NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
51.68 |
52.13 |
0.45 |
0.9% |
46.38 |
| High |
52.72 |
54.05 |
1.33 |
2.5% |
52.98 |
| Low |
51.00 |
51.62 |
0.62 |
1.2% |
44.72 |
| Close |
52.07 |
53.80 |
1.73 |
3.3% |
52.07 |
| Range |
1.72 |
2.43 |
0.71 |
41.3% |
8.26 |
| ATR |
3.03 |
2.99 |
-0.04 |
-1.4% |
0.00 |
| Volume |
277,465 |
180,152 |
-97,313 |
-35.1% |
943,857 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.45 |
59.55 |
55.14 |
|
| R3 |
58.02 |
57.12 |
54.47 |
|
| R2 |
55.59 |
55.59 |
54.25 |
|
| R1 |
54.69 |
54.69 |
54.02 |
55.14 |
| PP |
53.16 |
53.16 |
53.16 |
53.38 |
| S1 |
52.26 |
52.26 |
53.58 |
52.71 |
| S2 |
50.73 |
50.73 |
53.35 |
|
| S3 |
48.30 |
49.83 |
53.13 |
|
| S4 |
45.87 |
47.40 |
52.46 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.70 |
71.65 |
56.61 |
|
| R3 |
66.44 |
63.39 |
54.34 |
|
| R2 |
58.18 |
58.18 |
53.58 |
|
| R1 |
55.13 |
55.13 |
52.83 |
56.66 |
| PP |
49.92 |
49.92 |
49.92 |
50.69 |
| S1 |
46.87 |
46.87 |
51.31 |
48.40 |
| S2 |
41.66 |
41.66 |
50.56 |
|
| S3 |
33.40 |
38.61 |
49.80 |
|
| S4 |
25.14 |
30.35 |
47.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.05 |
47.20 |
6.85 |
12.7% |
2.87 |
5.3% |
96% |
True |
False |
199,540 |
| 10 |
54.05 |
43.74 |
10.31 |
19.2% |
3.08 |
5.7% |
98% |
True |
False |
193,524 |
| 20 |
54.05 |
40.72 |
13.33 |
24.8% |
3.04 |
5.6% |
98% |
True |
False |
153,628 |
| 40 |
54.05 |
39.42 |
14.63 |
27.2% |
2.83 |
5.3% |
98% |
True |
False |
104,855 |
| 60 |
58.31 |
39.42 |
18.89 |
35.1% |
3.02 |
5.6% |
76% |
False |
False |
76,932 |
| 80 |
59.89 |
39.42 |
20.47 |
38.0% |
3.05 |
5.7% |
70% |
False |
False |
60,649 |
| 100 |
75.10 |
39.42 |
35.68 |
66.3% |
3.16 |
5.9% |
40% |
False |
False |
49,872 |
| 120 |
100.60 |
39.42 |
61.18 |
113.7% |
3.00 |
5.6% |
24% |
False |
False |
42,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.38 |
|
2.618 |
60.41 |
|
1.618 |
57.98 |
|
1.000 |
56.48 |
|
0.618 |
55.55 |
|
HIGH |
54.05 |
|
0.618 |
53.12 |
|
0.500 |
52.84 |
|
0.382 |
52.55 |
|
LOW |
51.62 |
|
0.618 |
50.12 |
|
1.000 |
49.19 |
|
1.618 |
47.69 |
|
2.618 |
45.26 |
|
4.250 |
41.29 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
53.48 |
53.13 |
| PP |
53.16 |
52.47 |
| S1 |
52.84 |
51.80 |
|