NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
49.73 |
51.06 |
1.33 |
2.7% |
45.20 |
| High |
52.25 |
52.13 |
-0.12 |
-0.2% |
52.25 |
| Low |
48.78 |
50.30 |
1.52 |
3.1% |
43.62 |
| Close |
51.61 |
51.06 |
-0.55 |
-1.1% |
51.06 |
| Range |
3.47 |
1.83 |
-1.64 |
-47.3% |
8.63 |
| ATR |
3.32 |
3.21 |
-0.11 |
-3.2% |
0.00 |
| Volume |
125,337 |
96,379 |
-28,958 |
-23.1% |
897,752 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.65 |
55.69 |
52.07 |
|
| R3 |
54.82 |
53.86 |
51.56 |
|
| R2 |
52.99 |
52.99 |
51.40 |
|
| R1 |
52.03 |
52.03 |
51.23 |
51.98 |
| PP |
51.16 |
51.16 |
51.16 |
51.14 |
| S1 |
50.20 |
50.20 |
50.89 |
50.15 |
| S2 |
49.33 |
49.33 |
50.72 |
|
| S3 |
47.50 |
48.37 |
50.56 |
|
| S4 |
45.67 |
46.54 |
50.05 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.87 |
71.59 |
55.81 |
|
| R3 |
66.24 |
62.96 |
53.43 |
|
| R2 |
57.61 |
57.61 |
52.64 |
|
| R1 |
54.33 |
54.33 |
51.85 |
55.97 |
| PP |
48.98 |
48.98 |
48.98 |
49.80 |
| S1 |
45.70 |
45.70 |
50.27 |
47.34 |
| S2 |
40.35 |
40.35 |
49.48 |
|
| S3 |
31.72 |
37.07 |
48.69 |
|
| S4 |
23.09 |
28.44 |
46.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.25 |
43.62 |
8.63 |
16.9% |
3.11 |
6.1% |
86% |
False |
False |
179,550 |
| 10 |
52.25 |
42.08 |
10.17 |
19.9% |
3.36 |
6.6% |
88% |
False |
False |
254,028 |
| 20 |
52.25 |
37.65 |
14.60 |
28.6% |
3.31 |
6.5% |
92% |
False |
False |
261,456 |
| 40 |
52.25 |
37.12 |
15.13 |
29.6% |
3.05 |
6.0% |
92% |
False |
False |
210,732 |
| 60 |
56.86 |
37.12 |
19.74 |
38.7% |
3.26 |
6.4% |
71% |
False |
False |
155,199 |
| 80 |
59.57 |
37.12 |
22.45 |
44.0% |
3.37 |
6.6% |
62% |
False |
False |
121,115 |
| 100 |
74.05 |
37.12 |
36.93 |
72.3% |
3.46 |
6.8% |
38% |
False |
False |
98,528 |
| 120 |
102.60 |
37.12 |
65.48 |
128.2% |
3.63 |
7.1% |
21% |
False |
False |
82,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.91 |
|
2.618 |
56.92 |
|
1.618 |
55.09 |
|
1.000 |
53.96 |
|
0.618 |
53.26 |
|
HIGH |
52.13 |
|
0.618 |
51.43 |
|
0.500 |
51.22 |
|
0.382 |
51.00 |
|
LOW |
50.30 |
|
0.618 |
49.17 |
|
1.000 |
48.47 |
|
1.618 |
47.34 |
|
2.618 |
45.51 |
|
4.250 |
42.52 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.22 |
50.57 |
| PP |
51.16 |
50.08 |
| S1 |
51.11 |
49.59 |
|