NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
51.93 |
53.04 |
1.11 |
2.1% |
49.88 |
High |
53.24 |
55.76 |
2.52 |
4.7% |
50.83 |
Low |
50.23 |
52.43 |
2.20 |
4.4% |
46.25 |
Close |
51.64 |
54.79 |
3.15 |
6.1% |
49.05 |
Range |
3.01 |
3.33 |
0.32 |
10.6% |
4.58 |
ATR |
2.84 |
2.93 |
0.09 |
3.2% |
0.00 |
Volume |
18,938 |
23,003 |
4,065 |
21.5% |
108,689 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.32 |
62.88 |
56.62 |
|
R3 |
60.99 |
59.55 |
55.71 |
|
R2 |
57.66 |
57.66 |
55.40 |
|
R1 |
56.22 |
56.22 |
55.10 |
56.94 |
PP |
54.33 |
54.33 |
54.33 |
54.69 |
S1 |
52.89 |
52.89 |
54.48 |
53.61 |
S2 |
51.00 |
51.00 |
54.18 |
|
S3 |
47.67 |
49.56 |
53.87 |
|
S4 |
44.34 |
46.23 |
52.96 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.45 |
60.33 |
51.57 |
|
R3 |
57.87 |
55.75 |
50.31 |
|
R2 |
53.29 |
53.29 |
49.89 |
|
R1 |
51.17 |
51.17 |
49.47 |
49.94 |
PP |
48.71 |
48.71 |
48.71 |
48.10 |
S1 |
46.59 |
46.59 |
48.63 |
45.36 |
S2 |
44.13 |
44.13 |
48.21 |
|
S3 |
39.55 |
42.01 |
47.79 |
|
S4 |
34.97 |
37.43 |
46.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.76 |
47.02 |
8.74 |
16.0% |
3.03 |
5.5% |
89% |
True |
False |
17,110 |
10 |
55.76 |
46.25 |
9.51 |
17.4% |
2.90 |
5.3% |
90% |
True |
False |
20,014 |
20 |
55.76 |
42.80 |
12.96 |
23.7% |
2.79 |
5.1% |
93% |
True |
False |
18,893 |
40 |
55.76 |
42.19 |
13.57 |
24.8% |
2.62 |
4.8% |
93% |
True |
False |
16,459 |
60 |
60.72 |
42.19 |
18.53 |
33.8% |
2.77 |
5.1% |
68% |
False |
False |
14,316 |
80 |
61.20 |
42.19 |
19.01 |
34.7% |
2.82 |
5.1% |
66% |
False |
False |
12,148 |
100 |
76.25 |
42.19 |
34.06 |
62.2% |
2.70 |
4.9% |
37% |
False |
False |
10,334 |
120 |
107.23 |
42.19 |
65.04 |
118.7% |
2.49 |
4.5% |
19% |
False |
False |
8,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.91 |
2.618 |
64.48 |
1.618 |
61.15 |
1.000 |
59.09 |
0.618 |
57.82 |
HIGH |
55.76 |
0.618 |
54.49 |
0.500 |
54.10 |
0.382 |
53.70 |
LOW |
52.43 |
0.618 |
50.37 |
1.000 |
49.10 |
1.618 |
47.04 |
2.618 |
43.71 |
4.250 |
38.28 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
54.56 |
54.00 |
PP |
54.33 |
53.21 |
S1 |
54.10 |
52.43 |
|