NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
56.05 |
53.51 |
-2.54 |
-4.5% |
56.52 |
High |
56.05 |
54.39 |
-1.66 |
-3.0% |
58.40 |
Low |
52.75 |
52.19 |
-0.56 |
-1.1% |
55.72 |
Close |
53.05 |
53.93 |
0.88 |
1.7% |
56.65 |
Range |
3.30 |
2.20 |
-1.10 |
-33.3% |
2.68 |
ATR |
2.43 |
2.41 |
-0.02 |
-0.7% |
0.00 |
Volume |
8,054 |
9,713 |
1,659 |
20.6% |
37,060 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.10 |
59.22 |
55.14 |
|
R3 |
57.90 |
57.02 |
54.54 |
|
R2 |
55.70 |
55.70 |
54.33 |
|
R1 |
54.82 |
54.82 |
54.13 |
55.26 |
PP |
53.50 |
53.50 |
53.50 |
53.73 |
S1 |
52.62 |
52.62 |
53.73 |
53.06 |
S2 |
51.30 |
51.30 |
53.53 |
|
S3 |
49.10 |
50.42 |
53.33 |
|
S4 |
46.90 |
48.22 |
52.72 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.96 |
63.49 |
58.12 |
|
R3 |
62.28 |
60.81 |
57.39 |
|
R2 |
59.60 |
59.60 |
57.14 |
|
R1 |
58.13 |
58.13 |
56.90 |
58.87 |
PP |
56.92 |
56.92 |
56.92 |
57.29 |
S1 |
55.45 |
55.45 |
56.40 |
56.19 |
S2 |
54.24 |
54.24 |
56.16 |
|
S3 |
51.56 |
52.77 |
55.91 |
|
S4 |
48.88 |
50.09 |
55.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.19 |
52.19 |
6.00 |
11.1% |
2.10 |
3.9% |
29% |
False |
True |
7,895 |
10 |
58.40 |
51.22 |
7.18 |
13.3% |
2.06 |
3.8% |
38% |
False |
False |
8,463 |
20 |
58.40 |
47.14 |
11.26 |
20.9% |
2.25 |
4.2% |
60% |
False |
False |
9,687 |
40 |
58.40 |
43.34 |
15.06 |
27.9% |
2.18 |
4.0% |
70% |
False |
False |
8,770 |
60 |
60.48 |
43.34 |
17.14 |
31.8% |
2.10 |
3.9% |
62% |
False |
False |
7,629 |
80 |
60.48 |
43.34 |
17.14 |
31.8% |
1.91 |
3.5% |
62% |
False |
False |
6,449 |
100 |
72.08 |
43.34 |
28.74 |
53.3% |
1.75 |
3.2% |
37% |
False |
False |
5,525 |
120 |
89.88 |
43.34 |
46.54 |
86.3% |
1.73 |
3.2% |
23% |
False |
False |
4,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.74 |
2.618 |
60.15 |
1.618 |
57.95 |
1.000 |
56.59 |
0.618 |
55.75 |
HIGH |
54.39 |
0.618 |
53.55 |
0.500 |
53.29 |
0.382 |
53.03 |
LOW |
52.19 |
0.618 |
50.83 |
1.000 |
49.99 |
1.618 |
48.63 |
2.618 |
46.43 |
4.250 |
42.84 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
53.72 |
54.99 |
PP |
53.50 |
54.63 |
S1 |
53.29 |
54.28 |
|