NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
45.59 |
47.72 |
2.13 |
4.7% |
46.39 |
| High |
48.28 |
49.60 |
1.32 |
2.7% |
48.28 |
| Low |
45.53 |
46.45 |
0.92 |
2.0% |
41.75 |
| Close |
47.72 |
48.06 |
0.34 |
0.7% |
47.72 |
| Range |
2.75 |
3.15 |
0.40 |
14.5% |
6.53 |
| ATR |
2.95 |
2.96 |
0.01 |
0.5% |
0.00 |
| Volume |
109,014 |
169,690 |
60,676 |
55.7% |
531,967 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.49 |
55.92 |
49.79 |
|
| R3 |
54.34 |
52.77 |
48.93 |
|
| R2 |
51.19 |
51.19 |
48.64 |
|
| R1 |
49.62 |
49.62 |
48.35 |
50.41 |
| PP |
48.04 |
48.04 |
48.04 |
48.43 |
| S1 |
46.47 |
46.47 |
47.77 |
47.26 |
| S2 |
44.89 |
44.89 |
47.48 |
|
| S3 |
41.74 |
43.32 |
47.19 |
|
| S4 |
38.59 |
40.17 |
46.33 |
|
|
| 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 |
49.60 |
41.75 |
7.85 |
16.3% |
3.03 |
6.3% |
80% |
True |
False |
116,801 |
| 10 |
49.60 |
40.72 |
8.88 |
18.5% |
2.99 |
6.2% |
83% |
True |
False |
113,732 |
| 20 |
50.47 |
39.42 |
11.05 |
23.0% |
2.87 |
6.0% |
78% |
False |
False |
95,349 |
| 40 |
52.34 |
39.42 |
12.92 |
26.9% |
2.81 |
5.9% |
67% |
False |
False |
63,970 |
| 60 |
58.31 |
39.42 |
18.89 |
39.3% |
3.07 |
6.4% |
46% |
False |
False |
46,808 |
| 80 |
65.96 |
39.42 |
26.54 |
55.2% |
3.06 |
6.4% |
33% |
False |
False |
37,332 |
| 100 |
86.05 |
39.42 |
46.63 |
97.0% |
3.12 |
6.5% |
19% |
False |
False |
30,939 |
| 120 |
109.58 |
39.42 |
70.16 |
146.0% |
2.87 |
6.0% |
12% |
False |
False |
26,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.99 |
|
2.618 |
57.85 |
|
1.618 |
54.70 |
|
1.000 |
52.75 |
|
0.618 |
51.55 |
|
HIGH |
49.60 |
|
0.618 |
48.40 |
|
0.500 |
48.03 |
|
0.382 |
47.65 |
|
LOW |
46.45 |
|
0.618 |
44.50 |
|
1.000 |
43.30 |
|
1.618 |
41.35 |
|
2.618 |
38.20 |
|
4.250 |
33.06 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.05 |
47.79 |
| PP |
48.04 |
47.52 |
| S1 |
48.03 |
47.25 |
|