NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
54.10 |
55.53 |
1.43 |
2.6% |
48.23 |
High |
56.84 |
56.40 |
-0.44 |
-0.8% |
56.84 |
Low |
54.10 |
55.09 |
0.99 |
1.8% |
48.06 |
Close |
55.86 |
56.28 |
0.42 |
0.8% |
56.28 |
Range |
2.74 |
1.31 |
-1.43 |
-52.2% |
8.78 |
ATR |
2.60 |
2.51 |
-0.09 |
-3.5% |
0.00 |
Volume |
9,720 |
9,894 |
174 |
1.8% |
43,303 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.85 |
59.38 |
57.00 |
|
R3 |
58.54 |
58.07 |
56.64 |
|
R2 |
57.23 |
57.23 |
56.52 |
|
R1 |
56.76 |
56.76 |
56.40 |
57.00 |
PP |
55.92 |
55.92 |
55.92 |
56.04 |
S1 |
55.45 |
55.45 |
56.16 |
55.69 |
S2 |
54.61 |
54.61 |
56.04 |
|
S3 |
53.30 |
54.14 |
55.92 |
|
S4 |
51.99 |
52.83 |
55.56 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.07 |
76.95 |
61.11 |
|
R3 |
71.29 |
68.17 |
58.69 |
|
R2 |
62.51 |
62.51 |
57.89 |
|
R1 |
59.39 |
59.39 |
57.08 |
60.95 |
PP |
53.73 |
53.73 |
53.73 |
54.51 |
S1 |
50.61 |
50.61 |
55.48 |
52.17 |
S2 |
44.95 |
44.95 |
54.67 |
|
S3 |
36.17 |
41.83 |
53.87 |
|
S4 |
27.39 |
33.05 |
51.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.84 |
48.06 |
8.78 |
15.6% |
2.54 |
4.5% |
94% |
False |
False |
8,660 |
10 |
56.84 |
47.14 |
9.70 |
17.2% |
2.50 |
4.4% |
94% |
False |
False |
9,995 |
20 |
56.84 |
44.41 |
12.43 |
22.1% |
2.40 |
4.3% |
95% |
False |
False |
10,270 |
40 |
56.84 |
43.34 |
13.50 |
24.0% |
2.22 |
3.9% |
96% |
False |
False |
8,544 |
60 |
60.48 |
43.34 |
17.14 |
30.5% |
2.10 |
3.7% |
75% |
False |
False |
6,968 |
80 |
62.08 |
43.34 |
18.74 |
33.3% |
1.79 |
3.2% |
69% |
False |
False |
5,982 |
100 |
76.95 |
43.34 |
33.61 |
59.7% |
1.77 |
3.1% |
39% |
False |
False |
5,156 |
120 |
102.52 |
43.34 |
59.18 |
105.2% |
1.65 |
2.9% |
22% |
False |
False |
4,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.97 |
2.618 |
59.83 |
1.618 |
58.52 |
1.000 |
57.71 |
0.618 |
57.21 |
HIGH |
56.40 |
0.618 |
55.90 |
0.500 |
55.75 |
0.382 |
55.59 |
LOW |
55.09 |
0.618 |
54.28 |
1.000 |
53.78 |
1.618 |
52.97 |
2.618 |
51.66 |
4.250 |
49.52 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
56.10 |
55.53 |
PP |
55.92 |
54.78 |
S1 |
55.75 |
54.03 |
|