NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
43.60 |
44.72 |
1.12 |
2.6% |
43.58 |
| High |
45.40 |
48.35 |
2.95 |
6.5% |
48.80 |
| Low |
43.03 |
44.20 |
1.17 |
2.7% |
42.18 |
| Close |
45.03 |
48.09 |
3.06 |
6.8% |
48.05 |
| Range |
2.37 |
4.15 |
1.78 |
75.1% |
6.62 |
| ATR |
2.83 |
2.92 |
0.09 |
3.3% |
0.00 |
| Volume |
35,672 |
37,885 |
2,213 |
6.2% |
238,305 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.33 |
57.86 |
50.37 |
|
| R3 |
55.18 |
53.71 |
49.23 |
|
| R2 |
51.03 |
51.03 |
48.85 |
|
| R1 |
49.56 |
49.56 |
48.47 |
50.30 |
| PP |
46.88 |
46.88 |
46.88 |
47.25 |
| S1 |
45.41 |
45.41 |
47.71 |
46.15 |
| S2 |
42.73 |
42.73 |
47.33 |
|
| S3 |
38.58 |
41.26 |
46.95 |
|
| S4 |
34.43 |
37.11 |
45.81 |
|
|
| 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 |
43.03 |
5.77 |
12.0% |
3.18 |
6.6% |
88% |
False |
False |
48,604 |
| 10 |
48.80 |
40.85 |
7.95 |
16.5% |
2.91 |
6.0% |
91% |
False |
False |
45,874 |
| 20 |
51.93 |
40.85 |
11.08 |
23.0% |
2.70 |
5.6% |
65% |
False |
False |
42,176 |
| 40 |
59.66 |
40.85 |
18.81 |
39.1% |
2.77 |
5.8% |
38% |
False |
False |
36,542 |
| 60 |
59.66 |
40.85 |
18.81 |
39.1% |
3.03 |
6.3% |
38% |
False |
False |
31,729 |
| 80 |
70.47 |
40.85 |
29.62 |
61.6% |
3.13 |
6.5% |
24% |
False |
False |
27,606 |
| 100 |
90.00 |
40.85 |
49.15 |
102.2% |
3.34 |
6.9% |
15% |
False |
False |
24,857 |
| 120 |
109.98 |
40.85 |
69.13 |
143.8% |
3.43 |
7.1% |
10% |
False |
False |
22,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.99 |
|
2.618 |
59.21 |
|
1.618 |
55.06 |
|
1.000 |
52.50 |
|
0.618 |
50.91 |
|
HIGH |
48.35 |
|
0.618 |
46.76 |
|
0.500 |
46.28 |
|
0.382 |
45.79 |
|
LOW |
44.20 |
|
0.618 |
41.64 |
|
1.000 |
40.05 |
|
1.618 |
37.49 |
|
2.618 |
33.34 |
|
4.250 |
26.56 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.49 |
47.29 |
| PP |
46.88 |
46.49 |
| S1 |
46.28 |
45.69 |
|