NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
42.35 |
43.69 |
1.34 |
3.2% |
41.89 |
| High |
44.22 |
47.50 |
3.28 |
7.4% |
47.55 |
| Low |
41.75 |
43.19 |
1.44 |
3.4% |
40.63 |
| Close |
43.91 |
47.20 |
3.29 |
7.5% |
46.89 |
| Range |
2.47 |
4.31 |
1.84 |
74.5% |
6.92 |
| ATR |
2.90 |
3.00 |
0.10 |
3.5% |
0.00 |
| Volume |
90,560 |
80,355 |
-10,205 |
-11.3% |
512,713 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.89 |
57.36 |
49.57 |
|
| R3 |
54.58 |
53.05 |
48.39 |
|
| R2 |
50.27 |
50.27 |
47.99 |
|
| R1 |
48.74 |
48.74 |
47.60 |
49.51 |
| PP |
45.96 |
45.96 |
45.96 |
46.35 |
| S1 |
44.43 |
44.43 |
46.80 |
45.20 |
| S2 |
41.65 |
41.65 |
46.41 |
|
| S3 |
37.34 |
40.12 |
46.01 |
|
| S4 |
33.03 |
35.81 |
44.83 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.78 |
63.26 |
50.70 |
|
| R3 |
58.86 |
56.34 |
48.79 |
|
| R2 |
51.94 |
51.94 |
48.16 |
|
| R1 |
49.42 |
49.42 |
47.52 |
50.68 |
| PP |
45.02 |
45.02 |
45.02 |
45.66 |
| S1 |
42.50 |
42.50 |
46.26 |
43.76 |
| S2 |
38.10 |
38.10 |
45.62 |
|
| S3 |
31.18 |
35.58 |
44.99 |
|
| S4 |
24.26 |
28.66 |
43.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.55 |
41.75 |
5.80 |
12.3% |
3.28 |
7.0% |
94% |
False |
False |
105,821 |
| 10 |
47.55 |
39.42 |
8.13 |
17.2% |
3.02 |
6.4% |
96% |
False |
False |
98,181 |
| 20 |
50.47 |
39.42 |
11.05 |
23.4% |
2.79 |
5.9% |
70% |
False |
False |
80,045 |
| 40 |
58.31 |
39.42 |
18.89 |
40.0% |
2.87 |
6.1% |
41% |
False |
False |
55,150 |
| 60 |
58.31 |
39.42 |
18.89 |
40.0% |
3.06 |
6.5% |
41% |
False |
False |
40,733 |
| 80 |
69.72 |
39.42 |
30.30 |
64.2% |
3.10 |
6.6% |
26% |
False |
False |
32,453 |
| 100 |
89.02 |
39.42 |
49.60 |
105.1% |
3.10 |
6.6% |
16% |
False |
False |
26,920 |
| 120 |
109.58 |
39.42 |
70.16 |
148.6% |
2.82 |
6.0% |
11% |
False |
False |
22,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.82 |
|
2.618 |
58.78 |
|
1.618 |
54.47 |
|
1.000 |
51.81 |
|
0.618 |
50.16 |
|
HIGH |
47.50 |
|
0.618 |
45.85 |
|
0.500 |
45.35 |
|
0.382 |
44.84 |
|
LOW |
43.19 |
|
0.618 |
40.53 |
|
1.000 |
38.88 |
|
1.618 |
36.22 |
|
2.618 |
31.91 |
|
4.250 |
24.87 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
46.58 |
46.34 |
| PP |
45.96 |
45.48 |
| S1 |
45.35 |
44.63 |
|