NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
43.61 |
45.76 |
2.15 |
4.9% |
44.34 |
| High |
46.30 |
48.83 |
2.53 |
5.5% |
46.30 |
| Low |
43.45 |
44.97 |
1.52 |
3.5% |
39.44 |
| Close |
45.52 |
47.07 |
1.55 |
3.4% |
45.52 |
| Range |
2.85 |
3.86 |
1.01 |
35.4% |
6.86 |
| ATR |
3.13 |
3.18 |
0.05 |
1.7% |
0.00 |
| Volume |
228,192 |
306,347 |
78,155 |
34.2% |
1,309,303 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.54 |
56.66 |
49.19 |
|
| R3 |
54.68 |
52.80 |
48.13 |
|
| R2 |
50.82 |
50.82 |
47.78 |
|
| R1 |
48.94 |
48.94 |
47.42 |
49.88 |
| PP |
46.96 |
46.96 |
46.96 |
47.43 |
| S1 |
45.08 |
45.08 |
46.72 |
46.02 |
| S2 |
43.10 |
43.10 |
46.36 |
|
| S3 |
39.24 |
41.22 |
46.01 |
|
| S4 |
35.38 |
37.36 |
44.95 |
|
|
| 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 |
48.83 |
39.44 |
9.39 |
19.9% |
3.38 |
7.2% |
81% |
True |
False |
268,214 |
| 10 |
48.83 |
37.65 |
11.18 |
23.8% |
3.29 |
7.0% |
84% |
True |
False |
275,037 |
| 20 |
48.83 |
37.12 |
11.71 |
24.9% |
3.04 |
6.5% |
85% |
True |
False |
254,660 |
| 40 |
50.88 |
37.12 |
13.76 |
29.2% |
3.02 |
6.4% |
72% |
False |
False |
170,842 |
| 60 |
56.96 |
37.12 |
19.84 |
42.1% |
3.34 |
7.1% |
50% |
False |
False |
121,481 |
| 80 |
65.00 |
37.12 |
27.88 |
59.2% |
3.35 |
7.1% |
36% |
False |
False |
94,128 |
| 100 |
86.45 |
37.12 |
49.33 |
104.8% |
3.57 |
7.6% |
20% |
False |
False |
76,644 |
| 120 |
111.15 |
37.12 |
74.03 |
157.3% |
3.59 |
7.6% |
13% |
False |
False |
64,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.24 |
|
2.618 |
58.94 |
|
1.618 |
55.08 |
|
1.000 |
52.69 |
|
0.618 |
51.22 |
|
HIGH |
48.83 |
|
0.618 |
47.36 |
|
0.500 |
46.90 |
|
0.382 |
46.44 |
|
LOW |
44.97 |
|
0.618 |
42.58 |
|
1.000 |
41.11 |
|
1.618 |
38.72 |
|
2.618 |
34.86 |
|
4.250 |
28.57 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.01 |
46.66 |
| PP |
46.96 |
46.25 |
| S1 |
46.90 |
45.85 |
|