NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
43.69 |
47.20 |
3.51 |
8.0% |
41.89 |
| High |
47.50 |
47.37 |
-0.13 |
-0.3% |
47.55 |
| Low |
43.19 |
44.89 |
1.70 |
3.9% |
40.63 |
| Close |
47.20 |
45.66 |
-1.54 |
-3.3% |
46.89 |
| Range |
4.31 |
2.48 |
-1.83 |
-42.5% |
6.92 |
| ATR |
3.00 |
2.96 |
-0.04 |
-1.2% |
0.00 |
| Volume |
80,355 |
134,388 |
54,033 |
67.2% |
512,713 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.41 |
52.02 |
47.02 |
|
| R3 |
50.93 |
49.54 |
46.34 |
|
| R2 |
48.45 |
48.45 |
46.11 |
|
| R1 |
47.06 |
47.06 |
45.89 |
46.52 |
| PP |
45.97 |
45.97 |
45.97 |
45.70 |
| S1 |
44.58 |
44.58 |
45.43 |
44.04 |
| S2 |
43.49 |
43.49 |
45.21 |
|
| S3 |
41.01 |
42.10 |
44.98 |
|
| S4 |
38.53 |
39.62 |
44.30 |
|
|
| 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 |
47.50 |
41.75 |
5.75 |
12.6% |
3.19 |
7.0% |
68% |
False |
False |
106,866 |
| 10 |
47.55 |
39.95 |
7.60 |
16.6% |
2.95 |
6.5% |
75% |
False |
False |
103,347 |
| 20 |
50.47 |
39.42 |
11.05 |
24.2% |
2.84 |
6.2% |
56% |
False |
False |
84,704 |
| 40 |
56.93 |
39.42 |
17.51 |
38.3% |
2.86 |
6.3% |
36% |
False |
False |
58,091 |
| 60 |
58.31 |
39.42 |
18.89 |
41.4% |
3.06 |
6.7% |
33% |
False |
False |
42,700 |
| 80 |
69.72 |
39.42 |
30.30 |
66.4% |
3.07 |
6.7% |
21% |
False |
False |
34,003 |
| 100 |
86.05 |
39.42 |
46.63 |
102.1% |
3.11 |
6.8% |
13% |
False |
False |
28,223 |
| 120 |
109.58 |
39.42 |
70.16 |
153.7% |
2.84 |
6.2% |
9% |
False |
False |
23,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.91 |
|
2.618 |
53.86 |
|
1.618 |
51.38 |
|
1.000 |
49.85 |
|
0.618 |
48.90 |
|
HIGH |
47.37 |
|
0.618 |
46.42 |
|
0.500 |
46.13 |
|
0.382 |
45.84 |
|
LOW |
44.89 |
|
0.618 |
43.36 |
|
1.000 |
42.41 |
|
1.618 |
40.88 |
|
2.618 |
38.40 |
|
4.250 |
34.35 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
46.13 |
45.32 |
| PP |
45.97 |
44.97 |
| S1 |
45.82 |
44.63 |
|