NYMEX Light Sweet Crude Oil Future April 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 |
45.20 |
47.06 |
1.86 |
4.1% |
45.76 |
| High |
47.63 |
49.82 |
2.19 |
4.6% |
48.83 |
| Low |
43.62 |
46.53 |
2.91 |
6.7% |
42.08 |
| Close |
47.35 |
49.16 |
1.81 |
3.8% |
46.25 |
| Range |
4.01 |
3.29 |
-0.72 |
-18.0% |
6.75 |
| ATR |
3.34 |
3.33 |
0.00 |
-0.1% |
0.00 |
| Volume |
221,028 |
240,078 |
19,050 |
8.6% |
1,642,536 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.37 |
57.06 |
50.97 |
|
| R3 |
55.08 |
53.77 |
50.06 |
|
| R2 |
51.79 |
51.79 |
49.76 |
|
| R1 |
50.48 |
50.48 |
49.46 |
51.14 |
| PP |
48.50 |
48.50 |
48.50 |
48.83 |
| S1 |
47.19 |
47.19 |
48.86 |
47.85 |
| S2 |
45.21 |
45.21 |
48.56 |
|
| S3 |
41.92 |
43.90 |
48.26 |
|
| S4 |
38.63 |
40.61 |
47.35 |
|
|
| 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 |
49.82 |
42.08 |
7.74 |
15.7% |
3.70 |
7.5% |
91% |
True |
False |
281,341 |
| 10 |
49.82 |
41.04 |
8.78 |
17.9% |
3.58 |
7.3% |
92% |
True |
False |
289,313 |
| 20 |
49.82 |
37.12 |
12.70 |
25.8% |
3.27 |
6.7% |
95% |
True |
False |
274,994 |
| 40 |
50.88 |
37.12 |
13.76 |
28.0% |
3.10 |
6.3% |
88% |
False |
False |
207,549 |
| 60 |
56.86 |
37.12 |
19.74 |
40.2% |
3.27 |
6.7% |
61% |
False |
False |
149,235 |
| 80 |
59.57 |
37.12 |
22.45 |
45.7% |
3.37 |
6.9% |
54% |
False |
False |
116,112 |
| 100 |
74.05 |
37.12 |
36.93 |
75.1% |
3.51 |
7.1% |
33% |
False |
False |
94,339 |
| 120 |
106.70 |
37.12 |
69.58 |
141.5% |
3.60 |
7.3% |
17% |
False |
False |
79,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.80 |
|
2.618 |
58.43 |
|
1.618 |
55.14 |
|
1.000 |
53.11 |
|
0.618 |
51.85 |
|
HIGH |
49.82 |
|
0.618 |
48.56 |
|
0.500 |
48.18 |
|
0.382 |
47.79 |
|
LOW |
46.53 |
|
0.618 |
44.50 |
|
1.000 |
43.24 |
|
1.618 |
41.21 |
|
2.618 |
37.92 |
|
4.250 |
32.55 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.83 |
48.35 |
| PP |
48.50 |
47.53 |
| S1 |
48.18 |
46.72 |
|