NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.80 |
48.90 |
0.10 |
0.2% |
47.42 |
| High |
50.25 |
50.09 |
-0.16 |
-0.3% |
49.11 |
| Low |
47.23 |
47.65 |
0.42 |
0.9% |
43.03 |
| Close |
48.75 |
48.07 |
-0.68 |
-1.4% |
48.77 |
| Range |
3.02 |
2.44 |
-0.58 |
-19.2% |
6.08 |
| ATR |
2.85 |
2.82 |
-0.03 |
-1.0% |
0.00 |
| Volume |
53,928 |
80,100 |
26,172 |
48.5% |
240,595 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.92 |
54.44 |
49.41 |
|
| R3 |
53.48 |
52.00 |
48.74 |
|
| R2 |
51.04 |
51.04 |
48.52 |
|
| R1 |
49.56 |
49.56 |
48.29 |
49.08 |
| PP |
48.60 |
48.60 |
48.60 |
48.37 |
| S1 |
47.12 |
47.12 |
47.85 |
46.64 |
| S2 |
46.16 |
46.16 |
47.62 |
|
| S3 |
43.72 |
44.68 |
47.40 |
|
| S4 |
41.28 |
42.24 |
46.73 |
|
|
| 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 |
50.25 |
44.20 |
6.05 |
12.6% |
2.80 |
5.8% |
64% |
False |
False |
58,039 |
| 10 |
50.25 |
43.03 |
7.22 |
15.0% |
2.84 |
5.9% |
70% |
False |
False |
53,607 |
| 20 |
51.93 |
40.85 |
11.08 |
23.0% |
2.76 |
5.7% |
65% |
False |
False |
48,137 |
| 40 |
53.60 |
40.85 |
12.75 |
26.5% |
2.70 |
5.6% |
57% |
False |
False |
40,263 |
| 60 |
59.66 |
40.85 |
18.81 |
39.1% |
2.98 |
6.2% |
38% |
False |
False |
34,211 |
| 80 |
65.00 |
40.85 |
24.15 |
50.2% |
3.09 |
6.4% |
30% |
False |
False |
30,043 |
| 100 |
79.12 |
40.85 |
38.27 |
79.6% |
3.27 |
6.8% |
19% |
False |
False |
26,930 |
| 120 |
109.98 |
40.85 |
69.13 |
143.8% |
3.42 |
7.1% |
10% |
False |
False |
23,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.46 |
|
2.618 |
56.48 |
|
1.618 |
54.04 |
|
1.000 |
52.53 |
|
0.618 |
51.60 |
|
HIGH |
50.09 |
|
0.618 |
49.16 |
|
0.500 |
48.87 |
|
0.382 |
48.58 |
|
LOW |
47.65 |
|
0.618 |
46.14 |
|
1.000 |
45.21 |
|
1.618 |
43.70 |
|
2.618 |
41.26 |
|
4.250 |
37.28 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.87 |
48.58 |
| PP |
48.60 |
48.41 |
| S1 |
48.34 |
48.24 |
|