NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
45.42 |
43.61 |
-1.81 |
-4.0% |
44.34 |
| High |
45.70 |
46.30 |
0.60 |
1.3% |
46.30 |
| Low |
42.86 |
43.45 |
0.59 |
1.4% |
39.44 |
| Close |
43.61 |
45.52 |
1.91 |
4.4% |
45.52 |
| Range |
2.84 |
2.85 |
0.01 |
0.4% |
6.86 |
| ATR |
3.15 |
3.13 |
-0.02 |
-0.7% |
0.00 |
| Volume |
319,761 |
228,192 |
-91,569 |
-28.6% |
1,309,303 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.64 |
52.43 |
47.09 |
|
| R3 |
50.79 |
49.58 |
46.30 |
|
| R2 |
47.94 |
47.94 |
46.04 |
|
| R1 |
46.73 |
46.73 |
45.78 |
47.34 |
| PP |
45.09 |
45.09 |
45.09 |
45.39 |
| S1 |
43.88 |
43.88 |
45.26 |
44.49 |
| S2 |
42.24 |
42.24 |
45.00 |
|
| S3 |
39.39 |
41.03 |
44.74 |
|
| S4 |
36.54 |
38.18 |
43.95 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.33 |
61.79 |
49.29 |
|
| R3 |
57.47 |
54.93 |
47.41 |
|
| R2 |
50.61 |
50.61 |
46.78 |
|
| R1 |
48.07 |
48.07 |
46.15 |
49.34 |
| PP |
43.75 |
43.75 |
43.75 |
44.39 |
| S1 |
41.21 |
41.21 |
44.89 |
42.48 |
| S2 |
36.89 |
36.89 |
44.26 |
|
| S3 |
30.03 |
34.35 |
43.63 |
|
| S4 |
23.17 |
27.49 |
41.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.30 |
39.44 |
6.86 |
15.1% |
3.54 |
7.8% |
89% |
True |
False |
261,860 |
| 10 |
46.30 |
37.65 |
8.65 |
19.0% |
3.26 |
7.2% |
91% |
True |
False |
268,883 |
| 20 |
47.99 |
37.12 |
10.87 |
23.9% |
3.03 |
6.6% |
77% |
False |
False |
244,532 |
| 40 |
51.04 |
37.12 |
13.92 |
30.6% |
2.99 |
6.6% |
60% |
False |
False |
164,493 |
| 60 |
56.96 |
37.12 |
19.84 |
43.6% |
3.32 |
7.3% |
42% |
False |
False |
116,759 |
| 80 |
68.86 |
37.12 |
31.74 |
69.7% |
3.36 |
7.4% |
26% |
False |
False |
90,365 |
| 100 |
86.45 |
37.12 |
49.33 |
108.4% |
3.55 |
7.8% |
17% |
False |
False |
73,647 |
| 120 |
111.15 |
37.12 |
74.03 |
162.6% |
3.58 |
7.9% |
11% |
False |
False |
61,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.41 |
|
2.618 |
53.76 |
|
1.618 |
50.91 |
|
1.000 |
49.15 |
|
0.618 |
48.06 |
|
HIGH |
46.30 |
|
0.618 |
45.21 |
|
0.500 |
44.88 |
|
0.382 |
44.54 |
|
LOW |
43.45 |
|
0.618 |
41.69 |
|
1.000 |
40.60 |
|
1.618 |
38.84 |
|
2.618 |
35.99 |
|
4.250 |
31.34 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
45.31 |
44.90 |
| PP |
45.09 |
44.29 |
| S1 |
44.88 |
43.67 |
|