NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
45.00 |
47.20 |
2.20 |
4.9% |
46.28 |
| High |
47.15 |
49.91 |
2.76 |
5.9% |
50.55 |
| Low |
45.00 |
47.20 |
2.20 |
4.9% |
44.41 |
| Close |
46.88 |
49.69 |
2.81 |
6.0% |
49.82 |
| Range |
2.15 |
2.71 |
0.56 |
26.0% |
6.14 |
| ATR |
2.38 |
2.43 |
0.05 |
1.9% |
0.00 |
| Volume |
6,585 |
11,430 |
4,845 |
73.6% |
51,624 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.06 |
56.09 |
51.18 |
|
| R3 |
54.35 |
53.38 |
50.44 |
|
| R2 |
51.64 |
51.64 |
50.19 |
|
| R1 |
50.67 |
50.67 |
49.94 |
51.16 |
| PP |
48.93 |
48.93 |
48.93 |
49.18 |
| S1 |
47.96 |
47.96 |
49.44 |
48.45 |
| S2 |
46.22 |
46.22 |
49.19 |
|
| S3 |
43.51 |
45.25 |
48.94 |
|
| S4 |
40.80 |
42.54 |
48.20 |
|
|
| 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 |
11.2% |
2.68 |
5.4% |
85% |
False |
False |
10,134 |
| 10 |
50.55 |
43.34 |
7.21 |
14.5% |
2.44 |
4.9% |
88% |
False |
False |
9,123 |
| 20 |
54.10 |
43.34 |
10.76 |
21.7% |
2.24 |
4.5% |
59% |
False |
False |
8,175 |
| 40 |
60.48 |
43.34 |
17.14 |
34.5% |
2.04 |
4.1% |
37% |
False |
False |
6,838 |
| 60 |
60.48 |
43.34 |
17.14 |
34.5% |
1.80 |
3.6% |
37% |
False |
False |
5,508 |
| 80 |
71.56 |
43.34 |
28.22 |
56.8% |
1.66 |
3.3% |
23% |
False |
False |
4,604 |
| 100 |
88.98 |
43.34 |
45.64 |
91.8% |
1.62 |
3.3% |
14% |
False |
False |
4,016 |
| 120 |
109.67 |
43.34 |
66.33 |
133.5% |
1.51 |
3.0% |
10% |
False |
False |
3,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.43 |
|
2.618 |
57.00 |
|
1.618 |
54.29 |
|
1.000 |
52.62 |
|
0.618 |
51.58 |
|
HIGH |
49.91 |
|
0.618 |
48.87 |
|
0.500 |
48.56 |
|
0.382 |
48.24 |
|
LOW |
47.20 |
|
0.618 |
45.53 |
|
1.000 |
44.49 |
|
1.618 |
42.82 |
|
2.618 |
40.11 |
|
4.250 |
35.68 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.31 |
48.95 |
| PP |
48.93 |
48.20 |
| S1 |
48.56 |
47.46 |
|