NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
52.25 |
48.64 |
-3.61 |
-6.9% |
52.13 |
High |
52.25 |
50.00 |
-2.25 |
-4.3% |
54.66 |
Low |
48.11 |
47.77 |
-0.34 |
-0.7% |
51.62 |
Close |
48.41 |
49.66 |
1.25 |
2.6% |
52.38 |
Range |
4.14 |
2.23 |
-1.91 |
-46.1% |
3.04 |
ATR |
2.89 |
2.84 |
-0.05 |
-1.6% |
0.00 |
Volume |
181,165 |
222,171 |
41,006 |
22.6% |
1,103,473 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.83 |
54.98 |
50.89 |
|
R3 |
53.60 |
52.75 |
50.27 |
|
R2 |
51.37 |
51.37 |
50.07 |
|
R1 |
50.52 |
50.52 |
49.86 |
50.95 |
PP |
49.14 |
49.14 |
49.14 |
49.36 |
S1 |
48.29 |
48.29 |
49.46 |
48.72 |
S2 |
46.91 |
46.91 |
49.25 |
|
S3 |
44.68 |
46.06 |
49.05 |
|
S4 |
42.45 |
43.83 |
48.43 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.01 |
60.23 |
54.05 |
|
R3 |
58.97 |
57.19 |
53.22 |
|
R2 |
55.93 |
55.93 |
52.94 |
|
R1 |
54.15 |
54.15 |
52.66 |
55.04 |
PP |
52.89 |
52.89 |
52.89 |
53.33 |
S1 |
51.11 |
51.11 |
52.10 |
52.00 |
S2 |
49.85 |
49.85 |
51.82 |
|
S3 |
46.81 |
48.07 |
51.54 |
|
S4 |
43.77 |
45.03 |
50.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.66 |
47.77 |
6.89 |
13.9% |
2.65 |
5.3% |
27% |
False |
True |
219,353 |
10 |
54.66 |
47.20 |
7.46 |
15.0% |
2.60 |
5.2% |
33% |
False |
False |
216,340 |
20 |
54.66 |
43.19 |
11.47 |
23.1% |
2.92 |
5.9% |
56% |
False |
False |
187,767 |
40 |
54.66 |
39.42 |
15.24 |
30.7% |
2.77 |
5.6% |
67% |
False |
False |
132,777 |
60 |
58.31 |
39.42 |
18.89 |
38.0% |
2.87 |
5.8% |
54% |
False |
False |
98,151 |
80 |
58.31 |
39.42 |
18.89 |
38.0% |
3.01 |
6.1% |
54% |
False |
False |
76,610 |
100 |
73.88 |
39.42 |
34.46 |
69.4% |
3.06 |
6.2% |
30% |
False |
False |
62,801 |
120 |
89.32 |
39.42 |
49.90 |
100.5% |
3.06 |
6.2% |
21% |
False |
False |
53,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.48 |
2.618 |
55.84 |
1.618 |
53.61 |
1.000 |
52.23 |
0.618 |
51.38 |
HIGH |
50.00 |
0.618 |
49.15 |
0.500 |
48.89 |
0.382 |
48.62 |
LOW |
47.77 |
0.618 |
46.39 |
1.000 |
45.54 |
1.618 |
44.16 |
2.618 |
41.93 |
4.250 |
38.29 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
49.40 |
51.03 |
PP |
49.14 |
50.57 |
S1 |
48.89 |
50.12 |
|