NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
40.10 |
41.38 |
1.28 |
3.2% |
39.73 |
| High |
42.07 |
45.76 |
3.69 |
8.8% |
45.30 |
| Low |
39.44 |
41.04 |
1.60 |
4.1% |
37.65 |
| Close |
41.65 |
45.38 |
3.73 |
9.0% |
44.76 |
| Range |
2.63 |
4.72 |
2.09 |
79.5% |
7.65 |
| ATR |
3.05 |
3.17 |
0.12 |
3.9% |
0.00 |
| Volume |
245,234 |
241,537 |
-3,697 |
-1.5% |
1,379,531 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.22 |
56.52 |
47.98 |
|
| R3 |
53.50 |
51.80 |
46.68 |
|
| R2 |
48.78 |
48.78 |
46.25 |
|
| R1 |
47.08 |
47.08 |
45.81 |
47.93 |
| PP |
44.06 |
44.06 |
44.06 |
44.49 |
| S1 |
42.36 |
42.36 |
44.95 |
43.21 |
| S2 |
39.34 |
39.34 |
44.51 |
|
| S3 |
34.62 |
37.64 |
44.08 |
|
| S4 |
29.90 |
32.92 |
42.78 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.52 |
62.79 |
48.97 |
|
| R3 |
57.87 |
55.14 |
46.86 |
|
| R2 |
50.22 |
50.22 |
46.16 |
|
| R1 |
47.49 |
47.49 |
45.46 |
48.86 |
| PP |
42.57 |
42.57 |
42.57 |
43.25 |
| S1 |
39.84 |
39.84 |
44.06 |
41.21 |
| S2 |
34.92 |
34.92 |
43.36 |
|
| S3 |
27.27 |
32.19 |
42.66 |
|
| S4 |
19.62 |
24.54 |
40.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.76 |
39.44 |
6.32 |
13.9% |
3.48 |
7.7% |
94% |
True |
False |
274,396 |
| 10 |
45.76 |
37.12 |
8.64 |
19.0% |
3.27 |
7.2% |
96% |
True |
False |
264,597 |
| 20 |
47.99 |
37.12 |
10.87 |
24.0% |
2.92 |
6.4% |
76% |
False |
False |
228,143 |
| 40 |
56.86 |
37.12 |
19.74 |
43.5% |
3.07 |
6.8% |
42% |
False |
False |
152,393 |
| 60 |
56.96 |
37.12 |
19.84 |
43.7% |
3.33 |
7.3% |
42% |
False |
False |
108,496 |
| 80 |
68.86 |
37.12 |
31.74 |
69.9% |
3.37 |
7.4% |
26% |
False |
False |
83,737 |
| 100 |
89.50 |
37.12 |
52.38 |
115.4% |
3.60 |
7.9% |
16% |
False |
False |
68,273 |
| 120 |
111.15 |
37.12 |
74.03 |
163.1% |
3.55 |
7.8% |
11% |
False |
False |
57,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.82 |
|
2.618 |
58.12 |
|
1.618 |
53.40 |
|
1.000 |
50.48 |
|
0.618 |
48.68 |
|
HIGH |
45.76 |
|
0.618 |
43.96 |
|
0.500 |
43.40 |
|
0.382 |
42.84 |
|
LOW |
41.04 |
|
0.618 |
38.12 |
|
1.000 |
36.32 |
|
1.618 |
33.40 |
|
2.618 |
28.68 |
|
4.250 |
20.98 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
44.72 |
44.45 |
| PP |
44.06 |
43.53 |
| S1 |
43.40 |
42.60 |
|