NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.09 |
47.00 |
-1.09 |
-2.3% |
47.42 |
| High |
48.20 |
49.11 |
0.91 |
1.9% |
49.11 |
| Low |
46.00 |
46.91 |
0.91 |
2.0% |
43.03 |
| Close |
46.77 |
48.77 |
2.00 |
4.3% |
48.77 |
| Range |
2.20 |
2.20 |
0.00 |
0.0% |
6.08 |
| ATR |
2.87 |
2.83 |
-0.04 |
-1.3% |
0.00 |
| Volume |
65,800 |
52,484 |
-13,316 |
-20.2% |
240,595 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.86 |
54.02 |
49.98 |
|
| R3 |
52.66 |
51.82 |
49.38 |
|
| R2 |
50.46 |
50.46 |
49.17 |
|
| R1 |
49.62 |
49.62 |
48.97 |
50.04 |
| PP |
48.26 |
48.26 |
48.26 |
48.48 |
| S1 |
47.42 |
47.42 |
48.57 |
47.84 |
| S2 |
46.06 |
46.06 |
48.37 |
|
| S3 |
43.86 |
45.22 |
48.17 |
|
| S4 |
41.66 |
43.02 |
47.56 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.21 |
63.07 |
52.11 |
|
| R3 |
59.13 |
56.99 |
50.44 |
|
| R2 |
53.05 |
53.05 |
49.88 |
|
| R1 |
50.91 |
50.91 |
49.33 |
51.98 |
| PP |
46.97 |
46.97 |
46.97 |
47.51 |
| S1 |
44.83 |
44.83 |
48.21 |
45.90 |
| S2 |
40.89 |
40.89 |
47.66 |
|
| S3 |
34.81 |
38.75 |
47.10 |
|
| S4 |
28.73 |
32.67 |
45.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.11 |
43.03 |
6.08 |
12.5% |
3.00 |
6.1% |
94% |
True |
False |
48,119 |
| 10 |
49.11 |
42.18 |
6.93 |
14.2% |
2.80 |
5.7% |
95% |
True |
False |
47,890 |
| 20 |
51.93 |
40.85 |
11.08 |
22.7% |
2.75 |
5.6% |
71% |
False |
False |
45,315 |
| 40 |
54.05 |
40.85 |
13.20 |
27.1% |
2.67 |
5.5% |
60% |
False |
False |
38,282 |
| 60 |
59.66 |
40.85 |
18.81 |
38.6% |
2.99 |
6.1% |
42% |
False |
False |
32,758 |
| 80 |
70.47 |
40.85 |
29.62 |
60.7% |
3.11 |
6.4% |
27% |
False |
False |
28,681 |
| 100 |
87.13 |
40.85 |
46.28 |
94.9% |
3.30 |
6.8% |
17% |
False |
False |
25,854 |
| 120 |
109.98 |
40.85 |
69.13 |
141.7% |
3.45 |
7.1% |
11% |
False |
False |
22,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.46 |
|
2.618 |
54.87 |
|
1.618 |
52.67 |
|
1.000 |
51.31 |
|
0.618 |
50.47 |
|
HIGH |
49.11 |
|
0.618 |
48.27 |
|
0.500 |
48.01 |
|
0.382 |
47.75 |
|
LOW |
46.91 |
|
0.618 |
45.55 |
|
1.000 |
44.71 |
|
1.618 |
43.35 |
|
2.618 |
41.15 |
|
4.250 |
37.56 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.52 |
48.07 |
| PP |
48.26 |
47.36 |
| S1 |
48.01 |
46.66 |
|