NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 26-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
55.35 |
54.22 |
-1.13 |
-2.0% |
47.74 |
High |
55.58 |
56.10 |
0.52 |
0.9% |
54.49 |
Low |
53.50 |
53.05 |
-0.45 |
-0.8% |
45.95 |
Close |
54.19 |
55.78 |
1.59 |
2.9% |
53.80 |
Range |
2.08 |
3.05 |
0.97 |
46.6% |
8.54 |
ATR |
2.71 |
2.73 |
0.02 |
0.9% |
0.00 |
Volume |
75,464 |
119,624 |
44,160 |
58.5% |
303,967 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.13 |
63.00 |
57.46 |
|
R3 |
61.08 |
59.95 |
56.62 |
|
R2 |
58.03 |
58.03 |
56.34 |
|
R1 |
56.90 |
56.90 |
56.06 |
57.47 |
PP |
54.98 |
54.98 |
54.98 |
55.26 |
S1 |
53.85 |
53.85 |
55.50 |
54.42 |
S2 |
51.93 |
51.93 |
55.22 |
|
S3 |
48.88 |
50.80 |
54.94 |
|
S4 |
45.83 |
47.75 |
54.10 |
|
|
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 |
56.10 |
52.60 |
3.50 |
6.3% |
2.10 |
3.8% |
91% |
True |
False |
82,688 |
10 |
56.10 |
45.95 |
10.15 |
18.2% |
2.59 |
4.6% |
97% |
True |
False |
69,616 |
20 |
56.10 |
43.03 |
13.07 |
23.4% |
2.80 |
5.0% |
98% |
True |
False |
63,660 |
40 |
56.10 |
40.85 |
15.25 |
27.3% |
2.62 |
4.7% |
98% |
True |
False |
51,437 |
60 |
59.66 |
40.85 |
18.81 |
33.7% |
2.87 |
5.1% |
79% |
False |
False |
43,724 |
80 |
59.66 |
40.85 |
18.81 |
33.7% |
2.96 |
5.3% |
79% |
False |
False |
38,370 |
100 |
76.00 |
40.85 |
35.15 |
63.0% |
3.14 |
5.6% |
42% |
False |
False |
33,670 |
120 |
95.75 |
40.85 |
54.90 |
98.4% |
3.27 |
5.9% |
27% |
False |
False |
30,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.06 |
2.618 |
64.08 |
1.618 |
61.03 |
1.000 |
59.15 |
0.618 |
57.98 |
HIGH |
56.10 |
0.618 |
54.93 |
0.500 |
54.58 |
0.382 |
54.22 |
LOW |
53.05 |
0.618 |
51.17 |
1.000 |
50.00 |
1.618 |
48.12 |
2.618 |
45.07 |
4.250 |
40.09 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
55.38 |
55.38 |
PP |
54.98 |
54.98 |
S1 |
54.58 |
54.58 |
|