NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
47.72 |
48.16 |
0.44 |
0.9% |
46.39 |
| High |
49.60 |
49.26 |
-0.34 |
-0.7% |
48.28 |
| Low |
46.45 |
46.57 |
0.12 |
0.3% |
41.75 |
| Close |
48.06 |
46.98 |
-1.08 |
-2.2% |
47.72 |
| Range |
3.15 |
2.69 |
-0.46 |
-14.6% |
6.53 |
| ATR |
2.96 |
2.94 |
-0.02 |
-0.7% |
0.00 |
| Volume |
169,690 |
231,754 |
62,064 |
36.6% |
531,967 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.67 |
54.02 |
48.46 |
|
| R3 |
52.98 |
51.33 |
47.72 |
|
| R2 |
50.29 |
50.29 |
47.47 |
|
| R1 |
48.64 |
48.64 |
47.23 |
48.12 |
| PP |
47.60 |
47.60 |
47.60 |
47.35 |
| S1 |
45.95 |
45.95 |
46.73 |
45.43 |
| S2 |
44.91 |
44.91 |
46.49 |
|
| S3 |
42.22 |
43.26 |
46.24 |
|
| S4 |
39.53 |
40.57 |
45.50 |
|
|
| 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 |
43.19 |
6.41 |
13.6% |
3.08 |
6.5% |
59% |
False |
False |
145,040 |
| 10 |
49.60 |
41.75 |
7.85 |
16.7% |
3.04 |
6.5% |
67% |
False |
False |
127,114 |
| 20 |
50.44 |
39.42 |
11.02 |
23.5% |
2.89 |
6.1% |
69% |
False |
False |
103,648 |
| 40 |
52.34 |
39.42 |
12.92 |
27.5% |
2.82 |
6.0% |
59% |
False |
False |
69,178 |
| 60 |
58.31 |
39.42 |
18.89 |
40.2% |
3.07 |
6.5% |
40% |
False |
False |
50,507 |
| 80 |
64.10 |
39.42 |
24.68 |
52.5% |
3.06 |
6.5% |
31% |
False |
False |
40,140 |
| 100 |
80.05 |
39.42 |
40.63 |
86.5% |
3.10 |
6.6% |
19% |
False |
False |
33,217 |
| 120 |
109.58 |
39.42 |
70.16 |
149.3% |
2.89 |
6.2% |
11% |
False |
False |
28,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.69 |
|
2.618 |
56.30 |
|
1.618 |
53.61 |
|
1.000 |
51.95 |
|
0.618 |
50.92 |
|
HIGH |
49.26 |
|
0.618 |
48.23 |
|
0.500 |
47.92 |
|
0.382 |
47.60 |
|
LOW |
46.57 |
|
0.618 |
44.91 |
|
1.000 |
43.88 |
|
1.618 |
42.22 |
|
2.618 |
39.53 |
|
4.250 |
35.14 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.92 |
47.57 |
| PP |
47.60 |
47.37 |
| S1 |
47.29 |
47.18 |
|