NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
57.03 |
56.39 |
-0.64 |
-1.1% |
48.25 |
High |
57.08 |
56.80 |
-0.28 |
-0.5% |
55.76 |
Low |
55.85 |
54.85 |
-1.00 |
-1.8% |
47.02 |
Close |
57.00 |
55.47 |
-1.53 |
-2.7% |
55.20 |
Range |
1.23 |
1.95 |
0.72 |
58.5% |
8.74 |
ATR |
2.69 |
2.65 |
-0.04 |
-1.4% |
0.00 |
Volume |
27,181 |
20,620 |
-6,561 |
-24.1% |
95,576 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.56 |
60.46 |
56.54 |
|
R3 |
59.61 |
58.51 |
56.01 |
|
R2 |
57.66 |
57.66 |
55.83 |
|
R1 |
56.56 |
56.56 |
55.65 |
56.14 |
PP |
55.71 |
55.71 |
55.71 |
55.49 |
S1 |
54.61 |
54.61 |
55.29 |
54.19 |
S2 |
53.76 |
53.76 |
55.11 |
|
S3 |
51.81 |
52.66 |
54.93 |
|
S4 |
49.86 |
50.71 |
54.40 |
|
|
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 |
52.43 |
4.86 |
8.8% |
2.07 |
3.7% |
63% |
False |
False |
22,441 |
10 |
57.29 |
46.25 |
11.04 |
19.9% |
2.62 |
4.7% |
84% |
False |
False |
19,965 |
20 |
57.29 |
44.27 |
13.02 |
23.5% |
2.64 |
4.8% |
86% |
False |
False |
20,388 |
40 |
57.29 |
42.19 |
15.10 |
27.2% |
2.48 |
4.5% |
88% |
False |
False |
17,357 |
60 |
60.72 |
42.19 |
18.53 |
33.4% |
2.69 |
4.9% |
72% |
False |
False |
15,317 |
80 |
61.20 |
42.19 |
19.01 |
34.3% |
2.77 |
5.0% |
70% |
False |
False |
13,049 |
100 |
76.25 |
42.19 |
34.06 |
61.4% |
2.69 |
4.8% |
39% |
False |
False |
11,088 |
120 |
94.90 |
42.19 |
52.71 |
95.0% |
2.54 |
4.6% |
25% |
False |
False |
9,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.09 |
2.618 |
61.91 |
1.618 |
59.96 |
1.000 |
58.75 |
0.618 |
58.01 |
HIGH |
56.80 |
0.618 |
56.06 |
0.500 |
55.83 |
0.382 |
55.59 |
LOW |
54.85 |
0.618 |
53.64 |
1.000 |
52.90 |
1.618 |
51.69 |
2.618 |
49.74 |
4.250 |
46.56 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
55.83 |
56.07 |
PP |
55.71 |
55.87 |
S1 |
55.59 |
55.67 |
|