NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.00 |
46.38 |
-1.62 |
-3.4% |
47.72 |
| High |
48.90 |
48.29 |
-0.61 |
-1.2% |
49.60 |
| Low |
46.56 |
44.72 |
-1.84 |
-4.0% |
43.74 |
| Close |
47.03 |
48.05 |
1.02 |
2.2% |
47.03 |
| Range |
2.34 |
3.57 |
1.23 |
52.6% |
5.86 |
| ATR |
3.02 |
3.06 |
0.04 |
1.3% |
0.00 |
| Volume |
203,658 |
126,309 |
-77,349 |
-38.0% |
980,925 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.73 |
56.46 |
50.01 |
|
| R3 |
54.16 |
52.89 |
49.03 |
|
| R2 |
50.59 |
50.59 |
48.70 |
|
| R1 |
49.32 |
49.32 |
48.38 |
49.96 |
| PP |
47.02 |
47.02 |
47.02 |
47.34 |
| S1 |
45.75 |
45.75 |
47.72 |
46.39 |
| S2 |
43.45 |
43.45 |
47.40 |
|
| S3 |
39.88 |
42.18 |
47.07 |
|
| S4 |
36.31 |
38.61 |
46.09 |
|
|
| 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 |
49.26 |
43.74 |
5.52 |
11.5% |
3.28 |
6.8% |
78% |
False |
False |
187,508 |
| 10 |
49.60 |
41.75 |
7.85 |
16.3% |
3.16 |
6.6% |
80% |
False |
False |
152,155 |
| 20 |
49.60 |
39.42 |
10.18 |
21.2% |
3.11 |
6.5% |
85% |
False |
False |
124,326 |
| 40 |
52.34 |
39.42 |
12.92 |
26.9% |
2.88 |
6.0% |
67% |
False |
False |
84,267 |
| 60 |
58.31 |
39.42 |
18.89 |
39.3% |
3.03 |
6.3% |
46% |
False |
False |
61,333 |
| 80 |
59.89 |
39.42 |
20.47 |
42.6% |
3.06 |
6.4% |
42% |
False |
False |
48,665 |
| 100 |
75.10 |
39.42 |
35.68 |
74.3% |
3.12 |
6.5% |
24% |
False |
False |
40,113 |
| 120 |
109.58 |
39.42 |
70.16 |
146.0% |
2.97 |
6.2% |
12% |
False |
False |
33,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.46 |
|
2.618 |
57.64 |
|
1.618 |
54.07 |
|
1.000 |
51.86 |
|
0.618 |
50.50 |
|
HIGH |
48.29 |
|
0.618 |
46.93 |
|
0.500 |
46.51 |
|
0.382 |
46.08 |
|
LOW |
44.72 |
|
0.618 |
42.51 |
|
1.000 |
41.15 |
|
1.618 |
38.94 |
|
2.618 |
35.37 |
|
4.250 |
29.55 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.54 |
47.50 |
| PP |
47.02 |
46.94 |
| S1 |
46.51 |
46.39 |
|