NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
47.95 |
47.42 |
-0.53 |
-1.1% |
43.58 |
| High |
48.55 |
47.48 |
-1.07 |
-2.2% |
48.80 |
| Low |
46.27 |
43.42 |
-2.85 |
-6.2% |
42.18 |
| Close |
48.05 |
43.68 |
-4.37 |
-9.1% |
48.05 |
| Range |
2.28 |
4.06 |
1.78 |
78.1% |
6.62 |
| ATR |
2.73 |
2.86 |
0.14 |
5.0% |
0.00 |
| Volume |
54,532 |
48,754 |
-5,778 |
-10.6% |
238,305 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.04 |
54.42 |
45.91 |
|
| R3 |
52.98 |
50.36 |
44.80 |
|
| R2 |
48.92 |
48.92 |
44.42 |
|
| R1 |
46.30 |
46.30 |
44.05 |
45.58 |
| PP |
44.86 |
44.86 |
44.86 |
44.50 |
| S1 |
42.24 |
42.24 |
43.31 |
41.52 |
| S2 |
40.80 |
40.80 |
42.94 |
|
| S3 |
36.74 |
38.18 |
42.56 |
|
| S4 |
32.68 |
34.12 |
41.45 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.20 |
63.75 |
51.69 |
|
| R3 |
59.58 |
57.13 |
49.87 |
|
| R2 |
52.96 |
52.96 |
49.26 |
|
| R1 |
50.51 |
50.51 |
48.66 |
51.74 |
| PP |
46.34 |
46.34 |
46.34 |
46.96 |
| S1 |
43.89 |
43.89 |
47.44 |
45.12 |
| S2 |
39.72 |
39.72 |
46.84 |
|
| S3 |
33.10 |
37.27 |
46.23 |
|
| S4 |
26.48 |
30.65 |
44.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.80 |
42.27 |
6.53 |
14.9% |
2.82 |
6.4% |
22% |
False |
False |
50,168 |
| 10 |
48.80 |
40.85 |
7.95 |
18.2% |
2.99 |
6.8% |
36% |
False |
False |
47,758 |
| 20 |
51.93 |
40.85 |
11.08 |
25.4% |
2.58 |
5.9% |
26% |
False |
False |
41,343 |
| 40 |
59.66 |
40.85 |
18.81 |
43.1% |
2.83 |
6.5% |
15% |
False |
False |
35,632 |
| 60 |
59.66 |
40.85 |
18.81 |
43.1% |
3.00 |
6.9% |
15% |
False |
False |
31,253 |
| 80 |
76.00 |
40.85 |
35.15 |
80.5% |
3.21 |
7.3% |
8% |
False |
False |
27,107 |
| 100 |
91.43 |
40.85 |
50.58 |
115.8% |
3.36 |
7.7% |
6% |
False |
False |
24,279 |
| 120 |
109.98 |
40.85 |
69.13 |
158.3% |
3.43 |
7.9% |
4% |
False |
False |
21,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.74 |
|
2.618 |
58.11 |
|
1.618 |
54.05 |
|
1.000 |
51.54 |
|
0.618 |
49.99 |
|
HIGH |
47.48 |
|
0.618 |
45.93 |
|
0.500 |
45.45 |
|
0.382 |
44.97 |
|
LOW |
43.42 |
|
0.618 |
40.91 |
|
1.000 |
39.36 |
|
1.618 |
36.85 |
|
2.618 |
32.79 |
|
4.250 |
26.17 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
45.45 |
46.11 |
| PP |
44.86 |
45.30 |
| S1 |
44.27 |
44.49 |
|