NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
45.53 |
48.50 |
2.97 |
6.5% |
48.80 |
| High |
49.25 |
49.88 |
0.63 |
1.3% |
50.25 |
| Low |
45.11 |
47.67 |
2.56 |
5.7% |
45.08 |
| Close |
49.01 |
48.11 |
-0.90 |
-1.8% |
48.11 |
| Range |
4.14 |
2.21 |
-1.93 |
-46.6% |
5.17 |
| ATR |
2.94 |
2.88 |
-0.05 |
-1.8% |
0.00 |
| Volume |
75,233 |
61,653 |
-13,580 |
-18.1% |
343,566 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.18 |
53.86 |
49.33 |
|
| R3 |
52.97 |
51.65 |
48.72 |
|
| R2 |
50.76 |
50.76 |
48.52 |
|
| R1 |
49.44 |
49.44 |
48.31 |
49.00 |
| PP |
48.55 |
48.55 |
48.55 |
48.33 |
| S1 |
47.23 |
47.23 |
47.91 |
46.79 |
| S2 |
46.34 |
46.34 |
47.70 |
|
| S3 |
44.13 |
45.02 |
47.50 |
|
| S4 |
41.92 |
42.81 |
46.89 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.32 |
60.89 |
50.95 |
|
| R3 |
58.15 |
55.72 |
49.53 |
|
| R2 |
52.98 |
52.98 |
49.06 |
|
| R1 |
50.55 |
50.55 |
48.58 |
49.18 |
| PP |
47.81 |
47.81 |
47.81 |
47.13 |
| S1 |
45.38 |
45.38 |
47.64 |
44.01 |
| S2 |
42.64 |
42.64 |
47.16 |
|
| S3 |
37.47 |
40.21 |
46.69 |
|
| S4 |
32.30 |
35.04 |
45.27 |
|
|
| 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 |
10.7% |
3.00 |
6.2% |
59% |
False |
False |
68,713 |
| 10 |
50.25 |
43.03 |
7.22 |
15.0% |
3.00 |
6.2% |
70% |
False |
False |
58,416 |
| 20 |
50.25 |
40.85 |
9.40 |
19.5% |
2.90 |
6.0% |
77% |
False |
False |
53,019 |
| 40 |
53.60 |
40.85 |
12.75 |
26.5% |
2.73 |
5.7% |
57% |
False |
False |
43,399 |
| 60 |
59.66 |
40.85 |
18.81 |
39.1% |
2.91 |
6.1% |
39% |
False |
False |
36,330 |
| 80 |
63.70 |
40.85 |
22.85 |
47.5% |
3.06 |
6.4% |
32% |
False |
False |
32,148 |
| 100 |
78.60 |
40.85 |
37.75 |
78.5% |
3.26 |
6.8% |
19% |
False |
False |
28,552 |
| 120 |
109.98 |
40.85 |
69.13 |
143.7% |
3.40 |
7.1% |
11% |
False |
False |
25,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.27 |
|
2.618 |
55.67 |
|
1.618 |
53.46 |
|
1.000 |
52.09 |
|
0.618 |
51.25 |
|
HIGH |
49.88 |
|
0.618 |
49.04 |
|
0.500 |
48.78 |
|
0.382 |
48.51 |
|
LOW |
47.67 |
|
0.618 |
46.30 |
|
1.000 |
45.46 |
|
1.618 |
44.09 |
|
2.618 |
41.88 |
|
4.250 |
38.28 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.78 |
47.90 |
| PP |
48.55 |
47.69 |
| S1 |
48.33 |
47.48 |
|