NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
45.74 |
48.87 |
3.13 |
6.8% |
44.93 |
| High |
49.15 |
48.96 |
-0.19 |
-0.4% |
49.74 |
| Low |
45.30 |
46.95 |
1.65 |
3.6% |
43.42 |
| Close |
48.93 |
47.70 |
-1.23 |
-2.5% |
48.98 |
| Range |
3.85 |
2.01 |
-1.84 |
-47.8% |
6.32 |
| ATR |
2.82 |
2.76 |
-0.06 |
-2.1% |
0.00 |
| Volume |
14,389 |
21,047 |
6,658 |
46.3% |
94,101 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.90 |
52.81 |
48.81 |
|
| R3 |
51.89 |
50.80 |
48.25 |
|
| R2 |
49.88 |
49.88 |
48.07 |
|
| R1 |
48.79 |
48.79 |
47.88 |
48.33 |
| PP |
47.87 |
47.87 |
47.87 |
47.64 |
| S1 |
46.78 |
46.78 |
47.52 |
46.32 |
| S2 |
45.86 |
45.86 |
47.33 |
|
| S3 |
43.85 |
44.77 |
47.15 |
|
| S4 |
41.84 |
42.76 |
46.59 |
|
|
| 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 |
49.41 |
44.27 |
5.14 |
10.8% |
2.75 |
5.8% |
67% |
False |
False |
18,300 |
| 10 |
49.74 |
42.80 |
6.94 |
14.5% |
2.67 |
5.6% |
71% |
False |
False |
17,771 |
| 20 |
53.21 |
42.19 |
11.02 |
23.1% |
2.64 |
5.5% |
50% |
False |
False |
16,879 |
| 40 |
59.10 |
42.19 |
16.91 |
35.5% |
2.55 |
5.3% |
33% |
False |
False |
14,512 |
| 60 |
60.72 |
42.19 |
18.53 |
38.8% |
2.83 |
5.9% |
30% |
False |
False |
12,147 |
| 80 |
70.85 |
42.19 |
28.66 |
60.1% |
2.75 |
5.8% |
19% |
False |
False |
10,033 |
| 100 |
85.30 |
42.19 |
43.11 |
90.4% |
2.58 |
5.4% |
13% |
False |
False |
8,579 |
| 120 |
110.25 |
42.19 |
68.06 |
142.7% |
2.38 |
5.0% |
8% |
False |
False |
7,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.50 |
|
2.618 |
54.22 |
|
1.618 |
52.21 |
|
1.000 |
50.97 |
|
0.618 |
50.20 |
|
HIGH |
48.96 |
|
0.618 |
48.19 |
|
0.500 |
47.96 |
|
0.382 |
47.72 |
|
LOW |
46.95 |
|
0.618 |
45.71 |
|
1.000 |
44.94 |
|
1.618 |
43.70 |
|
2.618 |
41.69 |
|
4.250 |
38.41 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.96 |
47.37 |
| PP |
47.87 |
47.04 |
| S1 |
47.79 |
46.71 |
|