NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 24-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
54.28 |
55.50 |
1.22 |
2.2% |
47.74 |
High |
55.92 |
55.70 |
-0.22 |
-0.4% |
54.49 |
Low |
53.57 |
54.38 |
0.81 |
1.5% |
45.95 |
Close |
55.73 |
55.63 |
-0.10 |
-0.2% |
53.80 |
Range |
2.35 |
1.32 |
-1.03 |
-43.8% |
8.54 |
ATR |
2.86 |
2.75 |
-0.11 |
-3.8% |
0.00 |
Volume |
56,496 |
78,959 |
22,463 |
39.8% |
303,967 |
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.20 |
58.73 |
56.36 |
|
R3 |
57.88 |
57.41 |
55.99 |
|
R2 |
56.56 |
56.56 |
55.87 |
|
R1 |
56.09 |
56.09 |
55.75 |
56.33 |
PP |
55.24 |
55.24 |
55.24 |
55.35 |
S1 |
54.77 |
54.77 |
55.51 |
55.01 |
S2 |
53.92 |
53.92 |
55.39 |
|
S3 |
52.60 |
53.45 |
55.27 |
|
S4 |
51.28 |
52.13 |
54.90 |
|
|
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 |
49.06 |
6.86 |
12.3% |
2.34 |
4.2% |
96% |
False |
False |
69,631 |
10 |
55.92 |
45.08 |
10.84 |
19.5% |
2.81 |
5.1% |
97% |
False |
False |
64,896 |
20 |
55.92 |
43.03 |
12.89 |
23.2% |
2.83 |
5.1% |
98% |
False |
False |
59,251 |
40 |
55.92 |
40.85 |
15.07 |
27.1% |
2.66 |
4.8% |
98% |
False |
False |
48,444 |
60 |
59.66 |
40.85 |
18.81 |
33.8% |
2.87 |
5.2% |
79% |
False |
False |
40,703 |
80 |
61.33 |
40.85 |
20.48 |
36.8% |
2.99 |
5.4% |
72% |
False |
False |
36,311 |
100 |
76.00 |
40.85 |
35.15 |
63.2% |
3.19 |
5.7% |
42% |
False |
False |
31,989 |
120 |
100.75 |
40.85 |
59.90 |
107.7% |
3.30 |
5.9% |
25% |
False |
False |
28,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.31 |
2.618 |
59.16 |
1.618 |
57.84 |
1.000 |
57.02 |
0.618 |
56.52 |
HIGH |
55.70 |
0.618 |
55.20 |
0.500 |
55.04 |
0.382 |
54.88 |
LOW |
54.38 |
0.618 |
53.56 |
1.000 |
53.06 |
1.618 |
52.24 |
2.618 |
50.92 |
4.250 |
48.77 |
|
|
Fisher Pivots for day following 24-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
55.43 |
55.17 |
PP |
55.24 |
54.72 |
S1 |
55.04 |
54.26 |
|