NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
47.20 |
49.58 |
2.38 |
5.0% |
46.28 |
| High |
49.91 |
49.58 |
-0.33 |
-0.7% |
50.55 |
| Low |
47.20 |
47.97 |
0.77 |
1.6% |
44.41 |
| Close |
49.69 |
48.51 |
-1.18 |
-2.4% |
49.82 |
| Range |
2.71 |
1.61 |
-1.10 |
-40.6% |
6.14 |
| ATR |
2.43 |
2.38 |
-0.05 |
-2.1% |
0.00 |
| Volume |
11,430 |
11,127 |
-303 |
-2.7% |
51,624 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.52 |
52.62 |
49.40 |
|
| R3 |
51.91 |
51.01 |
48.95 |
|
| R2 |
50.30 |
50.30 |
48.81 |
|
| R1 |
49.40 |
49.40 |
48.66 |
49.05 |
| PP |
48.69 |
48.69 |
48.69 |
48.51 |
| S1 |
47.79 |
47.79 |
48.36 |
47.44 |
| S2 |
47.08 |
47.08 |
48.21 |
|
| S3 |
45.47 |
46.18 |
48.07 |
|
| S4 |
43.86 |
44.57 |
47.62 |
|
|
| 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 |
50.00 |
45.00 |
5.00 |
10.3% |
2.40 |
5.0% |
70% |
False |
False |
10,264 |
| 10 |
50.55 |
44.00 |
6.55 |
13.5% |
2.30 |
4.7% |
69% |
False |
False |
9,731 |
| 20 |
54.10 |
43.34 |
10.76 |
22.2% |
2.26 |
4.7% |
48% |
False |
False |
8,475 |
| 40 |
60.00 |
43.34 |
16.66 |
34.3% |
2.06 |
4.3% |
31% |
False |
False |
7,033 |
| 60 |
60.48 |
43.34 |
17.14 |
35.3% |
1.83 |
3.8% |
30% |
False |
False |
5,624 |
| 80 |
71.56 |
43.34 |
28.22 |
58.2% |
1.65 |
3.4% |
18% |
False |
False |
4,731 |
| 100 |
84.82 |
43.34 |
41.48 |
85.5% |
1.63 |
3.4% |
12% |
False |
False |
4,122 |
| 120 |
109.67 |
43.34 |
66.33 |
136.7% |
1.51 |
3.1% |
8% |
False |
False |
3,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.42 |
|
2.618 |
53.79 |
|
1.618 |
52.18 |
|
1.000 |
51.19 |
|
0.618 |
50.57 |
|
HIGH |
49.58 |
|
0.618 |
48.96 |
|
0.500 |
48.78 |
|
0.382 |
48.59 |
|
LOW |
47.97 |
|
0.618 |
46.98 |
|
1.000 |
46.36 |
|
1.618 |
45.37 |
|
2.618 |
43.76 |
|
4.250 |
41.13 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.78 |
48.16 |
| PP |
48.69 |
47.81 |
| S1 |
48.60 |
47.46 |
|