NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
55.10 |
52.04 |
-3.06 |
-5.6% |
55.92 |
| High |
55.10 |
53.19 |
-1.91 |
-3.5% |
57.29 |
| Low |
51.44 |
50.99 |
-0.45 |
-0.9% |
54.50 |
| Close |
51.79 |
52.85 |
1.06 |
2.0% |
55.48 |
| Range |
3.66 |
2.20 |
-1.46 |
-39.9% |
2.79 |
| ATR |
2.70 |
2.66 |
-0.04 |
-1.3% |
0.00 |
| Volume |
23,435 |
26,691 |
3,256 |
13.9% |
114,028 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.94 |
58.10 |
54.06 |
|
| R3 |
56.74 |
55.90 |
53.46 |
|
| R2 |
54.54 |
54.54 |
53.25 |
|
| R1 |
53.70 |
53.70 |
53.05 |
54.12 |
| PP |
52.34 |
52.34 |
52.34 |
52.56 |
| S1 |
51.50 |
51.50 |
52.65 |
51.92 |
| S2 |
50.14 |
50.14 |
52.45 |
|
| S3 |
47.94 |
49.30 |
52.25 |
|
| S4 |
45.74 |
47.10 |
51.64 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.13 |
62.59 |
57.01 |
|
| R3 |
61.34 |
59.80 |
56.25 |
|
| R2 |
58.55 |
58.55 |
55.99 |
|
| R1 |
57.01 |
57.01 |
55.74 |
56.39 |
| PP |
55.76 |
55.76 |
55.76 |
55.44 |
| S1 |
54.22 |
54.22 |
55.22 |
53.60 |
| S2 |
52.97 |
52.97 |
54.97 |
|
| S3 |
50.18 |
51.43 |
54.71 |
|
| S4 |
47.39 |
48.64 |
53.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.28 |
50.99 |
6.29 |
11.9% |
2.42 |
4.6% |
30% |
False |
True |
24,109 |
| 10 |
57.29 |
50.23 |
7.06 |
13.4% |
2.35 |
4.5% |
37% |
False |
False |
23,106 |
| 20 |
57.29 |
45.30 |
11.99 |
22.7% |
2.60 |
4.9% |
63% |
False |
False |
21,235 |
| 40 |
57.29 |
42.19 |
15.10 |
28.6% |
2.53 |
4.8% |
71% |
False |
False |
18,663 |
| 60 |
60.72 |
42.19 |
18.53 |
35.1% |
2.58 |
4.9% |
58% |
False |
False |
16,508 |
| 80 |
60.72 |
42.19 |
18.53 |
35.1% |
2.79 |
5.3% |
58% |
False |
False |
14,118 |
| 100 |
72.11 |
42.19 |
29.92 |
56.6% |
2.70 |
5.1% |
36% |
False |
False |
11,977 |
| 120 |
89.63 |
42.19 |
47.44 |
89.8% |
2.58 |
4.9% |
22% |
False |
False |
10,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.54 |
|
2.618 |
58.95 |
|
1.618 |
56.75 |
|
1.000 |
55.39 |
|
0.618 |
54.55 |
|
HIGH |
53.19 |
|
0.618 |
52.35 |
|
0.500 |
52.09 |
|
0.382 |
51.83 |
|
LOW |
50.99 |
|
0.618 |
49.63 |
|
1.000 |
48.79 |
|
1.618 |
47.43 |
|
2.618 |
45.23 |
|
4.250 |
41.64 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.60 |
53.96 |
| PP |
52.34 |
53.59 |
| S1 |
52.09 |
53.22 |
|