NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
47.97 |
45.53 |
-2.44 |
-5.1% |
47.42 |
| High |
48.27 |
49.25 |
0.98 |
2.0% |
49.11 |
| Low |
45.08 |
45.11 |
0.03 |
0.1% |
43.03 |
| Close |
45.29 |
49.01 |
3.72 |
8.2% |
48.77 |
| Range |
3.19 |
4.14 |
0.95 |
29.8% |
6.08 |
| ATR |
2.84 |
2.94 |
0.09 |
3.3% |
0.00 |
| Volume |
72,652 |
75,233 |
2,581 |
3.6% |
240,595 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.21 |
58.75 |
51.29 |
|
| R3 |
56.07 |
54.61 |
50.15 |
|
| R2 |
51.93 |
51.93 |
49.77 |
|
| R1 |
50.47 |
50.47 |
49.39 |
51.20 |
| PP |
47.79 |
47.79 |
47.79 |
48.16 |
| S1 |
46.33 |
46.33 |
48.63 |
47.06 |
| S2 |
43.65 |
43.65 |
48.25 |
|
| S3 |
39.51 |
42.19 |
47.87 |
|
| S4 |
35.37 |
38.05 |
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 |
45.08 |
5.17 |
10.5% |
3.00 |
6.1% |
76% |
False |
False |
66,879 |
| 10 |
50.25 |
43.03 |
7.22 |
14.7% |
3.01 |
6.1% |
83% |
False |
False |
57,704 |
| 20 |
50.25 |
40.85 |
9.40 |
19.2% |
2.86 |
5.8% |
87% |
False |
False |
51,980 |
| 40 |
53.60 |
40.85 |
12.75 |
26.0% |
2.75 |
5.6% |
64% |
False |
False |
42,665 |
| 60 |
59.66 |
40.85 |
18.81 |
38.4% |
2.96 |
6.0% |
43% |
False |
False |
35,657 |
| 80 |
65.00 |
40.85 |
24.15 |
49.3% |
3.08 |
6.3% |
34% |
False |
False |
31,578 |
| 100 |
78.60 |
40.85 |
37.75 |
77.0% |
3.28 |
6.7% |
22% |
False |
False |
28,142 |
| 120 |
109.98 |
40.85 |
69.13 |
141.1% |
3.41 |
7.0% |
12% |
False |
False |
24,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.85 |
|
2.618 |
60.09 |
|
1.618 |
55.95 |
|
1.000 |
53.39 |
|
0.618 |
51.81 |
|
HIGH |
49.25 |
|
0.618 |
47.67 |
|
0.500 |
47.18 |
|
0.382 |
46.69 |
|
LOW |
45.11 |
|
0.618 |
42.55 |
|
1.000 |
40.97 |
|
1.618 |
38.41 |
|
2.618 |
34.27 |
|
4.250 |
27.52 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.40 |
48.54 |
| PP |
47.79 |
48.06 |
| S1 |
47.18 |
47.59 |
|