NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 23-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
54.50 |
55.92 |
1.42 |
2.6% |
48.25 |
High |
55.46 |
57.29 |
1.83 |
3.3% |
55.76 |
Low |
53.90 |
55.01 |
1.11 |
2.1% |
47.02 |
Close |
55.20 |
57.20 |
2.00 |
3.6% |
55.20 |
Range |
1.56 |
2.28 |
0.72 |
46.2% |
8.74 |
ATR |
2.83 |
2.79 |
-0.04 |
-1.4% |
0.00 |
Volume |
24,973 |
16,428 |
-8,545 |
-34.2% |
95,576 |
|
Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.34 |
62.55 |
58.45 |
|
R3 |
61.06 |
60.27 |
57.83 |
|
R2 |
58.78 |
58.78 |
57.62 |
|
R1 |
57.99 |
57.99 |
57.41 |
58.39 |
PP |
56.50 |
56.50 |
56.50 |
56.70 |
S1 |
55.71 |
55.71 |
56.99 |
56.11 |
S2 |
54.22 |
54.22 |
56.78 |
|
S3 |
51.94 |
53.43 |
56.57 |
|
S4 |
49.66 |
51.15 |
55.95 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.88 |
75.78 |
60.01 |
|
R3 |
70.14 |
67.04 |
57.60 |
|
R2 |
61.40 |
61.40 |
56.80 |
|
R1 |
58.30 |
58.30 |
56.00 |
59.85 |
PP |
52.66 |
52.66 |
52.66 |
53.44 |
S1 |
49.56 |
49.56 |
54.40 |
51.11 |
S2 |
43.92 |
43.92 |
53.60 |
|
S3 |
35.18 |
40.82 |
52.80 |
|
S4 |
26.44 |
32.08 |
50.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.29 |
49.09 |
8.20 |
14.3% |
2.74 |
4.8% |
99% |
True |
False |
20,134 |
10 |
57.29 |
46.25 |
11.04 |
19.3% |
2.80 |
4.9% |
99% |
True |
False |
20,562 |
20 |
57.29 |
43.69 |
13.60 |
23.8% |
2.72 |
4.8% |
99% |
True |
False |
19,423 |
40 |
57.29 |
42.19 |
15.10 |
26.4% |
2.55 |
4.5% |
99% |
True |
False |
16,813 |
60 |
60.72 |
42.19 |
18.53 |
32.4% |
2.73 |
4.8% |
81% |
False |
False |
14,716 |
80 |
61.20 |
42.19 |
19.01 |
33.2% |
2.79 |
4.9% |
79% |
False |
False |
12,568 |
100 |
76.25 |
42.19 |
34.06 |
59.5% |
2.70 |
4.7% |
44% |
False |
False |
10,653 |
120 |
102.25 |
42.19 |
60.06 |
105.0% |
2.52 |
4.4% |
25% |
False |
False |
9,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.98 |
2.618 |
63.26 |
1.618 |
60.98 |
1.000 |
59.57 |
0.618 |
58.70 |
HIGH |
57.29 |
0.618 |
56.42 |
0.500 |
56.15 |
0.382 |
55.88 |
LOW |
55.01 |
0.618 |
53.60 |
1.000 |
52.73 |
1.618 |
51.32 |
2.618 |
49.04 |
4.250 |
45.32 |
|
|
Fisher Pivots for day following 23-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
56.85 |
56.42 |
PP |
56.50 |
55.64 |
S1 |
56.15 |
54.86 |
|