NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
47.20 |
45.59 |
-1.61 |
-3.4% |
46.39 |
| High |
47.37 |
48.28 |
0.91 |
1.9% |
48.28 |
| Low |
44.89 |
45.53 |
0.64 |
1.4% |
41.75 |
| Close |
45.66 |
47.72 |
2.06 |
4.5% |
47.72 |
| Range |
2.48 |
2.75 |
0.27 |
10.9% |
6.53 |
| ATR |
2.96 |
2.95 |
-0.02 |
-0.5% |
0.00 |
| Volume |
134,388 |
109,014 |
-25,374 |
-18.9% |
531,967 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.43 |
54.32 |
49.23 |
|
| R3 |
52.68 |
51.57 |
48.48 |
|
| R2 |
49.93 |
49.93 |
48.22 |
|
| R1 |
48.82 |
48.82 |
47.97 |
49.38 |
| PP |
47.18 |
47.18 |
47.18 |
47.45 |
| S1 |
46.07 |
46.07 |
47.47 |
46.63 |
| S2 |
44.43 |
44.43 |
47.22 |
|
| S3 |
41.68 |
43.32 |
46.96 |
|
| S4 |
38.93 |
40.57 |
46.21 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.51 |
63.14 |
51.31 |
|
| R3 |
58.98 |
56.61 |
49.52 |
|
| R2 |
52.45 |
52.45 |
48.92 |
|
| R1 |
50.08 |
50.08 |
48.32 |
51.27 |
| PP |
45.92 |
45.92 |
45.92 |
46.51 |
| S1 |
43.55 |
43.55 |
47.12 |
44.74 |
| S2 |
39.39 |
39.39 |
46.52 |
|
| S3 |
32.86 |
37.02 |
45.92 |
|
| S4 |
26.33 |
30.49 |
44.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.28 |
41.75 |
6.53 |
13.7% |
3.27 |
6.9% |
91% |
True |
False |
106,393 |
| 10 |
48.28 |
40.63 |
7.65 |
16.0% |
3.00 |
6.3% |
93% |
True |
False |
104,468 |
| 20 |
50.47 |
39.42 |
11.05 |
23.2% |
2.88 |
6.0% |
75% |
False |
False |
88,555 |
| 40 |
52.76 |
39.42 |
13.34 |
28.0% |
2.80 |
5.9% |
62% |
False |
False |
60,366 |
| 60 |
58.31 |
39.42 |
18.89 |
39.6% |
3.05 |
6.4% |
44% |
False |
False |
44,233 |
| 80 |
69.72 |
39.42 |
30.30 |
63.5% |
3.08 |
6.5% |
27% |
False |
False |
35,279 |
| 100 |
86.05 |
39.42 |
46.63 |
97.7% |
3.11 |
6.5% |
18% |
False |
False |
29,292 |
| 120 |
109.58 |
39.42 |
70.16 |
147.0% |
2.87 |
6.0% |
12% |
False |
False |
24,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.97 |
|
2.618 |
55.48 |
|
1.618 |
52.73 |
|
1.000 |
51.03 |
|
0.618 |
49.98 |
|
HIGH |
48.28 |
|
0.618 |
47.23 |
|
0.500 |
46.91 |
|
0.382 |
46.58 |
|
LOW |
45.53 |
|
0.618 |
43.83 |
|
1.000 |
42.78 |
|
1.618 |
41.08 |
|
2.618 |
38.33 |
|
4.250 |
33.84 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.45 |
47.06 |
| PP |
47.18 |
46.40 |
| S1 |
46.91 |
45.74 |
|