NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.50 |
47.74 |
-0.76 |
-1.6% |
48.80 |
| High |
49.88 |
49.34 |
-0.54 |
-1.1% |
50.25 |
| Low |
47.67 |
45.95 |
-1.72 |
-3.6% |
45.08 |
| Close |
48.11 |
49.11 |
1.00 |
2.1% |
48.11 |
| Range |
2.21 |
3.39 |
1.18 |
53.4% |
5.17 |
| ATR |
2.88 |
2.92 |
0.04 |
1.3% |
0.00 |
| Volume |
61,653 |
42,051 |
-19,602 |
-31.8% |
343,566 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.30 |
57.10 |
50.97 |
|
| R3 |
54.91 |
53.71 |
50.04 |
|
| R2 |
51.52 |
51.52 |
49.73 |
|
| R1 |
50.32 |
50.32 |
49.42 |
50.92 |
| PP |
48.13 |
48.13 |
48.13 |
48.44 |
| S1 |
46.93 |
46.93 |
48.80 |
47.53 |
| S2 |
44.74 |
44.74 |
48.49 |
|
| S3 |
41.35 |
43.54 |
48.18 |
|
| S4 |
37.96 |
40.15 |
47.25 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.32 |
60.89 |
50.95 |
|
| R3 |
58.15 |
55.72 |
49.53 |
|
| R2 |
52.98 |
52.98 |
49.06 |
|
| R1 |
50.55 |
50.55 |
48.58 |
49.18 |
| PP |
47.81 |
47.81 |
47.81 |
47.13 |
| S1 |
45.38 |
45.38 |
47.64 |
44.01 |
| S2 |
42.64 |
42.64 |
47.16 |
|
| S3 |
37.47 |
40.21 |
46.69 |
|
| S4 |
32.30 |
35.04 |
45.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.09 |
45.08 |
5.01 |
10.2% |
3.07 |
6.3% |
80% |
False |
False |
66,337 |
| 10 |
50.25 |
43.03 |
7.22 |
14.7% |
2.93 |
6.0% |
84% |
False |
False |
57,745 |
| 20 |
50.25 |
40.85 |
9.40 |
19.1% |
2.96 |
6.0% |
88% |
False |
False |
52,752 |
| 40 |
53.37 |
40.85 |
12.52 |
25.5% |
2.73 |
5.6% |
66% |
False |
False |
43,623 |
| 60 |
59.66 |
40.85 |
18.81 |
38.3% |
2.91 |
5.9% |
44% |
False |
False |
36,603 |
| 80 |
61.33 |
40.85 |
20.48 |
41.7% |
3.06 |
6.2% |
40% |
False |
False |
32,507 |
| 100 |
77.65 |
40.85 |
36.80 |
74.9% |
3.25 |
6.6% |
22% |
False |
False |
28,876 |
| 120 |
109.72 |
40.85 |
68.87 |
140.2% |
3.38 |
6.9% |
12% |
False |
False |
25,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.75 |
|
2.618 |
58.22 |
|
1.618 |
54.83 |
|
1.000 |
52.73 |
|
0.618 |
51.44 |
|
HIGH |
49.34 |
|
0.618 |
48.05 |
|
0.500 |
47.65 |
|
0.382 |
47.24 |
|
LOW |
45.95 |
|
0.618 |
43.85 |
|
1.000 |
42.56 |
|
1.618 |
40.46 |
|
2.618 |
37.07 |
|
4.250 |
31.54 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.62 |
48.57 |
| PP |
48.13 |
48.03 |
| S1 |
47.65 |
47.50 |
|