NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
51.01 |
50.50 |
-0.51 |
-1.0% |
49.06 |
| High |
51.24 |
51.45 |
0.21 |
0.4% |
50.50 |
| Low |
48.74 |
49.56 |
0.82 |
1.7% |
45.00 |
| Close |
49.95 |
49.71 |
-0.24 |
-0.5% |
50.23 |
| Range |
2.50 |
1.89 |
-0.61 |
-24.4% |
5.50 |
| ATR |
2.36 |
2.33 |
-0.03 |
-1.4% |
0.00 |
| Volume |
10,388 |
16,204 |
5,816 |
56.0% |
53,837 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.91 |
54.70 |
50.75 |
|
| R3 |
54.02 |
52.81 |
50.23 |
|
| R2 |
52.13 |
52.13 |
50.06 |
|
| R1 |
50.92 |
50.92 |
49.88 |
50.58 |
| PP |
50.24 |
50.24 |
50.24 |
50.07 |
| S1 |
49.03 |
49.03 |
49.54 |
48.69 |
| S2 |
48.35 |
48.35 |
49.36 |
|
| S3 |
46.46 |
47.14 |
49.19 |
|
| S4 |
44.57 |
45.25 |
48.67 |
|
|
| 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 |
51.45 |
47.20 |
4.25 |
8.5% |
2.12 |
4.3% |
59% |
True |
False |
13,112 |
| 10 |
51.45 |
45.00 |
6.45 |
13.0% |
2.38 |
4.8% |
73% |
True |
False |
11,492 |
| 20 |
54.10 |
43.34 |
10.76 |
21.6% |
2.27 |
4.6% |
59% |
False |
False |
9,479 |
| 40 |
56.29 |
43.34 |
12.95 |
26.1% |
2.06 |
4.1% |
49% |
False |
False |
7,797 |
| 60 |
60.48 |
43.34 |
17.14 |
34.5% |
1.89 |
3.8% |
37% |
False |
False |
6,214 |
| 80 |
65.27 |
43.34 |
21.93 |
44.1% |
1.65 |
3.3% |
29% |
False |
False |
5,236 |
| 100 |
79.03 |
43.34 |
35.69 |
71.8% |
1.65 |
3.3% |
18% |
False |
False |
4,535 |
| 120 |
109.67 |
43.34 |
66.33 |
133.4% |
1.52 |
3.1% |
10% |
False |
False |
3,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.48 |
|
2.618 |
56.40 |
|
1.618 |
54.51 |
|
1.000 |
53.34 |
|
0.618 |
52.62 |
|
HIGH |
51.45 |
|
0.618 |
50.73 |
|
0.500 |
50.51 |
|
0.382 |
50.28 |
|
LOW |
49.56 |
|
0.618 |
48.39 |
|
1.000 |
47.67 |
|
1.618 |
46.50 |
|
2.618 |
44.61 |
|
4.250 |
41.53 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.51 |
50.02 |
| PP |
50.24 |
49.92 |
| S1 |
49.98 |
49.81 |
|