NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
47.06 |
48.67 |
1.61 |
3.4% |
45.76 |
| High |
49.82 |
49.87 |
0.05 |
0.1% |
48.83 |
| Low |
46.53 |
46.92 |
0.39 |
0.8% |
42.08 |
| Close |
49.16 |
49.73 |
0.57 |
1.2% |
46.25 |
| Range |
3.29 |
2.95 |
-0.34 |
-10.3% |
6.75 |
| ATR |
3.33 |
3.31 |
-0.03 |
-0.8% |
0.00 |
| Volume |
240,078 |
214,930 |
-25,148 |
-10.5% |
1,642,536 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.69 |
56.66 |
51.35 |
|
| R3 |
54.74 |
53.71 |
50.54 |
|
| R2 |
51.79 |
51.79 |
50.27 |
|
| R1 |
50.76 |
50.76 |
50.00 |
51.28 |
| PP |
48.84 |
48.84 |
48.84 |
49.10 |
| S1 |
47.81 |
47.81 |
49.46 |
48.33 |
| S2 |
45.89 |
45.89 |
49.19 |
|
| S3 |
42.94 |
44.86 |
48.92 |
|
| S4 |
39.99 |
41.91 |
48.11 |
|
|
| 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 |
49.87 |
42.51 |
7.36 |
14.8% |
3.50 |
7.0% |
98% |
True |
False |
266,495 |
| 10 |
49.87 |
42.08 |
7.79 |
15.7% |
3.40 |
6.8% |
98% |
True |
False |
286,652 |
| 20 |
49.87 |
37.12 |
12.75 |
25.6% |
3.33 |
6.7% |
99% |
True |
False |
275,624 |
| 40 |
50.88 |
37.12 |
13.76 |
27.7% |
3.08 |
6.2% |
92% |
False |
False |
211,210 |
| 60 |
56.86 |
37.12 |
19.74 |
39.7% |
3.26 |
6.6% |
64% |
False |
False |
152,335 |
| 80 |
59.57 |
37.12 |
22.45 |
45.1% |
3.39 |
6.8% |
56% |
False |
False |
118,712 |
| 100 |
74.05 |
37.12 |
36.93 |
74.3% |
3.49 |
7.0% |
34% |
False |
False |
96,447 |
| 120 |
105.85 |
37.12 |
68.73 |
138.2% |
3.62 |
7.3% |
18% |
False |
False |
81,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.41 |
|
2.618 |
57.59 |
|
1.618 |
54.64 |
|
1.000 |
52.82 |
|
0.618 |
51.69 |
|
HIGH |
49.87 |
|
0.618 |
48.74 |
|
0.500 |
48.40 |
|
0.382 |
48.05 |
|
LOW |
46.92 |
|
0.618 |
45.10 |
|
1.000 |
43.97 |
|
1.618 |
42.15 |
|
2.618 |
39.20 |
|
4.250 |
34.38 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.29 |
48.74 |
| PP |
48.84 |
47.74 |
| S1 |
48.40 |
46.75 |
|