NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
44.52 |
45.74 |
1.22 |
2.7% |
44.93 |
| High |
46.40 |
49.15 |
2.75 |
5.9% |
49.74 |
| Low |
44.27 |
45.30 |
1.03 |
2.3% |
43.42 |
| Close |
46.01 |
48.93 |
2.92 |
6.3% |
48.98 |
| Range |
2.13 |
3.85 |
1.72 |
80.8% |
6.32 |
| ATR |
2.74 |
2.82 |
0.08 |
2.9% |
0.00 |
| Volume |
12,282 |
14,389 |
2,107 |
17.2% |
94,101 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.34 |
57.99 |
51.05 |
|
| R3 |
55.49 |
54.14 |
49.99 |
|
| R2 |
51.64 |
51.64 |
49.64 |
|
| R1 |
50.29 |
50.29 |
49.28 |
50.97 |
| PP |
47.79 |
47.79 |
47.79 |
48.13 |
| S1 |
46.44 |
46.44 |
48.58 |
47.12 |
| S2 |
43.94 |
43.94 |
48.22 |
|
| S3 |
40.09 |
42.59 |
47.87 |
|
| S4 |
36.24 |
38.74 |
46.81 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.34 |
63.98 |
52.46 |
|
| R3 |
60.02 |
57.66 |
50.72 |
|
| R2 |
53.70 |
53.70 |
50.14 |
|
| R1 |
51.34 |
51.34 |
49.56 |
52.52 |
| PP |
47.38 |
47.38 |
47.38 |
47.97 |
| S1 |
45.02 |
45.02 |
48.40 |
46.20 |
| S2 |
41.06 |
41.06 |
47.82 |
|
| S3 |
34.74 |
38.70 |
47.24 |
|
| S4 |
28.42 |
32.38 |
45.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.74 |
44.27 |
5.47 |
11.2% |
2.94 |
6.0% |
85% |
False |
False |
19,473 |
| 10 |
49.74 |
42.19 |
7.55 |
15.4% |
2.79 |
5.7% |
89% |
False |
False |
17,304 |
| 20 |
53.21 |
42.19 |
11.02 |
22.5% |
2.61 |
5.3% |
61% |
False |
False |
16,311 |
| 40 |
60.72 |
42.19 |
18.53 |
37.9% |
2.57 |
5.2% |
36% |
False |
False |
14,277 |
| 60 |
60.72 |
42.19 |
18.53 |
37.9% |
2.85 |
5.8% |
36% |
False |
False |
11,911 |
| 80 |
70.85 |
42.19 |
28.66 |
58.6% |
2.77 |
5.7% |
24% |
False |
False |
9,804 |
| 100 |
88.71 |
42.19 |
46.52 |
95.1% |
2.58 |
5.3% |
14% |
False |
False |
8,395 |
| 120 |
110.25 |
42.19 |
68.06 |
139.1% |
2.37 |
4.8% |
10% |
False |
False |
7,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.51 |
|
2.618 |
59.23 |
|
1.618 |
55.38 |
|
1.000 |
53.00 |
|
0.618 |
51.53 |
|
HIGH |
49.15 |
|
0.618 |
47.68 |
|
0.500 |
47.23 |
|
0.382 |
46.77 |
|
LOW |
45.30 |
|
0.618 |
42.92 |
|
1.000 |
41.45 |
|
1.618 |
39.07 |
|
2.618 |
35.22 |
|
4.250 |
28.94 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.36 |
48.19 |
| PP |
47.79 |
47.45 |
| S1 |
47.23 |
46.71 |
|