NYMEX Light Sweet Crude Oil Future August 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 |
55.53 |
56.52 |
0.99 |
1.8% |
48.23 |
High |
56.40 |
58.40 |
2.00 |
3.5% |
56.84 |
Low |
55.09 |
56.29 |
1.20 |
2.2% |
48.06 |
Close |
56.28 |
58.33 |
2.05 |
3.6% |
56.28 |
Range |
1.31 |
2.11 |
0.80 |
61.1% |
8.78 |
ATR |
2.51 |
2.48 |
-0.03 |
-1.1% |
0.00 |
Volume |
9,894 |
6,185 |
-3,709 |
-37.5% |
43,303 |
|
Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.00 |
63.28 |
59.49 |
|
R3 |
61.89 |
61.17 |
58.91 |
|
R2 |
59.78 |
59.78 |
58.72 |
|
R1 |
59.06 |
59.06 |
58.52 |
59.42 |
PP |
57.67 |
57.67 |
57.67 |
57.86 |
S1 |
56.95 |
56.95 |
58.14 |
57.31 |
S2 |
55.56 |
55.56 |
57.94 |
|
S3 |
53.45 |
54.84 |
57.75 |
|
S4 |
51.34 |
52.73 |
57.17 |
|
|
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 |
58.40 |
50.34 |
8.06 |
13.8% |
2.40 |
4.1% |
99% |
True |
False |
8,707 |
10 |
58.40 |
47.14 |
11.26 |
19.3% |
2.46 |
4.2% |
99% |
True |
False |
9,575 |
20 |
58.40 |
45.00 |
13.40 |
23.0% |
2.39 |
4.1% |
99% |
True |
False |
10,204 |
40 |
58.40 |
43.34 |
15.06 |
25.8% |
2.18 |
3.7% |
100% |
True |
False |
8,497 |
60 |
60.48 |
43.34 |
17.14 |
29.4% |
2.13 |
3.6% |
87% |
False |
False |
6,996 |
80 |
62.08 |
43.34 |
18.74 |
32.1% |
1.76 |
3.0% |
80% |
False |
False |
6,030 |
100 |
76.95 |
43.34 |
33.61 |
57.6% |
1.77 |
3.0% |
45% |
False |
False |
5,186 |
120 |
102.52 |
43.34 |
59.18 |
101.5% |
1.67 |
2.9% |
25% |
False |
False |
4,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.37 |
2.618 |
63.92 |
1.618 |
61.81 |
1.000 |
60.51 |
0.618 |
59.70 |
HIGH |
58.40 |
0.618 |
57.59 |
0.500 |
57.35 |
0.382 |
57.10 |
LOW |
56.29 |
0.618 |
54.99 |
1.000 |
54.18 |
1.618 |
52.88 |
2.618 |
50.77 |
4.250 |
47.32 |
|
|
Fisher Pivots for day following 23-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
58.00 |
57.64 |
PP |
57.67 |
56.94 |
S1 |
57.35 |
56.25 |
|