NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.76 |
46.71 |
-2.05 |
-4.2% |
48.09 |
| High |
49.10 |
50.23 |
1.13 |
2.3% |
49.82 |
| Low |
46.25 |
46.25 |
0.00 |
0.0% |
44.27 |
| Close |
46.42 |
49.99 |
3.57 |
7.7% |
49.58 |
| Range |
2.85 |
3.98 |
1.13 |
39.6% |
5.55 |
| ATR |
2.70 |
2.79 |
0.09 |
3.4% |
0.00 |
| Volume |
23,240 |
24,907 |
1,667 |
7.2% |
85,698 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.76 |
59.36 |
52.18 |
|
| R3 |
56.78 |
55.38 |
51.08 |
|
| R2 |
52.80 |
52.80 |
50.72 |
|
| R1 |
51.40 |
51.40 |
50.35 |
52.10 |
| PP |
48.82 |
48.82 |
48.82 |
49.18 |
| S1 |
47.42 |
47.42 |
49.63 |
48.12 |
| S2 |
44.84 |
44.84 |
49.26 |
|
| S3 |
40.86 |
43.44 |
48.90 |
|
| S4 |
36.88 |
39.46 |
47.80 |
|
|
| 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 |
9.2% |
2.78 |
5.6% |
82% |
False |
True |
22,919 |
| 10 |
50.83 |
44.27 |
6.56 |
13.1% |
2.76 |
5.5% |
87% |
False |
False |
20,609 |
| 20 |
50.83 |
42.19 |
8.64 |
17.3% |
2.72 |
5.4% |
90% |
False |
False |
19,204 |
| 40 |
55.16 |
42.19 |
12.97 |
25.9% |
2.57 |
5.1% |
60% |
False |
False |
16,017 |
| 60 |
60.72 |
42.19 |
18.53 |
37.1% |
2.78 |
5.6% |
42% |
False |
False |
13,458 |
| 80 |
64.57 |
42.19 |
22.38 |
44.8% |
2.77 |
5.5% |
35% |
False |
False |
11,293 |
| 100 |
78.55 |
42.19 |
36.36 |
72.7% |
2.60 |
5.2% |
21% |
False |
False |
9,606 |
| 120 |
110.25 |
42.19 |
68.06 |
136.1% |
2.41 |
4.8% |
11% |
False |
False |
8,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.15 |
|
2.618 |
60.65 |
|
1.618 |
56.67 |
|
1.000 |
54.21 |
|
0.618 |
52.69 |
|
HIGH |
50.23 |
|
0.618 |
48.71 |
|
0.500 |
48.24 |
|
0.382 |
47.77 |
|
LOW |
46.25 |
|
0.618 |
43.79 |
|
1.000 |
42.27 |
|
1.618 |
39.81 |
|
2.618 |
35.83 |
|
4.250 |
29.34 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.41 |
49.51 |
| PP |
48.82 |
49.02 |
| S1 |
48.24 |
48.54 |
|