NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
47.65 |
49.41 |
1.76 |
3.7% |
47.72 |
| High |
50.60 |
50.60 |
0.00 |
0.0% |
49.60 |
| Low |
47.21 |
47.20 |
-0.01 |
0.0% |
43.74 |
| Close |
50.04 |
50.44 |
0.40 |
0.8% |
47.03 |
| Range |
3.39 |
3.40 |
0.01 |
0.3% |
5.86 |
| ATR |
3.09 |
3.11 |
0.02 |
0.7% |
0.00 |
| Volume |
160,952 |
166,614 |
5,662 |
3.5% |
980,925 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.61 |
58.43 |
52.31 |
|
| R3 |
56.21 |
55.03 |
51.38 |
|
| R2 |
52.81 |
52.81 |
51.06 |
|
| R1 |
51.63 |
51.63 |
50.75 |
52.22 |
| PP |
49.41 |
49.41 |
49.41 |
49.71 |
| S1 |
48.23 |
48.23 |
50.13 |
48.82 |
| S2 |
46.01 |
46.01 |
49.82 |
|
| S3 |
42.61 |
44.83 |
49.51 |
|
| S4 |
39.21 |
41.43 |
48.57 |
|
|
| 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 |
50.60 |
43.88 |
6.72 |
13.3% |
3.40 |
6.7% |
98% |
True |
False |
172,335 |
| 10 |
50.60 |
43.74 |
6.86 |
13.6% |
3.16 |
6.3% |
98% |
True |
False |
167,820 |
| 20 |
50.60 |
39.42 |
11.18 |
22.2% |
3.09 |
6.1% |
99% |
True |
False |
133,001 |
| 40 |
52.34 |
39.42 |
12.92 |
25.6% |
2.89 |
5.7% |
85% |
False |
False |
91,081 |
| 60 |
58.31 |
39.42 |
18.89 |
37.5% |
3.03 |
6.0% |
58% |
False |
False |
66,287 |
| 80 |
59.89 |
39.42 |
20.47 |
40.6% |
3.11 |
6.2% |
54% |
False |
False |
52,641 |
| 100 |
75.10 |
39.42 |
35.68 |
70.7% |
3.12 |
6.2% |
31% |
False |
False |
43,340 |
| 120 |
107.65 |
39.42 |
68.23 |
135.3% |
2.97 |
5.9% |
16% |
False |
False |
36,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.05 |
|
2.618 |
59.50 |
|
1.618 |
56.10 |
|
1.000 |
54.00 |
|
0.618 |
52.70 |
|
HIGH |
50.60 |
|
0.618 |
49.30 |
|
0.500 |
48.90 |
|
0.382 |
48.50 |
|
LOW |
47.20 |
|
0.618 |
45.10 |
|
1.000 |
43.80 |
|
1.618 |
41.70 |
|
2.618 |
38.30 |
|
4.250 |
32.75 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.93 |
49.51 |
| PP |
49.41 |
48.59 |
| S1 |
48.90 |
47.66 |
|