NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
47.74 |
48.87 |
1.13 |
2.4% |
48.80 |
| High |
49.34 |
51.70 |
2.36 |
4.8% |
50.25 |
| Low |
45.95 |
48.19 |
2.24 |
4.9% |
45.08 |
| Close |
49.11 |
51.21 |
2.10 |
4.3% |
48.11 |
| Range |
3.39 |
3.51 |
0.12 |
3.5% |
5.17 |
| ATR |
2.92 |
2.96 |
0.04 |
1.4% |
0.00 |
| Volume |
42,051 |
49,212 |
7,161 |
17.0% |
343,566 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.90 |
59.56 |
53.14 |
|
| R3 |
57.39 |
56.05 |
52.18 |
|
| R2 |
53.88 |
53.88 |
51.85 |
|
| R1 |
52.54 |
52.54 |
51.53 |
53.21 |
| PP |
50.37 |
50.37 |
50.37 |
50.70 |
| S1 |
49.03 |
49.03 |
50.89 |
49.70 |
| S2 |
46.86 |
46.86 |
50.57 |
|
| S3 |
43.35 |
45.52 |
50.24 |
|
| S4 |
39.84 |
42.01 |
49.28 |
|
|
| 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 |
51.70 |
45.08 |
6.62 |
12.9% |
3.29 |
6.4% |
93% |
True |
False |
60,160 |
| 10 |
51.70 |
44.20 |
7.50 |
14.6% |
3.05 |
5.9% |
93% |
True |
False |
59,099 |
| 20 |
51.70 |
40.85 |
10.85 |
21.2% |
2.88 |
5.6% |
95% |
True |
False |
53,050 |
| 40 |
53.37 |
40.85 |
12.52 |
24.4% |
2.75 |
5.4% |
83% |
False |
False |
43,973 |
| 60 |
59.66 |
40.85 |
18.81 |
36.7% |
2.91 |
5.7% |
55% |
False |
False |
36,946 |
| 80 |
61.33 |
40.85 |
20.48 |
40.0% |
3.08 |
6.0% |
51% |
False |
False |
33,021 |
| 100 |
76.00 |
40.85 |
35.15 |
68.6% |
3.25 |
6.3% |
29% |
False |
False |
29,223 |
| 120 |
108.35 |
40.85 |
67.50 |
131.8% |
3.36 |
6.6% |
15% |
False |
False |
26,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.62 |
|
2.618 |
60.89 |
|
1.618 |
57.38 |
|
1.000 |
55.21 |
|
0.618 |
53.87 |
|
HIGH |
51.70 |
|
0.618 |
50.36 |
|
0.500 |
49.95 |
|
0.382 |
49.53 |
|
LOW |
48.19 |
|
0.618 |
46.02 |
|
1.000 |
44.68 |
|
1.618 |
42.51 |
|
2.618 |
39.00 |
|
4.250 |
33.27 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.79 |
50.42 |
| PP |
50.37 |
49.62 |
| S1 |
49.95 |
48.83 |
|