |
42.83 |
S2 |
40.82 |
40.82 |
43.46 |
|
S3 |
38.35 |
39.90 |
43.23 |
|
S4 |
35.88 |
37.43 |
42.55 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.78 |
63.26 |
50.70 |
|
R3 |
58.86 |
56.34 |
48.79 |
|
R2 |
51.94 |
51.94 |
48.16 |
|
R1 |
49.42 |
49.42 |
47.52 |
50.68 |
PP |
45.02 |
45.02 |
45.02 |
45.66 |
S1 |
42.50 |
42.50 |
46.26 |
43.76 |
S2 |
38.10 |
38.10 |
45.62 |
|
S3 |
31.18 |
35.58 |
44.99 |
|
S4 |
24.26 |
28.66 |
43.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.55 |
41.75 |
5.80 |
13.2% |
3.01 |
6.9% |
37% |
False |
True |
109,188 |
10 |
47.55 |
39.42 |
8.13 |
18.5% |
2.80 |
6.4% |
55% |
False |
False |
97,760 |
20 |
50.47 |
39.42 |
11.05 |
25.2% |
2.62 |
6.0% |
41% |
False |
False |
77,788 |
40 |
58.31 |
39.42 |
18.89 |
43.0% |
2.85 |
6.5% |
24% |
False |
False |
53,343 |
60 |
58.31 |
39.42 |
18.89 |
43.0% |
3.04 |
6.9% |
24% |
False |
False |
39,558 |
80 |
73.88 |
39.42 |
34.46 |
78.5% |
3.10 |
7.1% |
13% |
False |
False |
31,560 |
100 |
89.32 |
39.42 |
49.90 |
113.6% |
3.08 |
7.0% |
9% |
False |
False |
26,147 |
120 |
109.58 |
39.42 |
70.16 |
159.8% |
2.79 |
6.4% |
6% |
False |
False |
22,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.72 |
2.618 |
50.69 |
1.618 |
48.22 |
1.000 |
46.69 |
0.618 |
45.75 |
HIGH |
44.22 |
0.618 |
43.28 |
0.500 |
42.99 |
0.382 |
42.69 |
LOW |
41.75 |
0.618 |
40.22 |
1.000 |
39.28 |
1.618 |
37.75 |
2.618 |
35.28 |
4.250 |
31.25 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
43.60 |
44.51 |
PP |
43.29 |
44.31 |
S1 |
42.99 |
44.11 |
|