NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
49.44 |
48.25 |
-1.19 |
-2.4% |
49.88 |
| High |
50.78 |
50.19 |
-0.59 |
-1.2% |
50.83 |
| Low |
48.64 |
47.02 |
-1.62 |
-3.3% |
46.25 |
| Close |
49.05 |
49.96 |
0.91 |
1.9% |
49.05 |
| Range |
2.14 |
3.17 |
1.03 |
48.1% |
4.58 |
| ATR |
2.74 |
2.78 |
0.03 |
1.1% |
0.00 |
| Volume |
14,947 |
11,331 |
-3,616 |
-24.2% |
108,689 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.57 |
57.43 |
51.70 |
|
| R3 |
55.40 |
54.26 |
50.83 |
|
| R2 |
52.23 |
52.23 |
50.54 |
|
| R1 |
51.09 |
51.09 |
50.25 |
51.66 |
| PP |
49.06 |
49.06 |
49.06 |
49.34 |
| S1 |
47.92 |
47.92 |
49.67 |
48.49 |
| S2 |
45.89 |
45.89 |
49.38 |
|
| S3 |
42.72 |
44.75 |
49.09 |
|
| S4 |
39.55 |
41.58 |
48.22 |
|
|
| 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 |
9.2% |
2.87 |
5.7% |
81% |
False |
False |
20,989 |
| 10 |
50.83 |
44.27 |
6.56 |
13.1% |
2.72 |
5.4% |
87% |
False |
False |
18,859 |
| 20 |
50.83 |
42.19 |
8.64 |
17.3% |
2.82 |
5.6% |
90% |
False |
False |
18,814 |
| 40 |
54.72 |
42.19 |
12.53 |
25.1% |
2.54 |
5.1% |
62% |
False |
False |
15,955 |
| 60 |
60.72 |
42.19 |
18.53 |
37.1% |
2.73 |
5.5% |
42% |
False |
False |
13,753 |
| 80 |
61.20 |
42.19 |
19.01 |
38.1% |
2.77 |
5.5% |
41% |
False |
False |
11,520 |
| 100 |
76.25 |
42.19 |
34.06 |
68.2% |
2.64 |
5.3% |
23% |
False |
False |
9,802 |
| 120 |
108.05 |
42.19 |
65.86 |
131.8% |
2.43 |
4.9% |
12% |
False |
False |
8,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.66 |
|
2.618 |
58.49 |
|
1.618 |
55.32 |
|
1.000 |
53.36 |
|
0.618 |
52.15 |
|
HIGH |
50.19 |
|
0.618 |
48.98 |
|
0.500 |
48.61 |
|
0.382 |
48.23 |
|
LOW |
47.02 |
|
0.618 |
45.06 |
|
1.000 |
43.85 |
|
1.618 |
41.89 |
|
2.618 |
38.72 |
|
4.250 |
33.55 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.51 |
49.48 |
| PP |
49.06 |
49.00 |
| S1 |
48.61 |
48.52 |
|