NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
54.00 |
52.25 |
-1.75 |
-3.2% |
52.13 |
| High |
54.28 |
52.25 |
-2.03 |
-3.7% |
54.66 |
| Low |
51.64 |
48.11 |
-3.53 |
-6.8% |
51.62 |
| Close |
52.38 |
48.41 |
-3.97 |
-7.6% |
52.38 |
| Range |
2.64 |
4.14 |
1.50 |
56.8% |
3.04 |
| ATR |
2.78 |
2.89 |
0.11 |
3.8% |
0.00 |
| Volume |
196,916 |
181,165 |
-15,751 |
-8.0% |
1,103,473 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.01 |
59.35 |
50.69 |
|
| R3 |
57.87 |
55.21 |
49.55 |
|
| R2 |
53.73 |
53.73 |
49.17 |
|
| R1 |
51.07 |
51.07 |
48.79 |
50.33 |
| PP |
49.59 |
49.59 |
49.59 |
49.22 |
| S1 |
46.93 |
46.93 |
48.03 |
46.19 |
| S2 |
45.45 |
45.45 |
47.65 |
|
| S3 |
41.31 |
42.79 |
47.27 |
|
| S4 |
37.17 |
38.65 |
46.13 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.01 |
60.23 |
54.05 |
|
| R3 |
58.97 |
57.19 |
53.22 |
|
| R2 |
55.93 |
55.93 |
52.94 |
|
| R1 |
54.15 |
54.15 |
52.66 |
55.04 |
| PP |
52.89 |
52.89 |
52.89 |
53.33 |
| S1 |
51.11 |
51.11 |
52.10 |
52.00 |
| S2 |
49.85 |
49.85 |
51.82 |
|
| S3 |
46.81 |
48.07 |
51.54 |
|
| S4 |
43.77 |
45.03 |
50.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.66 |
48.11 |
6.55 |
13.5% |
2.55 |
5.3% |
5% |
False |
True |
220,897 |
| 10 |
54.66 |
47.20 |
7.46 |
15.4% |
2.71 |
5.6% |
16% |
False |
False |
210,218 |
| 20 |
54.66 |
41.75 |
12.91 |
26.7% |
2.93 |
6.1% |
52% |
False |
False |
181,186 |
| 40 |
54.66 |
39.42 |
15.24 |
31.5% |
2.79 |
5.8% |
59% |
False |
False |
127,842 |
| 60 |
58.31 |
39.42 |
18.89 |
39.0% |
2.93 |
6.1% |
48% |
False |
False |
94,713 |
| 80 |
58.31 |
39.42 |
18.89 |
39.0% |
3.00 |
6.2% |
48% |
False |
False |
73,943 |
| 100 |
75.10 |
39.42 |
35.68 |
73.7% |
3.12 |
6.5% |
25% |
False |
False |
60,635 |
| 120 |
90.77 |
39.42 |
51.35 |
106.1% |
3.06 |
6.3% |
18% |
False |
False |
51,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.85 |
|
2.618 |
63.09 |
|
1.618 |
58.95 |
|
1.000 |
56.39 |
|
0.618 |
54.81 |
|
HIGH |
52.25 |
|
0.618 |
50.67 |
|
0.500 |
50.18 |
|
0.382 |
49.69 |
|
LOW |
48.11 |
|
0.618 |
45.55 |
|
1.000 |
43.97 |
|
1.618 |
41.41 |
|
2.618 |
37.27 |
|
4.250 |
30.52 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.18 |
51.39 |
| PP |
49.59 |
50.39 |
| S1 |
49.00 |
49.40 |
|