NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
49.13 |
48.09 |
-1.04 |
-2.1% |
44.93 |
High |
49.41 |
48.10 |
-1.31 |
-2.7% |
49.74 |
Low |
47.23 |
44.52 |
-2.71 |
-5.7% |
43.42 |
Close |
48.98 |
44.73 |
-4.25 |
-8.7% |
48.98 |
Range |
2.18 |
3.58 |
1.40 |
64.2% |
6.32 |
ATR |
2.66 |
2.79 |
0.13 |
4.8% |
0.00 |
Volume |
26,659 |
17,124 |
-9,535 |
-35.8% |
94,101 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.52 |
54.21 |
46.70 |
|
R3 |
52.94 |
50.63 |
45.71 |
|
R2 |
49.36 |
49.36 |
45.39 |
|
R1 |
47.05 |
47.05 |
45.06 |
46.42 |
PP |
45.78 |
45.78 |
45.78 |
45.47 |
S1 |
43.47 |
43.47 |
44.40 |
42.84 |
S2 |
42.20 |
42.20 |
44.07 |
|
S3 |
38.62 |
39.89 |
43.75 |
|
S4 |
35.04 |
36.31 |
42.76 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.34 |
63.98 |
52.46 |
|
R3 |
60.02 |
57.66 |
50.72 |
|
R2 |
53.70 |
53.70 |
50.14 |
|
R1 |
51.34 |
51.34 |
49.56 |
52.52 |
PP |
47.38 |
47.38 |
47.38 |
47.97 |
S1 |
45.02 |
45.02 |
48.40 |
46.20 |
S2 |
41.06 |
41.06 |
47.82 |
|
S3 |
34.74 |
38.70 |
47.24 |
|
S4 |
28.42 |
32.38 |
45.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.74 |
43.69 |
6.05 |
13.5% |
2.71 |
6.1% |
17% |
False |
False |
19,840 |
10 |
49.74 |
42.19 |
7.55 |
16.9% |
2.93 |
6.5% |
34% |
False |
False |
18,769 |
20 |
53.21 |
42.19 |
11.02 |
24.6% |
2.44 |
5.5% |
23% |
False |
False |
15,989 |
40 |
60.72 |
42.19 |
18.53 |
41.4% |
2.64 |
5.9% |
14% |
False |
False |
14,021 |
60 |
60.72 |
42.19 |
18.53 |
41.4% |
2.83 |
6.3% |
14% |
False |
False |
11,615 |
80 |
76.25 |
42.19 |
34.06 |
76.1% |
2.75 |
6.2% |
7% |
False |
False |
9,554 |
100 |
91.66 |
42.19 |
49.47 |
110.6% |
2.59 |
5.8% |
5% |
False |
False |
8,160 |
120 |
110.25 |
42.19 |
68.06 |
152.2% |
2.34 |
5.2% |
4% |
False |
False |
7,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.32 |
2.618 |
57.47 |
1.618 |
53.89 |
1.000 |
51.68 |
0.618 |
50.31 |
HIGH |
48.10 |
0.618 |
46.73 |
0.500 |
46.31 |
0.382 |
45.89 |
LOW |
44.52 |
0.618 |
42.31 |
1.000 |
40.94 |
1.618 |
38.73 |
2.618 |
35.15 |
4.250 |
29.31 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
46.31 |
47.13 |
PP |
45.78 |
46.33 |
S1 |
45.26 |
45.53 |
|