NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
49.41 |
50.50 |
1.09 |
2.2% |
47.72 |
| High |
50.60 |
52.98 |
2.38 |
4.7% |
49.60 |
| Low |
47.20 |
49.55 |
2.35 |
5.0% |
43.74 |
| Close |
50.44 |
52.04 |
1.60 |
3.2% |
47.03 |
| Range |
3.40 |
3.43 |
0.03 |
0.9% |
5.86 |
| ATR |
3.11 |
3.13 |
0.02 |
0.7% |
0.00 |
| Volume |
166,614 |
212,517 |
45,903 |
27.6% |
980,925 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.81 |
60.36 |
53.93 |
|
| R3 |
58.38 |
56.93 |
52.98 |
|
| R2 |
54.95 |
54.95 |
52.67 |
|
| R1 |
53.50 |
53.50 |
52.35 |
54.23 |
| PP |
51.52 |
51.52 |
51.52 |
51.89 |
| S1 |
50.07 |
50.07 |
51.73 |
50.80 |
| S2 |
48.09 |
48.09 |
51.41 |
|
| S3 |
44.66 |
46.64 |
51.10 |
|
| S4 |
41.23 |
43.21 |
50.15 |
|
|
| 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 |
52.98 |
44.72 |
8.26 |
15.9% |
3.23 |
6.2% |
89% |
True |
False |
174,010 |
| 10 |
52.98 |
43.74 |
9.24 |
17.8% |
3.25 |
6.2% |
90% |
True |
False |
175,633 |
| 20 |
52.98 |
39.95 |
13.03 |
25.0% |
3.10 |
6.0% |
93% |
True |
False |
139,490 |
| 40 |
52.98 |
39.42 |
13.56 |
26.1% |
2.91 |
5.6% |
93% |
True |
False |
95,323 |
| 60 |
58.31 |
39.42 |
18.89 |
36.3% |
3.05 |
5.9% |
67% |
False |
False |
69,574 |
| 80 |
59.89 |
39.42 |
20.47 |
39.3% |
3.09 |
5.9% |
62% |
False |
False |
55,187 |
| 100 |
75.10 |
39.42 |
35.68 |
68.6% |
3.13 |
6.0% |
35% |
False |
False |
45,421 |
| 120 |
106.85 |
39.42 |
67.43 |
129.6% |
3.00 |
5.8% |
19% |
False |
False |
38,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.56 |
|
2.618 |
61.96 |
|
1.618 |
58.53 |
|
1.000 |
56.41 |
|
0.618 |
55.10 |
|
HIGH |
52.98 |
|
0.618 |
51.67 |
|
0.500 |
51.27 |
|
0.382 |
50.86 |
|
LOW |
49.55 |
|
0.618 |
47.43 |
|
1.000 |
46.12 |
|
1.618 |
44.00 |
|
2.618 |
40.57 |
|
4.250 |
34.97 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.78 |
51.39 |
| PP |
51.52 |
50.74 |
| S1 |
51.27 |
50.09 |
|