NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
54.22 |
55.35 |
1.13 |
2.1% |
54.28 |
High |
56.10 |
55.70 |
-0.40 |
-0.7% |
56.10 |
Low |
53.05 |
53.20 |
0.15 |
0.3% |
53.05 |
Close |
55.78 |
54.02 |
-1.76 |
-3.2% |
54.02 |
Range |
3.05 |
2.50 |
-0.55 |
-18.0% |
3.05 |
ATR |
2.73 |
2.72 |
-0.01 |
-0.4% |
0.00 |
Volume |
119,624 |
66,843 |
-52,781 |
-44.1% |
397,386 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.81 |
60.41 |
55.40 |
|
R3 |
59.31 |
57.91 |
54.71 |
|
R2 |
56.81 |
56.81 |
54.48 |
|
R1 |
55.41 |
55.41 |
54.25 |
54.86 |
PP |
54.31 |
54.31 |
54.31 |
54.03 |
S1 |
52.91 |
52.91 |
53.79 |
52.36 |
S2 |
51.81 |
51.81 |
53.56 |
|
S3 |
49.31 |
50.41 |
53.33 |
|
S4 |
46.81 |
47.91 |
52.65 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.54 |
61.83 |
55.70 |
|
R3 |
60.49 |
58.78 |
54.86 |
|
R2 |
57.44 |
57.44 |
54.58 |
|
R1 |
55.73 |
55.73 |
54.30 |
55.06 |
PP |
54.39 |
54.39 |
54.39 |
54.06 |
S1 |
52.68 |
52.68 |
53.74 |
52.01 |
S2 |
51.34 |
51.34 |
53.46 |
|
S3 |
48.29 |
49.63 |
53.18 |
|
S4 |
45.24 |
46.58 |
52.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.10 |
53.05 |
3.05 |
5.6% |
2.26 |
4.2% |
32% |
False |
False |
79,477 |
10 |
56.10 |
45.95 |
10.15 |
18.8% |
2.62 |
4.9% |
80% |
False |
False |
70,135 |
20 |
56.10 |
43.03 |
13.07 |
24.2% |
2.81 |
5.2% |
84% |
False |
False |
64,275 |
40 |
56.10 |
40.85 |
15.25 |
28.2% |
2.64 |
4.9% |
86% |
False |
False |
52,258 |
60 |
59.66 |
40.85 |
18.81 |
34.8% |
2.88 |
5.3% |
70% |
False |
False |
44,625 |
80 |
59.66 |
40.85 |
18.81 |
34.8% |
2.94 |
5.4% |
70% |
False |
False |
39,083 |
100 |
76.00 |
40.85 |
35.15 |
65.1% |
3.12 |
5.8% |
37% |
False |
False |
34,146 |
120 |
91.57 |
40.85 |
50.72 |
93.9% |
3.26 |
6.0% |
26% |
False |
False |
30,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.33 |
2.618 |
62.25 |
1.618 |
59.75 |
1.000 |
58.20 |
0.618 |
57.25 |
HIGH |
55.70 |
0.618 |
54.75 |
0.500 |
54.45 |
0.382 |
54.16 |
LOW |
53.20 |
0.618 |
51.66 |
1.000 |
50.70 |
1.618 |
49.16 |
2.618 |
46.66 |
4.250 |
42.58 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
54.45 |
54.58 |
PP |
54.31 |
54.39 |
S1 |
54.16 |
54.21 |
|