NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.25 |
49.60 |
1.35 |
2.8% |
49.88 |
| High |
50.19 |
52.60 |
2.41 |
4.8% |
50.83 |
| Low |
47.02 |
49.09 |
2.07 |
4.4% |
46.25 |
| Close |
49.96 |
52.18 |
2.22 |
4.4% |
49.05 |
| Range |
3.17 |
3.51 |
0.34 |
10.7% |
4.58 |
| ATR |
2.78 |
2.83 |
0.05 |
1.9% |
0.00 |
| Volume |
11,331 |
17,331 |
6,000 |
53.0% |
108,689 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.82 |
60.51 |
54.11 |
|
| R3 |
58.31 |
57.00 |
53.15 |
|
| R2 |
54.80 |
54.80 |
52.82 |
|
| R1 |
53.49 |
53.49 |
52.50 |
54.15 |
| PP |
51.29 |
51.29 |
51.29 |
51.62 |
| S1 |
49.98 |
49.98 |
51.86 |
50.64 |
| S2 |
47.78 |
47.78 |
51.54 |
|
| S3 |
44.27 |
46.47 |
51.21 |
|
| S4 |
40.76 |
42.96 |
50.25 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.45 |
60.33 |
51.57 |
|
| R3 |
57.87 |
55.75 |
50.31 |
|
| R2 |
53.29 |
53.29 |
49.89 |
|
| R1 |
51.17 |
51.17 |
49.47 |
49.94 |
| PP |
48.71 |
48.71 |
48.71 |
48.10 |
| S1 |
46.59 |
46.59 |
48.63 |
45.36 |
| S2 |
44.13 |
44.13 |
48.21 |
|
| S3 |
39.55 |
42.01 |
47.79 |
|
| S4 |
34.97 |
37.43 |
46.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.60 |
46.25 |
6.35 |
12.2% |
3.13 |
6.0% |
93% |
True |
False |
18,351 |
| 10 |
52.60 |
45.30 |
7.30 |
14.0% |
2.86 |
5.5% |
94% |
True |
False |
19,364 |
| 20 |
52.60 |
42.19 |
10.41 |
20.0% |
2.75 |
5.3% |
96% |
True |
False |
18,627 |
| 40 |
54.24 |
42.19 |
12.05 |
23.1% |
2.57 |
4.9% |
83% |
False |
False |
16,087 |
| 60 |
60.72 |
42.19 |
18.53 |
35.5% |
2.74 |
5.3% |
54% |
False |
False |
13,927 |
| 80 |
61.20 |
42.19 |
19.01 |
36.4% |
2.79 |
5.4% |
53% |
False |
False |
11,704 |
| 100 |
76.25 |
42.19 |
34.06 |
65.3% |
2.66 |
5.1% |
29% |
False |
False |
9,957 |
| 120 |
108.05 |
42.19 |
65.86 |
126.2% |
2.46 |
4.7% |
15% |
False |
False |
8,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.52 |
|
2.618 |
61.79 |
|
1.618 |
58.28 |
|
1.000 |
56.11 |
|
0.618 |
54.77 |
|
HIGH |
52.60 |
|
0.618 |
51.26 |
|
0.500 |
50.85 |
|
0.382 |
50.43 |
|
LOW |
49.09 |
|
0.618 |
46.92 |
|
1.000 |
45.58 |
|
1.618 |
43.41 |
|
2.618 |
39.90 |
|
4.250 |
34.17 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.74 |
51.39 |
| PP |
51.29 |
50.60 |
| S1 |
50.85 |
49.81 |
|