NYMEX Light Sweet Crude Oil Future April 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 |
47.21 |
45.20 |
-2.01 |
-4.3% |
45.76 |
| High |
48.14 |
47.63 |
-0.51 |
-1.1% |
48.83 |
| Low |
45.60 |
43.62 |
-1.98 |
-4.3% |
42.08 |
| Close |
46.25 |
47.35 |
1.10 |
2.4% |
46.25 |
| Range |
2.54 |
4.01 |
1.47 |
57.9% |
6.75 |
| ATR |
3.29 |
3.34 |
0.05 |
1.6% |
0.00 |
| Volume |
316,566 |
221,028 |
-95,538 |
-30.2% |
1,642,536 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.23 |
56.80 |
49.56 |
|
| R3 |
54.22 |
52.79 |
48.45 |
|
| R2 |
50.21 |
50.21 |
48.09 |
|
| R1 |
48.78 |
48.78 |
47.72 |
49.50 |
| PP |
46.20 |
46.20 |
46.20 |
46.56 |
| S1 |
44.77 |
44.77 |
46.98 |
45.49 |
| S2 |
42.19 |
42.19 |
46.61 |
|
| S3 |
38.18 |
40.76 |
46.25 |
|
| S4 |
34.17 |
36.75 |
45.14 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.97 |
62.86 |
49.96 |
|
| R3 |
59.22 |
56.11 |
48.11 |
|
| R2 |
52.47 |
52.47 |
47.49 |
|
| R1 |
49.36 |
49.36 |
46.87 |
50.92 |
| PP |
45.72 |
45.72 |
45.72 |
46.50 |
| S1 |
42.61 |
42.61 |
45.63 |
44.17 |
| S2 |
38.97 |
38.97 |
45.01 |
|
| S3 |
32.22 |
35.86 |
44.39 |
|
| S4 |
25.47 |
29.11 |
42.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.32 |
42.08 |
6.24 |
13.2% |
3.64 |
7.7% |
84% |
False |
False |
311,443 |
| 10 |
48.83 |
39.44 |
9.39 |
19.8% |
3.51 |
7.4% |
84% |
False |
False |
289,828 |
| 20 |
48.83 |
37.12 |
11.71 |
24.7% |
3.34 |
7.1% |
87% |
False |
False |
273,612 |
| 40 |
50.88 |
37.12 |
13.76 |
29.1% |
3.09 |
6.5% |
74% |
False |
False |
203,259 |
| 60 |
56.86 |
37.12 |
19.74 |
41.7% |
3.29 |
6.9% |
52% |
False |
False |
145,555 |
| 80 |
59.57 |
37.12 |
22.45 |
47.4% |
3.35 |
7.1% |
46% |
False |
False |
113,183 |
| 100 |
77.63 |
37.12 |
40.51 |
85.6% |
3.53 |
7.4% |
25% |
False |
False |
91,969 |
| 120 |
107.00 |
37.12 |
69.88 |
147.6% |
3.60 |
7.6% |
15% |
False |
False |
77,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.67 |
|
2.618 |
58.13 |
|
1.618 |
54.12 |
|
1.000 |
51.64 |
|
0.618 |
50.11 |
|
HIGH |
47.63 |
|
0.618 |
46.10 |
|
0.500 |
45.63 |
|
0.382 |
45.15 |
|
LOW |
43.62 |
|
0.618 |
41.14 |
|
1.000 |
39.61 |
|
1.618 |
37.13 |
|
2.618 |
33.12 |
|
4.250 |
26.58 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
46.78 |
46.68 |
| PP |
46.20 |
46.00 |
| S1 |
45.63 |
45.33 |
|