NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
44.72 |
48.09 |
3.37 |
7.5% |
43.58 |
| High |
48.35 |
48.20 |
-0.15 |
-0.3% |
48.80 |
| Low |
44.20 |
46.00 |
1.80 |
4.1% |
42.18 |
| Close |
48.09 |
46.77 |
-1.32 |
-2.7% |
48.05 |
| Range |
4.15 |
2.20 |
-1.95 |
-47.0% |
6.62 |
| ATR |
2.92 |
2.87 |
-0.05 |
-1.8% |
0.00 |
| Volume |
37,885 |
65,800 |
27,915 |
73.7% |
238,305 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.59 |
52.38 |
47.98 |
|
| R3 |
51.39 |
50.18 |
47.38 |
|
| R2 |
49.19 |
49.19 |
47.17 |
|
| R1 |
47.98 |
47.98 |
46.97 |
47.49 |
| PP |
46.99 |
46.99 |
46.99 |
46.74 |
| S1 |
45.78 |
45.78 |
46.57 |
45.29 |
| S2 |
44.79 |
44.79 |
46.37 |
|
| S3 |
42.59 |
43.58 |
46.17 |
|
| S4 |
40.39 |
41.38 |
45.56 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.20 |
63.75 |
51.69 |
|
| R3 |
59.58 |
57.13 |
49.87 |
|
| R2 |
52.96 |
52.96 |
49.26 |
|
| R1 |
50.51 |
50.51 |
48.66 |
51.74 |
| PP |
46.34 |
46.34 |
46.34 |
46.96 |
| S1 |
43.89 |
43.89 |
47.44 |
45.12 |
| S2 |
39.72 |
39.72 |
46.84 |
|
| S3 |
33.10 |
37.27 |
46.23 |
|
| S4 |
26.48 |
30.65 |
44.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.55 |
43.03 |
5.52 |
11.8% |
3.01 |
6.4% |
68% |
False |
False |
48,528 |
| 10 |
48.80 |
41.46 |
7.34 |
15.7% |
2.81 |
6.0% |
72% |
False |
False |
47,587 |
| 20 |
51.93 |
40.85 |
11.08 |
23.7% |
2.73 |
5.8% |
53% |
False |
False |
44,011 |
| 40 |
57.95 |
40.85 |
17.10 |
36.6% |
2.74 |
5.8% |
35% |
False |
False |
37,633 |
| 60 |
59.66 |
40.85 |
18.81 |
40.2% |
3.00 |
6.4% |
31% |
False |
False |
32,320 |
| 80 |
70.47 |
40.85 |
29.62 |
63.3% |
3.10 |
6.6% |
20% |
False |
False |
28,259 |
| 100 |
87.13 |
40.85 |
46.28 |
99.0% |
3.33 |
7.1% |
13% |
False |
False |
25,391 |
| 120 |
109.98 |
40.85 |
69.13 |
147.8% |
3.44 |
7.4% |
9% |
False |
False |
22,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.55 |
|
2.618 |
53.96 |
|
1.618 |
51.76 |
|
1.000 |
50.40 |
|
0.618 |
49.56 |
|
HIGH |
48.20 |
|
0.618 |
47.36 |
|
0.500 |
47.10 |
|
0.382 |
46.84 |
|
LOW |
46.00 |
|
0.618 |
44.64 |
|
1.000 |
43.80 |
|
1.618 |
42.44 |
|
2.618 |
40.24 |
|
4.250 |
36.65 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.10 |
46.41 |
| PP |
46.99 |
46.05 |
| S1 |
46.88 |
45.69 |
|