NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
49.06 |
45.00 |
-4.06 |
-8.3% |
46.28 |
| High |
49.06 |
47.15 |
-1.91 |
-3.9% |
50.55 |
| Low |
45.40 |
45.00 |
-0.40 |
-0.9% |
44.41 |
| Close |
45.65 |
46.88 |
1.23 |
2.7% |
49.82 |
| Range |
3.66 |
2.15 |
-1.51 |
-41.3% |
6.14 |
| ATR |
2.40 |
2.38 |
-0.02 |
-0.7% |
0.00 |
| Volume |
8,284 |
6,585 |
-1,699 |
-20.5% |
51,624 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.79 |
51.99 |
48.06 |
|
| R3 |
50.64 |
49.84 |
47.47 |
|
| R2 |
48.49 |
48.49 |
47.27 |
|
| R1 |
47.69 |
47.69 |
47.08 |
48.09 |
| PP |
46.34 |
46.34 |
46.34 |
46.55 |
| S1 |
45.54 |
45.54 |
46.68 |
45.94 |
| S2 |
44.19 |
44.19 |
46.49 |
|
| S3 |
42.04 |
43.39 |
46.29 |
|
| S4 |
39.89 |
41.24 |
45.70 |
|
|
| 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 |
45.00 |
5.55 |
11.8% |
2.63 |
5.6% |
34% |
False |
True |
9,872 |
| 10 |
50.55 |
43.34 |
7.21 |
15.4% |
2.40 |
5.1% |
49% |
False |
False |
8,760 |
| 20 |
54.10 |
43.34 |
10.76 |
23.0% |
2.12 |
4.5% |
33% |
False |
False |
7,853 |
| 40 |
60.48 |
43.34 |
17.14 |
36.6% |
2.03 |
4.3% |
21% |
False |
False |
6,600 |
| 60 |
60.48 |
43.34 |
17.14 |
36.6% |
1.80 |
3.8% |
21% |
False |
False |
5,369 |
| 80 |
72.08 |
43.34 |
28.74 |
61.3% |
1.63 |
3.5% |
12% |
False |
False |
4,484 |
| 100 |
89.88 |
43.34 |
46.54 |
99.3% |
1.63 |
3.5% |
8% |
False |
False |
3,919 |
| 120 |
109.67 |
43.34 |
66.33 |
141.5% |
1.48 |
3.2% |
5% |
False |
False |
3,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.29 |
|
2.618 |
52.78 |
|
1.618 |
50.63 |
|
1.000 |
49.30 |
|
0.618 |
48.48 |
|
HIGH |
47.15 |
|
0.618 |
46.33 |
|
0.500 |
46.08 |
|
0.382 |
45.82 |
|
LOW |
45.00 |
|
0.618 |
43.67 |
|
1.000 |
42.85 |
|
1.618 |
41.52 |
|
2.618 |
39.37 |
|
4.250 |
35.86 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
46.61 |
47.50 |
| PP |
46.34 |
47.29 |
| S1 |
46.08 |
47.09 |
|