NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
44.40 |
48.00 |
3.60 |
8.1% |
47.72 |
| High |
48.18 |
48.90 |
0.72 |
1.5% |
49.60 |
| Low |
43.88 |
46.56 |
2.68 |
6.1% |
43.74 |
| Close |
47.97 |
47.03 |
-0.94 |
-2.0% |
47.03 |
| Range |
4.30 |
2.34 |
-1.96 |
-45.6% |
5.86 |
| ATR |
3.08 |
3.02 |
-0.05 |
-1.7% |
0.00 |
| Volume |
204,145 |
203,658 |
-487 |
-0.2% |
980,925 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.52 |
53.11 |
48.32 |
|
| R3 |
52.18 |
50.77 |
47.67 |
|
| R2 |
49.84 |
49.84 |
47.46 |
|
| R1 |
48.43 |
48.43 |
47.24 |
47.97 |
| PP |
47.50 |
47.50 |
47.50 |
47.26 |
| S1 |
46.09 |
46.09 |
46.82 |
45.63 |
| S2 |
45.16 |
45.16 |
46.60 |
|
| S3 |
42.82 |
43.75 |
46.39 |
|
| S4 |
40.48 |
41.41 |
45.74 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.37 |
61.56 |
50.25 |
|
| R3 |
58.51 |
55.70 |
48.64 |
|
| R2 |
52.65 |
52.65 |
48.10 |
|
| R1 |
49.84 |
49.84 |
47.57 |
48.32 |
| PP |
46.79 |
46.79 |
46.79 |
46.03 |
| S1 |
43.98 |
43.98 |
46.49 |
42.46 |
| S2 |
40.93 |
40.93 |
45.96 |
|
| S3 |
35.07 |
38.12 |
45.42 |
|
| S4 |
29.21 |
32.26 |
43.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.60 |
43.74 |
5.86 |
12.5% |
3.20 |
6.8% |
56% |
False |
False |
196,185 |
| 10 |
49.60 |
41.75 |
7.85 |
16.7% |
3.23 |
6.9% |
67% |
False |
False |
151,289 |
| 20 |
49.60 |
39.42 |
10.18 |
21.6% |
3.03 |
6.5% |
75% |
False |
False |
122,257 |
| 40 |
52.34 |
39.42 |
12.92 |
27.5% |
2.88 |
6.1% |
59% |
False |
False |
81,937 |
| 60 |
58.31 |
39.42 |
18.89 |
40.2% |
3.01 |
6.4% |
40% |
False |
False |
59,357 |
| 80 |
62.18 |
39.42 |
22.76 |
48.4% |
3.05 |
6.5% |
33% |
False |
False |
47,191 |
| 100 |
75.91 |
39.42 |
36.49 |
77.6% |
3.09 |
6.6% |
21% |
False |
False |
38,887 |
| 120 |
109.58 |
39.42 |
70.16 |
149.2% |
2.94 |
6.2% |
11% |
False |
False |
32,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.85 |
|
2.618 |
55.03 |
|
1.618 |
52.69 |
|
1.000 |
51.24 |
|
0.618 |
50.35 |
|
HIGH |
48.90 |
|
0.618 |
48.01 |
|
0.500 |
47.73 |
|
0.382 |
47.45 |
|
LOW |
46.56 |
|
0.618 |
45.11 |
|
1.000 |
44.22 |
|
1.618 |
42.77 |
|
2.618 |
40.43 |
|
4.250 |
36.62 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.73 |
46.79 |
| PP |
47.50 |
46.56 |
| S1 |
47.26 |
46.32 |
|