NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.23 |
50.67 |
2.44 |
5.1% |
51.01 |
| High |
50.88 |
53.29 |
2.41 |
4.7% |
51.45 |
| Low |
48.06 |
50.34 |
2.28 |
4.7% |
47.14 |
| Close |
50.68 |
53.04 |
2.36 |
4.7% |
49.87 |
| Range |
2.82 |
2.95 |
0.13 |
4.6% |
4.31 |
| ATR |
2.42 |
2.46 |
0.04 |
1.6% |
0.00 |
| Volume |
5,950 |
7,547 |
1,597 |
26.8% |
56,650 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.07 |
60.01 |
54.66 |
|
| R3 |
58.12 |
57.06 |
53.85 |
|
| R2 |
55.17 |
55.17 |
53.58 |
|
| R1 |
54.11 |
54.11 |
53.31 |
54.64 |
| PP |
52.22 |
52.22 |
52.22 |
52.49 |
| S1 |
51.16 |
51.16 |
52.77 |
51.69 |
| S2 |
49.27 |
49.27 |
52.50 |
|
| S3 |
46.32 |
48.21 |
52.23 |
|
| S4 |
43.37 |
45.26 |
51.42 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.42 |
60.45 |
52.24 |
|
| R3 |
58.11 |
56.14 |
51.06 |
|
| R2 |
53.80 |
53.80 |
50.66 |
|
| R1 |
51.83 |
51.83 |
50.27 |
50.66 |
| PP |
49.49 |
49.49 |
49.49 |
48.90 |
| S1 |
47.52 |
47.52 |
49.47 |
46.35 |
| S2 |
45.18 |
45.18 |
49.08 |
|
| S3 |
40.87 |
43.21 |
48.68 |
|
| S4 |
36.56 |
38.90 |
47.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.29 |
47.14 |
6.15 |
11.6% |
2.74 |
5.2% |
96% |
True |
False |
8,711 |
| 10 |
53.29 |
47.14 |
6.15 |
11.6% |
2.43 |
4.6% |
96% |
True |
False |
10,911 |
| 20 |
53.29 |
43.34 |
9.95 |
18.8% |
2.42 |
4.6% |
97% |
True |
False |
9,835 |
| 40 |
54.45 |
43.34 |
11.11 |
20.9% |
2.21 |
4.2% |
87% |
False |
False |
8,251 |
| 60 |
60.48 |
43.34 |
17.14 |
32.3% |
2.02 |
3.8% |
57% |
False |
False |
6,715 |
| 80 |
62.08 |
43.34 |
18.74 |
35.3% |
1.73 |
3.3% |
52% |
False |
False |
5,681 |
| 100 |
76.95 |
43.34 |
33.61 |
63.4% |
1.75 |
3.3% |
29% |
False |
False |
4,907 |
| 120 |
108.14 |
43.34 |
64.80 |
122.2% |
1.60 |
3.0% |
15% |
False |
False |
4,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.83 |
|
2.618 |
61.01 |
|
1.618 |
58.06 |
|
1.000 |
56.24 |
|
0.618 |
55.11 |
|
HIGH |
53.29 |
|
0.618 |
52.16 |
|
0.500 |
51.82 |
|
0.382 |
51.47 |
|
LOW |
50.34 |
|
0.618 |
48.52 |
|
1.000 |
47.39 |
|
1.618 |
45.57 |
|
2.618 |
42.62 |
|
4.250 |
37.80 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.63 |
52.25 |
| PP |
52.22 |
51.46 |
| S1 |
51.82 |
50.68 |
|