NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 30-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
55.35 |
53.88 |
-1.47 |
-2.7% |
54.28 |
High |
55.70 |
53.88 |
-1.82 |
-3.3% |
56.10 |
Low |
53.20 |
49.87 |
-3.33 |
-6.3% |
53.05 |
Close |
54.02 |
50.20 |
-3.82 |
-7.1% |
54.02 |
Range |
2.50 |
4.01 |
1.51 |
60.4% |
3.05 |
ATR |
2.72 |
2.82 |
0.10 |
3.8% |
0.00 |
Volume |
66,843 |
59,990 |
-6,853 |
-10.3% |
397,386 |
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.35 |
60.78 |
52.41 |
|
R3 |
59.34 |
56.77 |
51.30 |
|
R2 |
55.33 |
55.33 |
50.94 |
|
R1 |
52.76 |
52.76 |
50.57 |
52.04 |
PP |
51.32 |
51.32 |
51.32 |
50.96 |
S1 |
48.75 |
48.75 |
49.83 |
48.03 |
S2 |
47.31 |
47.31 |
49.46 |
|
S3 |
43.30 |
44.74 |
49.10 |
|
S4 |
39.29 |
40.73 |
47.99 |
|
|
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 |
49.87 |
6.23 |
12.4% |
2.59 |
5.2% |
5% |
False |
True |
80,176 |
10 |
56.10 |
48.19 |
7.91 |
15.8% |
2.68 |
5.3% |
25% |
False |
False |
71,929 |
20 |
56.10 |
43.03 |
13.07 |
26.0% |
2.81 |
5.6% |
55% |
False |
False |
64,837 |
40 |
56.10 |
40.85 |
15.25 |
30.4% |
2.69 |
5.4% |
61% |
False |
False |
53,090 |
60 |
59.66 |
40.85 |
18.81 |
37.5% |
2.82 |
5.6% |
50% |
False |
False |
45,367 |
80 |
59.66 |
40.85 |
18.81 |
37.5% |
2.95 |
5.9% |
50% |
False |
False |
39,649 |
100 |
76.00 |
40.85 |
35.15 |
70.0% |
3.13 |
6.2% |
27% |
False |
False |
34,653 |
120 |
91.43 |
40.85 |
50.58 |
100.8% |
3.27 |
6.5% |
18% |
False |
False |
31,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.92 |
2.618 |
64.38 |
1.618 |
60.37 |
1.000 |
57.89 |
0.618 |
56.36 |
HIGH |
53.88 |
0.618 |
52.35 |
0.500 |
51.88 |
0.382 |
51.40 |
LOW |
49.87 |
0.618 |
47.39 |
1.000 |
45.86 |
1.618 |
43.38 |
2.618 |
39.37 |
4.250 |
32.83 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
51.88 |
52.99 |
PP |
51.32 |
52.06 |
S1 |
50.76 |
51.13 |
|