NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
53.88 |
50.10 |
-3.78 |
-7.0% |
54.28 |
High |
53.88 |
51.64 |
-2.24 |
-4.2% |
56.10 |
Low |
49.87 |
49.48 |
-0.39 |
-0.8% |
53.05 |
Close |
50.20 |
51.37 |
1.17 |
2.3% |
54.02 |
Range |
4.01 |
2.16 |
-1.85 |
-46.1% |
3.05 |
ATR |
2.82 |
2.78 |
-0.05 |
-1.7% |
0.00 |
Volume |
59,990 |
86,080 |
26,090 |
43.5% |
397,386 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.31 |
56.50 |
52.56 |
|
R3 |
55.15 |
54.34 |
51.96 |
|
R2 |
52.99 |
52.99 |
51.77 |
|
R1 |
52.18 |
52.18 |
51.57 |
52.59 |
PP |
50.83 |
50.83 |
50.83 |
51.03 |
S1 |
50.02 |
50.02 |
51.17 |
50.43 |
S2 |
48.67 |
48.67 |
50.97 |
|
S3 |
46.51 |
47.86 |
50.78 |
|
S4 |
44.35 |
45.70 |
50.18 |
|
|
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 |
49.48 |
6.62 |
12.9% |
2.76 |
5.4% |
29% |
False |
True |
81,600 |
10 |
56.10 |
49.06 |
7.04 |
13.7% |
2.55 |
5.0% |
33% |
False |
False |
75,616 |
20 |
56.10 |
44.20 |
11.90 |
23.2% |
2.80 |
5.4% |
60% |
False |
False |
67,357 |
40 |
56.10 |
40.85 |
15.25 |
29.7% |
2.67 |
5.2% |
69% |
False |
False |
54,544 |
60 |
59.66 |
40.85 |
18.81 |
36.6% |
2.77 |
5.4% |
56% |
False |
False |
46,406 |
80 |
59.66 |
40.85 |
18.81 |
36.6% |
2.96 |
5.8% |
56% |
False |
False |
40,464 |
100 |
73.80 |
40.85 |
32.95 |
64.1% |
3.06 |
6.0% |
32% |
False |
False |
35,361 |
120 |
90.16 |
40.85 |
49.31 |
96.0% |
3.25 |
6.3% |
21% |
False |
False |
31,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.82 |
2.618 |
57.29 |
1.618 |
55.13 |
1.000 |
53.80 |
0.618 |
52.97 |
HIGH |
51.64 |
0.618 |
50.81 |
0.500 |
50.56 |
0.382 |
50.31 |
LOW |
49.48 |
0.618 |
48.15 |
1.000 |
47.32 |
1.618 |
45.99 |
2.618 |
43.83 |
4.250 |
40.30 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
51.10 |
52.59 |
PP |
50.83 |
52.18 |
S1 |
50.56 |
51.78 |
|