NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.96 |
49.06 |
0.10 |
0.2% |
46.28 |
| High |
50.00 |
49.06 |
-0.94 |
-1.9% |
50.55 |
| Low |
48.12 |
45.40 |
-2.72 |
-5.7% |
44.41 |
| Close |
49.82 |
45.65 |
-4.17 |
-8.4% |
49.82 |
| Range |
1.88 |
3.66 |
1.78 |
94.7% |
6.14 |
| ATR |
2.24 |
2.40 |
0.16 |
6.9% |
0.00 |
| Volume |
13,897 |
8,284 |
-5,613 |
-40.4% |
51,624 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.68 |
55.33 |
47.66 |
|
| R3 |
54.02 |
51.67 |
46.66 |
|
| R2 |
50.36 |
50.36 |
46.32 |
|
| R1 |
48.01 |
48.01 |
45.99 |
47.36 |
| PP |
46.70 |
46.70 |
46.70 |
46.38 |
| S1 |
44.35 |
44.35 |
45.31 |
43.70 |
| S2 |
43.04 |
43.04 |
44.98 |
|
| S3 |
39.38 |
40.69 |
44.64 |
|
| S4 |
35.72 |
37.03 |
43.64 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.68 |
64.39 |
53.20 |
|
| R3 |
60.54 |
58.25 |
51.51 |
|
| R2 |
54.40 |
54.40 |
50.95 |
|
| R1 |
52.11 |
52.11 |
50.38 |
53.26 |
| PP |
48.26 |
48.26 |
48.26 |
48.83 |
| S1 |
45.97 |
45.97 |
49.26 |
47.12 |
| S2 |
42.12 |
42.12 |
48.69 |
|
| S3 |
35.98 |
39.83 |
48.13 |
|
| S4 |
29.84 |
33.69 |
46.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.55 |
45.20 |
5.35 |
11.7% |
2.44 |
5.3% |
8% |
False |
False |
10,479 |
| 10 |
50.55 |
43.34 |
7.21 |
15.8% |
2.57 |
5.6% |
32% |
False |
False |
8,986 |
| 20 |
54.10 |
43.34 |
10.76 |
23.6% |
2.12 |
4.6% |
21% |
False |
False |
7,837 |
| 40 |
60.48 |
43.34 |
17.14 |
37.5% |
2.03 |
4.4% |
13% |
False |
False |
6,507 |
| 60 |
60.48 |
43.34 |
17.14 |
37.5% |
1.76 |
3.9% |
13% |
False |
False |
5,302 |
| 80 |
76.95 |
43.34 |
33.61 |
73.6% |
1.69 |
3.7% |
7% |
False |
False |
4,435 |
| 100 |
90.08 |
43.34 |
46.74 |
102.4% |
1.62 |
3.6% |
5% |
False |
False |
3,859 |
| 120 |
109.67 |
43.34 |
66.33 |
145.3% |
1.47 |
3.2% |
3% |
False |
False |
3,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.62 |
|
2.618 |
58.64 |
|
1.618 |
54.98 |
|
1.000 |
52.72 |
|
0.618 |
51.32 |
|
HIGH |
49.06 |
|
0.618 |
47.66 |
|
0.500 |
47.23 |
|
0.382 |
46.80 |
|
LOW |
45.40 |
|
0.618 |
43.14 |
|
1.000 |
41.74 |
|
1.618 |
39.48 |
|
2.618 |
35.82 |
|
4.250 |
29.85 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.23 |
47.98 |
| PP |
46.70 |
47.20 |
| S1 |
46.18 |
46.43 |
|