NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
47.83 |
49.88 |
2.05 |
4.3% |
48.09 |
High |
49.82 |
50.82 |
1.00 |
2.0% |
49.82 |
Low |
47.83 |
47.95 |
0.12 |
0.3% |
44.27 |
Close |
49.58 |
49.38 |
-0.20 |
-0.4% |
49.58 |
Range |
1.99 |
2.87 |
0.88 |
44.2% |
5.55 |
ATR |
2.72 |
2.73 |
0.01 |
0.4% |
0.00 |
Volume |
20,856 |
15,071 |
-5,785 |
-27.7% |
85,698 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.99 |
56.56 |
50.96 |
|
R3 |
55.12 |
53.69 |
50.17 |
|
R2 |
52.25 |
52.25 |
49.91 |
|
R1 |
50.82 |
50.82 |
49.64 |
50.10 |
PP |
49.38 |
49.38 |
49.38 |
49.03 |
S1 |
47.95 |
47.95 |
49.12 |
47.23 |
S2 |
46.51 |
46.51 |
48.85 |
|
S3 |
43.64 |
45.08 |
48.59 |
|
S4 |
40.77 |
42.21 |
47.80 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.54 |
62.61 |
52.63 |
|
R3 |
58.99 |
57.06 |
51.11 |
|
R2 |
53.44 |
53.44 |
50.60 |
|
R1 |
51.51 |
51.51 |
50.09 |
52.48 |
PP |
47.89 |
47.89 |
47.89 |
48.37 |
S1 |
45.96 |
45.96 |
49.07 |
46.93 |
S2 |
42.34 |
42.34 |
48.56 |
|
S3 |
36.79 |
40.41 |
48.05 |
|
S4 |
31.24 |
34.86 |
46.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.82 |
44.27 |
6.55 |
13.3% |
2.57 |
5.2% |
78% |
True |
False |
16,729 |
10 |
50.82 |
43.69 |
7.13 |
14.4% |
2.64 |
5.3% |
80% |
True |
False |
18,284 |
20 |
53.21 |
42.19 |
11.02 |
22.3% |
2.64 |
5.3% |
65% |
False |
False |
17,299 |
40 |
55.16 |
42.19 |
12.97 |
26.3% |
2.49 |
5.0% |
55% |
False |
False |
14,820 |
60 |
60.72 |
42.19 |
18.53 |
37.5% |
2.82 |
5.7% |
39% |
False |
False |
12,541 |
80 |
66.15 |
42.19 |
23.96 |
48.5% |
2.74 |
5.5% |
30% |
False |
False |
10,412 |
100 |
85.30 |
42.19 |
43.11 |
87.3% |
2.59 |
5.2% |
17% |
False |
False |
8,909 |
120 |
110.25 |
42.19 |
68.06 |
137.8% |
2.40 |
4.9% |
11% |
False |
False |
7,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.02 |
2.618 |
58.33 |
1.618 |
55.46 |
1.000 |
53.69 |
0.618 |
52.59 |
HIGH |
50.82 |
0.618 |
49.72 |
0.500 |
49.39 |
0.382 |
49.05 |
LOW |
47.95 |
0.618 |
46.18 |
1.000 |
45.08 |
1.618 |
43.31 |
2.618 |
40.44 |
4.250 |
35.75 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
49.39 |
49.22 |
PP |
49.38 |
49.05 |
S1 |
49.38 |
48.89 |
|