NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.87 |
50.94 |
2.07 |
4.2% |
48.80 |
| High |
51.70 |
51.99 |
0.29 |
0.6% |
50.25 |
| Low |
48.19 |
49.06 |
0.87 |
1.8% |
45.08 |
| Close |
51.21 |
51.95 |
0.74 |
1.4% |
48.11 |
| Range |
3.51 |
2.93 |
-0.58 |
-16.5% |
5.17 |
| ATR |
2.96 |
2.96 |
0.00 |
-0.1% |
0.00 |
| Volume |
49,212 |
52,398 |
3,186 |
6.5% |
343,566 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.79 |
58.80 |
53.56 |
|
| R3 |
56.86 |
55.87 |
52.76 |
|
| R2 |
53.93 |
53.93 |
52.49 |
|
| R1 |
52.94 |
52.94 |
52.22 |
53.44 |
| PP |
51.00 |
51.00 |
51.00 |
51.25 |
| S1 |
50.01 |
50.01 |
51.68 |
50.51 |
| S2 |
48.07 |
48.07 |
51.41 |
|
| S3 |
45.14 |
47.08 |
51.14 |
|
| S4 |
42.21 |
44.15 |
50.34 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.32 |
60.89 |
50.95 |
|
| R3 |
58.15 |
55.72 |
49.53 |
|
| R2 |
52.98 |
52.98 |
49.06 |
|
| R1 |
50.55 |
50.55 |
48.58 |
49.18 |
| PP |
47.81 |
47.81 |
47.81 |
47.13 |
| S1 |
45.38 |
45.38 |
47.64 |
44.01 |
| S2 |
42.64 |
42.64 |
47.16 |
|
| S3 |
37.47 |
40.21 |
46.69 |
|
| S4 |
32.30 |
35.04 |
45.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.99 |
45.11 |
6.88 |
13.2% |
3.24 |
6.2% |
99% |
True |
False |
56,109 |
| 10 |
51.99 |
45.08 |
6.91 |
13.3% |
2.92 |
5.6% |
99% |
True |
False |
60,551 |
| 20 |
51.99 |
40.85 |
11.14 |
21.4% |
2.91 |
5.6% |
100% |
True |
False |
53,212 |
| 40 |
53.37 |
40.85 |
12.52 |
24.1% |
2.73 |
5.3% |
89% |
False |
False |
44,559 |
| 60 |
59.66 |
40.85 |
18.81 |
36.2% |
2.91 |
5.6% |
59% |
False |
False |
37,105 |
| 80 |
61.33 |
40.85 |
20.48 |
39.4% |
3.09 |
6.0% |
54% |
False |
False |
33,512 |
| 100 |
76.00 |
40.85 |
35.15 |
67.7% |
3.24 |
6.2% |
32% |
False |
False |
29,653 |
| 120 |
108.06 |
40.85 |
67.21 |
129.4% |
3.35 |
6.5% |
17% |
False |
False |
26,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.44 |
|
2.618 |
59.66 |
|
1.618 |
56.73 |
|
1.000 |
54.92 |
|
0.618 |
53.80 |
|
HIGH |
51.99 |
|
0.618 |
50.87 |
|
0.500 |
50.53 |
|
0.382 |
50.18 |
|
LOW |
49.06 |
|
0.618 |
47.25 |
|
1.000 |
46.13 |
|
1.618 |
44.32 |
|
2.618 |
41.39 |
|
4.250 |
36.61 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.48 |
50.96 |
| PP |
51.00 |
49.96 |
| S1 |
50.53 |
48.97 |
|