NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
49.58 |
49.35 |
-0.23 |
-0.5% |
49.06 |
| High |
49.58 |
50.50 |
0.92 |
1.9% |
50.50 |
| Low |
47.97 |
48.59 |
0.62 |
1.3% |
45.00 |
| Close |
48.51 |
50.23 |
1.72 |
3.5% |
50.23 |
| Range |
1.61 |
1.91 |
0.30 |
18.6% |
5.50 |
| ATR |
2.38 |
2.35 |
-0.03 |
-1.2% |
0.00 |
| Volume |
11,127 |
16,411 |
5,284 |
47.5% |
53,837 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.50 |
54.78 |
51.28 |
|
| R3 |
53.59 |
52.87 |
50.76 |
|
| R2 |
51.68 |
51.68 |
50.58 |
|
| R1 |
50.96 |
50.96 |
50.41 |
51.32 |
| PP |
49.77 |
49.77 |
49.77 |
49.96 |
| S1 |
49.05 |
49.05 |
50.05 |
49.41 |
| S2 |
47.86 |
47.86 |
49.88 |
|
| S3 |
45.95 |
47.14 |
49.70 |
|
| S4 |
44.04 |
45.23 |
49.18 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.08 |
63.15 |
53.26 |
|
| R3 |
59.58 |
57.65 |
51.74 |
|
| R2 |
54.08 |
54.08 |
51.24 |
|
| R1 |
52.15 |
52.15 |
50.73 |
53.12 |
| PP |
48.58 |
48.58 |
48.58 |
49.06 |
| S1 |
46.65 |
46.65 |
49.73 |
47.62 |
| S2 |
43.08 |
43.08 |
49.22 |
|
| S3 |
37.58 |
41.15 |
48.72 |
|
| S4 |
32.08 |
35.65 |
47.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.50 |
45.00 |
5.50 |
10.9% |
2.41 |
4.8% |
95% |
True |
False |
10,767 |
| 10 |
50.55 |
44.41 |
6.14 |
12.2% |
2.30 |
4.6% |
95% |
False |
False |
10,546 |
| 20 |
54.10 |
43.34 |
10.76 |
21.4% |
2.27 |
4.5% |
64% |
False |
False |
8,929 |
| 40 |
56.29 |
43.34 |
12.95 |
25.8% |
1.99 |
4.0% |
53% |
False |
False |
7,363 |
| 60 |
60.48 |
43.34 |
17.14 |
34.1% |
1.85 |
3.7% |
40% |
False |
False |
5,848 |
| 80 |
71.56 |
43.34 |
28.22 |
56.2% |
1.67 |
3.3% |
24% |
False |
False |
4,926 |
| 100 |
84.82 |
43.34 |
41.48 |
82.6% |
1.63 |
3.3% |
17% |
False |
False |
4,282 |
| 120 |
109.67 |
43.34 |
66.33 |
132.1% |
1.53 |
3.0% |
10% |
False |
False |
3,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.62 |
|
2.618 |
55.50 |
|
1.618 |
53.59 |
|
1.000 |
52.41 |
|
0.618 |
51.68 |
|
HIGH |
50.50 |
|
0.618 |
49.77 |
|
0.500 |
49.55 |
|
0.382 |
49.32 |
|
LOW |
48.59 |
|
0.618 |
47.41 |
|
1.000 |
46.68 |
|
1.618 |
45.50 |
|
2.618 |
43.59 |
|
4.250 |
40.47 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.00 |
49.77 |
| PP |
49.77 |
49.31 |
| S1 |
49.55 |
48.85 |
|