NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
49.88 |
49.49 |
-0.39 |
-0.8% |
48.09 |
| High |
50.82 |
50.83 |
0.01 |
0.0% |
49.82 |
| Low |
47.95 |
48.64 |
0.69 |
1.4% |
44.27 |
| Close |
49.38 |
48.98 |
-0.40 |
-0.8% |
49.58 |
| Range |
2.87 |
2.19 |
-0.68 |
-23.7% |
5.55 |
| ATR |
2.73 |
2.69 |
-0.04 |
-1.4% |
0.00 |
| Volume |
15,071 |
30,524 |
15,453 |
102.5% |
85,698 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.05 |
54.71 |
50.18 |
|
| R3 |
53.86 |
52.52 |
49.58 |
|
| R2 |
51.67 |
51.67 |
49.38 |
|
| R1 |
50.33 |
50.33 |
49.18 |
49.91 |
| PP |
49.48 |
49.48 |
49.48 |
49.27 |
| S1 |
48.14 |
48.14 |
48.78 |
47.72 |
| S2 |
47.29 |
47.29 |
48.58 |
|
| S3 |
45.10 |
45.95 |
48.38 |
|
| S4 |
42.91 |
43.76 |
47.78 |
|
|
| 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 |
50.83 |
45.30 |
5.53 |
11.3% |
2.58 |
5.3% |
67% |
True |
False |
20,377 |
| 10 |
50.83 |
44.27 |
6.56 |
13.4% |
2.67 |
5.5% |
72% |
True |
False |
19,902 |
| 20 |
53.13 |
42.19 |
10.94 |
22.3% |
2.64 |
5.4% |
62% |
False |
False |
17,921 |
| 40 |
55.16 |
42.19 |
12.97 |
26.5% |
2.50 |
5.1% |
52% |
False |
False |
15,287 |
| 60 |
60.72 |
42.19 |
18.53 |
37.8% |
2.81 |
5.7% |
37% |
False |
False |
12,958 |
| 80 |
65.19 |
42.19 |
23.00 |
47.0% |
2.75 |
5.6% |
30% |
False |
False |
10,767 |
| 100 |
78.55 |
42.19 |
36.36 |
74.2% |
2.58 |
5.3% |
19% |
False |
False |
9,179 |
| 120 |
110.25 |
42.19 |
68.06 |
139.0% |
2.41 |
4.9% |
10% |
False |
False |
7,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.14 |
|
2.618 |
56.56 |
|
1.618 |
54.37 |
|
1.000 |
53.02 |
|
0.618 |
52.18 |
|
HIGH |
50.83 |
|
0.618 |
49.99 |
|
0.500 |
49.74 |
|
0.382 |
49.48 |
|
LOW |
48.64 |
|
0.618 |
47.29 |
|
1.000 |
46.45 |
|
1.618 |
45.10 |
|
2.618 |
42.91 |
|
4.250 |
39.33 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.74 |
49.33 |
| PP |
49.48 |
49.21 |
| S1 |
49.23 |
49.10 |
|