NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
49.49 |
48.76 |
-0.73 |
-1.5% |
48.09 |
| High |
50.83 |
49.10 |
-1.73 |
-3.4% |
49.82 |
| Low |
48.64 |
46.25 |
-2.39 |
-4.9% |
44.27 |
| Close |
48.98 |
46.42 |
-2.56 |
-5.2% |
49.58 |
| Range |
2.19 |
2.85 |
0.66 |
30.1% |
5.55 |
| ATR |
2.69 |
2.70 |
0.01 |
0.4% |
0.00 |
| Volume |
30,524 |
23,240 |
-7,284 |
-23.9% |
85,698 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.81 |
53.96 |
47.99 |
|
| R3 |
52.96 |
51.11 |
47.20 |
|
| R2 |
50.11 |
50.11 |
46.94 |
|
| R1 |
48.26 |
48.26 |
46.68 |
47.76 |
| PP |
47.26 |
47.26 |
47.26 |
47.01 |
| S1 |
45.41 |
45.41 |
46.16 |
44.91 |
| S2 |
44.41 |
44.41 |
45.90 |
|
| S3 |
41.56 |
42.56 |
45.64 |
|
| S4 |
38.71 |
39.71 |
44.85 |
|
|
| 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 |
46.25 |
4.58 |
9.9% |
2.38 |
5.1% |
4% |
False |
True |
22,147 |
| 10 |
50.83 |
44.27 |
6.56 |
14.1% |
2.66 |
5.7% |
33% |
False |
False |
20,810 |
| 20 |
50.83 |
42.19 |
8.64 |
18.6% |
2.60 |
5.6% |
49% |
False |
False |
18,551 |
| 40 |
55.16 |
42.19 |
12.97 |
27.9% |
2.55 |
5.5% |
33% |
False |
False |
15,601 |
| 60 |
60.72 |
42.19 |
18.53 |
39.9% |
2.77 |
6.0% |
23% |
False |
False |
13,204 |
| 80 |
65.19 |
42.19 |
23.00 |
49.5% |
2.77 |
6.0% |
18% |
False |
False |
11,013 |
| 100 |
78.55 |
42.19 |
36.36 |
78.3% |
2.61 |
5.6% |
12% |
False |
False |
9,394 |
| 120 |
110.25 |
42.19 |
68.06 |
146.6% |
2.38 |
5.1% |
6% |
False |
False |
8,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.21 |
|
2.618 |
56.56 |
|
1.618 |
53.71 |
|
1.000 |
51.95 |
|
0.618 |
50.86 |
|
HIGH |
49.10 |
|
0.618 |
48.01 |
|
0.500 |
47.68 |
|
0.382 |
47.34 |
|
LOW |
46.25 |
|
0.618 |
44.49 |
|
1.000 |
43.40 |
|
1.618 |
41.64 |
|
2.618 |
38.79 |
|
4.250 |
34.14 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.68 |
48.54 |
| PP |
47.26 |
47.83 |
| S1 |
46.84 |
47.13 |
|