NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
46.71 |
49.44 |
2.73 |
5.8% |
49.88 |
| High |
50.23 |
50.78 |
0.55 |
1.1% |
50.83 |
| Low |
46.25 |
48.64 |
2.39 |
5.2% |
46.25 |
| Close |
49.99 |
49.05 |
-0.94 |
-1.9% |
49.05 |
| Range |
3.98 |
2.14 |
-1.84 |
-46.2% |
4.58 |
| ATR |
2.79 |
2.74 |
-0.05 |
-1.7% |
0.00 |
| Volume |
24,907 |
14,947 |
-9,960 |
-40.0% |
108,689 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.91 |
54.62 |
50.23 |
|
| R3 |
53.77 |
52.48 |
49.64 |
|
| R2 |
51.63 |
51.63 |
49.44 |
|
| R1 |
50.34 |
50.34 |
49.25 |
49.92 |
| PP |
49.49 |
49.49 |
49.49 |
49.28 |
| S1 |
48.20 |
48.20 |
48.85 |
47.78 |
| S2 |
47.35 |
47.35 |
48.66 |
|
| S3 |
45.21 |
46.06 |
48.46 |
|
| S4 |
43.07 |
43.92 |
47.87 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.45 |
60.33 |
51.57 |
|
| R3 |
57.87 |
55.75 |
50.31 |
|
| R2 |
53.29 |
53.29 |
49.89 |
|
| R1 |
51.17 |
51.17 |
49.47 |
49.94 |
| PP |
48.71 |
48.71 |
48.71 |
48.10 |
| S1 |
46.59 |
46.59 |
48.63 |
45.36 |
| S2 |
44.13 |
44.13 |
48.21 |
|
| S3 |
39.55 |
42.01 |
47.79 |
|
| S4 |
34.97 |
37.43 |
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 |
9.3% |
2.81 |
5.7% |
61% |
False |
False |
21,737 |
| 10 |
50.83 |
44.27 |
6.56 |
13.4% |
2.76 |
5.6% |
73% |
False |
False |
19,438 |
| 20 |
50.83 |
42.19 |
8.64 |
17.6% |
2.75 |
5.6% |
79% |
False |
False |
19,150 |
| 40 |
55.16 |
42.19 |
12.97 |
26.4% |
2.56 |
5.2% |
53% |
False |
False |
16,024 |
| 60 |
60.72 |
42.19 |
18.53 |
37.8% |
2.73 |
5.6% |
37% |
False |
False |
13,632 |
| 80 |
64.57 |
42.19 |
22.38 |
45.6% |
2.78 |
5.7% |
31% |
False |
False |
11,419 |
| 100 |
78.55 |
42.19 |
36.36 |
74.1% |
2.62 |
5.3% |
19% |
False |
False |
9,706 |
| 120 |
110.25 |
42.19 |
68.06 |
138.8% |
2.41 |
4.9% |
10% |
False |
False |
8,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.88 |
|
2.618 |
56.38 |
|
1.618 |
54.24 |
|
1.000 |
52.92 |
|
0.618 |
52.10 |
|
HIGH |
50.78 |
|
0.618 |
49.96 |
|
0.500 |
49.71 |
|
0.382 |
49.46 |
|
LOW |
48.64 |
|
0.618 |
47.32 |
|
1.000 |
46.50 |
|
1.618 |
45.18 |
|
2.618 |
43.04 |
|
4.250 |
39.55 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.71 |
48.87 |
| PP |
49.49 |
48.69 |
| S1 |
49.27 |
48.52 |
|