NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.87 |
47.83 |
-1.04 |
-2.1% |
48.09 |
| High |
48.96 |
49.82 |
0.86 |
1.8% |
49.82 |
| Low |
46.95 |
47.83 |
0.88 |
1.9% |
44.27 |
| Close |
47.70 |
49.58 |
1.88 |
3.9% |
49.58 |
| Range |
2.01 |
1.99 |
-0.02 |
-1.0% |
5.55 |
| ATR |
2.76 |
2.72 |
-0.05 |
-1.7% |
0.00 |
| Volume |
21,047 |
20,856 |
-191 |
-0.9% |
85,698 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.05 |
54.30 |
50.67 |
|
| R3 |
53.06 |
52.31 |
50.13 |
|
| R2 |
51.07 |
51.07 |
49.94 |
|
| R1 |
50.32 |
50.32 |
49.76 |
50.70 |
| PP |
49.08 |
49.08 |
49.08 |
49.26 |
| S1 |
48.33 |
48.33 |
49.40 |
48.71 |
| S2 |
47.09 |
47.09 |
49.22 |
|
| S3 |
45.10 |
46.34 |
49.03 |
|
| S4 |
43.11 |
44.35 |
48.49 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.54 |
62.61 |
52.63 |
|
| R3 |
58.99 |
57.06 |
51.11 |
|
| R2 |
53.44 |
53.44 |
50.60 |
|
| R1 |
51.51 |
51.51 |
50.09 |
52.48 |
| PP |
47.89 |
47.89 |
47.89 |
48.37 |
| S1 |
45.96 |
45.96 |
49.07 |
46.93 |
| S2 |
42.34 |
42.34 |
48.56 |
|
| S3 |
36.79 |
40.41 |
48.05 |
|
| S4 |
31.24 |
34.86 |
46.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.82 |
44.27 |
5.55 |
11.2% |
2.71 |
5.5% |
96% |
True |
False |
17,139 |
| 10 |
49.82 |
43.42 |
6.40 |
12.9% |
2.65 |
5.3% |
96% |
True |
False |
17,979 |
| 20 |
53.21 |
42.19 |
11.02 |
22.2% |
2.64 |
5.3% |
67% |
False |
False |
17,296 |
| 40 |
55.24 |
42.19 |
13.05 |
26.3% |
2.48 |
5.0% |
57% |
False |
False |
14,757 |
| 60 |
60.72 |
42.19 |
18.53 |
37.4% |
2.81 |
5.7% |
40% |
False |
False |
12,415 |
| 80 |
70.85 |
42.19 |
28.66 |
57.8% |
2.77 |
5.6% |
26% |
False |
False |
10,250 |
| 100 |
85.30 |
42.19 |
43.11 |
87.0% |
2.56 |
5.2% |
17% |
False |
False |
8,782 |
| 120 |
110.25 |
42.19 |
68.06 |
137.3% |
2.39 |
4.8% |
11% |
False |
False |
7,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.28 |
|
2.618 |
55.03 |
|
1.618 |
53.04 |
|
1.000 |
51.81 |
|
0.618 |
51.05 |
|
HIGH |
49.82 |
|
0.618 |
49.06 |
|
0.500 |
48.83 |
|
0.382 |
48.59 |
|
LOW |
47.83 |
|
0.618 |
46.60 |
|
1.000 |
45.84 |
|
1.618 |
44.61 |
|
2.618 |
42.62 |
|
4.250 |
39.37 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.33 |
48.91 |
| PP |
49.08 |
48.23 |
| S1 |
48.83 |
47.56 |
|