NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
55.40 |
56.65 |
1.25 |
2.3% |
55.92 |
High |
57.28 |
56.93 |
-0.35 |
-0.6% |
57.29 |
Low |
55.40 |
54.50 |
-0.90 |
-1.6% |
54.50 |
Close |
57.04 |
55.48 |
-1.56 |
-2.7% |
55.48 |
Range |
1.88 |
2.43 |
0.55 |
29.3% |
2.79 |
ATR |
2.60 |
2.59 |
0.00 |
-0.2% |
0.00 |
Volume |
28,271 |
21,528 |
-6,743 |
-23.9% |
114,028 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.93 |
61.63 |
56.82 |
|
R3 |
60.50 |
59.20 |
56.15 |
|
R2 |
58.07 |
58.07 |
55.93 |
|
R1 |
56.77 |
56.77 |
55.70 |
56.21 |
PP |
55.64 |
55.64 |
55.64 |
55.35 |
S1 |
54.34 |
54.34 |
55.26 |
53.78 |
S2 |
53.21 |
53.21 |
55.03 |
|
S3 |
50.78 |
51.91 |
54.81 |
|
S4 |
48.35 |
49.48 |
54.14 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.13 |
62.59 |
57.01 |
|
R3 |
61.34 |
59.80 |
56.25 |
|
R2 |
58.55 |
58.55 |
55.99 |
|
R1 |
57.01 |
57.01 |
55.74 |
56.39 |
PP |
55.76 |
55.76 |
55.76 |
55.44 |
S1 |
54.22 |
54.22 |
55.22 |
53.60 |
S2 |
52.97 |
52.97 |
54.97 |
|
S3 |
50.18 |
51.43 |
54.71 |
|
S4 |
47.39 |
48.64 |
53.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.29 |
54.50 |
2.79 |
5.0% |
1.95 |
3.5% |
35% |
False |
True |
22,805 |
10 |
57.29 |
47.02 |
10.27 |
18.5% |
2.44 |
4.4% |
82% |
False |
False |
20,960 |
20 |
57.29 |
44.27 |
13.02 |
23.5% |
2.60 |
4.7% |
86% |
False |
False |
20,199 |
40 |
57.29 |
42.19 |
15.10 |
27.2% |
2.48 |
4.5% |
88% |
False |
False |
17,933 |
60 |
60.72 |
42.19 |
18.53 |
33.4% |
2.69 |
4.8% |
72% |
False |
False |
15,958 |
80 |
60.72 |
42.19 |
18.53 |
33.4% |
2.76 |
5.0% |
72% |
False |
False |
13,587 |
100 |
76.25 |
42.19 |
34.06 |
61.4% |
2.69 |
4.9% |
39% |
False |
False |
11,531 |
120 |
91.84 |
42.19 |
49.65 |
89.5% |
2.58 |
4.6% |
27% |
False |
False |
10,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.26 |
2.618 |
63.29 |
1.618 |
60.86 |
1.000 |
59.36 |
0.618 |
58.43 |
HIGH |
56.93 |
0.618 |
56.00 |
0.500 |
55.72 |
0.382 |
55.43 |
LOW |
54.50 |
0.618 |
53.00 |
1.000 |
52.07 |
1.618 |
50.57 |
2.618 |
48.14 |
4.250 |
44.17 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
55.72 |
55.89 |
PP |
55.64 |
55.75 |
S1 |
55.56 |
55.62 |
|