NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 23-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
53.20 |
54.28 |
1.08 |
2.0% |
47.74 |
High |
54.28 |
55.92 |
1.64 |
3.0% |
54.49 |
Low |
52.60 |
53.57 |
0.97 |
1.8% |
45.95 |
Close |
53.80 |
55.73 |
1.93 |
3.6% |
53.80 |
Range |
1.68 |
2.35 |
0.67 |
39.9% |
8.54 |
ATR |
2.90 |
2.86 |
-0.04 |
-1.4% |
0.00 |
Volume |
82,901 |
56,496 |
-26,405 |
-31.9% |
303,967 |
|
Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.12 |
61.28 |
57.02 |
|
R3 |
59.77 |
58.93 |
56.38 |
|
R2 |
57.42 |
57.42 |
56.16 |
|
R1 |
56.58 |
56.58 |
55.95 |
57.00 |
PP |
55.07 |
55.07 |
55.07 |
55.29 |
S1 |
54.23 |
54.23 |
55.51 |
54.65 |
S2 |
52.72 |
52.72 |
55.30 |
|
S3 |
50.37 |
51.88 |
55.08 |
|
S4 |
48.02 |
49.53 |
54.44 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.03 |
73.96 |
58.50 |
|
R3 |
68.49 |
65.42 |
56.15 |
|
R2 |
59.95 |
59.95 |
55.37 |
|
R1 |
56.88 |
56.88 |
54.58 |
58.42 |
PP |
51.41 |
51.41 |
51.41 |
52.18 |
S1 |
48.34 |
48.34 |
53.02 |
49.88 |
S2 |
42.87 |
42.87 |
52.23 |
|
S3 |
34.33 |
39.80 |
51.45 |
|
S4 |
25.79 |
31.26 |
49.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.92 |
48.19 |
7.73 |
13.9% |
2.78 |
5.0% |
98% |
True |
False |
63,682 |
10 |
55.92 |
45.08 |
10.84 |
19.5% |
2.93 |
5.2% |
98% |
True |
False |
65,010 |
20 |
55.92 |
42.27 |
13.65 |
24.5% |
2.86 |
5.1% |
99% |
True |
False |
57,335 |
40 |
55.92 |
40.85 |
15.07 |
27.0% |
2.69 |
4.8% |
99% |
True |
False |
47,162 |
60 |
59.66 |
40.85 |
18.81 |
33.8% |
2.90 |
5.2% |
79% |
False |
False |
39,660 |
80 |
61.33 |
40.85 |
20.48 |
36.7% |
3.02 |
5.4% |
73% |
False |
False |
35,512 |
100 |
76.00 |
40.85 |
35.15 |
63.1% |
3.21 |
5.8% |
42% |
False |
False |
31,276 |
120 |
102.10 |
40.85 |
61.25 |
109.9% |
3.31 |
5.9% |
24% |
False |
False |
28,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.91 |
2.618 |
62.07 |
1.618 |
59.72 |
1.000 |
58.27 |
0.618 |
57.37 |
HIGH |
55.92 |
0.618 |
55.02 |
0.500 |
54.75 |
0.382 |
54.47 |
LOW |
53.57 |
0.618 |
52.12 |
1.000 |
51.22 |
1.618 |
49.77 |
2.618 |
47.42 |
4.250 |
43.58 |
|
|
Fisher Pivots for day following 23-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
55.40 |
54.99 |
PP |
55.07 |
54.24 |
S1 |
54.75 |
53.50 |
|