NYMEX Light Sweet Crude Oil Future August 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 |
49.35 |
51.01 |
1.66 |
3.4% |
49.06 |
| High |
50.50 |
51.24 |
0.74 |
1.5% |
50.50 |
| Low |
48.59 |
48.74 |
0.15 |
0.3% |
45.00 |
| Close |
50.23 |
49.95 |
-0.28 |
-0.6% |
50.23 |
| Range |
1.91 |
2.50 |
0.59 |
30.9% |
5.50 |
| ATR |
2.35 |
2.36 |
0.01 |
0.5% |
0.00 |
| Volume |
16,411 |
10,388 |
-6,023 |
-36.7% |
53,837 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.48 |
56.21 |
51.33 |
|
| R3 |
54.98 |
53.71 |
50.64 |
|
| R2 |
52.48 |
52.48 |
50.41 |
|
| R1 |
51.21 |
51.21 |
50.18 |
50.60 |
| PP |
49.98 |
49.98 |
49.98 |
49.67 |
| S1 |
48.71 |
48.71 |
49.72 |
48.10 |
| S2 |
47.48 |
47.48 |
49.49 |
|
| S3 |
44.98 |
46.21 |
49.26 |
|
| S4 |
42.48 |
43.71 |
48.58 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.08 |
63.15 |
53.26 |
|
| R3 |
59.58 |
57.65 |
51.74 |
|
| R2 |
54.08 |
54.08 |
51.24 |
|
| R1 |
52.15 |
52.15 |
50.73 |
53.12 |
| PP |
48.58 |
48.58 |
48.58 |
49.06 |
| S1 |
46.65 |
46.65 |
49.73 |
47.62 |
| S2 |
43.08 |
43.08 |
49.22 |
|
| S3 |
37.58 |
41.15 |
48.72 |
|
| S4 |
32.08 |
35.65 |
47.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.24 |
45.00 |
6.24 |
12.5% |
2.18 |
4.4% |
79% |
True |
False |
11,188 |
| 10 |
51.24 |
45.00 |
6.24 |
12.5% |
2.31 |
4.6% |
79% |
True |
False |
10,834 |
| 20 |
54.10 |
43.34 |
10.76 |
21.5% |
2.27 |
4.5% |
61% |
False |
False |
9,114 |
| 40 |
56.29 |
43.34 |
12.95 |
25.9% |
2.04 |
4.1% |
51% |
False |
False |
7,504 |
| 60 |
60.48 |
43.34 |
17.14 |
34.3% |
1.89 |
3.8% |
39% |
False |
False |
5,980 |
| 80 |
66.38 |
43.34 |
23.04 |
46.1% |
1.63 |
3.3% |
29% |
False |
False |
5,046 |
| 100 |
83.75 |
43.34 |
40.41 |
80.9% |
1.66 |
3.3% |
16% |
False |
False |
4,377 |
| 120 |
109.67 |
43.34 |
66.33 |
132.8% |
1.51 |
3.0% |
10% |
False |
False |
3,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.87 |
|
2.618 |
57.79 |
|
1.618 |
55.29 |
|
1.000 |
53.74 |
|
0.618 |
52.79 |
|
HIGH |
51.24 |
|
0.618 |
50.29 |
|
0.500 |
49.99 |
|
0.382 |
49.70 |
|
LOW |
48.74 |
|
0.618 |
47.20 |
|
1.000 |
46.24 |
|
1.618 |
44.70 |
|
2.618 |
42.20 |
|
4.250 |
38.12 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.99 |
49.84 |
| PP |
49.98 |
49.72 |
| S1 |
49.96 |
49.61 |
|