NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
52.66 |
54.10 |
1.44 |
2.7% |
51.01 |
| High |
54.11 |
56.84 |
2.73 |
5.0% |
51.45 |
| Low |
51.22 |
54.10 |
2.88 |
5.6% |
47.14 |
| Close |
52.73 |
55.86 |
3.13 |
5.9% |
49.87 |
| Range |
2.89 |
2.74 |
-0.15 |
-5.2% |
4.31 |
| ATR |
2.49 |
2.60 |
0.12 |
4.7% |
0.00 |
| Volume |
10,192 |
9,720 |
-472 |
-4.6% |
56,650 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.82 |
62.58 |
57.37 |
|
| R3 |
61.08 |
59.84 |
56.61 |
|
| R2 |
58.34 |
58.34 |
56.36 |
|
| R1 |
57.10 |
57.10 |
56.11 |
57.72 |
| PP |
55.60 |
55.60 |
55.60 |
55.91 |
| S1 |
54.36 |
54.36 |
55.61 |
54.98 |
| S2 |
52.86 |
52.86 |
55.36 |
|
| S3 |
50.12 |
51.62 |
55.11 |
|
| S4 |
47.38 |
48.88 |
54.35 |
|
|
| 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 |
56.84 |
48.06 |
8.78 |
15.7% |
2.65 |
4.7% |
89% |
True |
False |
7,986 |
| 10 |
56.84 |
47.14 |
9.70 |
17.4% |
2.56 |
4.6% |
90% |
True |
False |
10,647 |
| 20 |
56.84 |
44.00 |
12.84 |
23.0% |
2.43 |
4.3% |
92% |
True |
False |
10,189 |
| 40 |
56.84 |
43.34 |
13.50 |
24.2% |
2.24 |
4.0% |
93% |
True |
False |
8,432 |
| 60 |
60.48 |
43.34 |
17.14 |
30.7% |
2.07 |
3.7% |
73% |
False |
False |
6,913 |
| 80 |
62.08 |
43.34 |
18.74 |
33.5% |
1.78 |
3.2% |
67% |
False |
False |
5,882 |
| 100 |
76.95 |
43.34 |
33.61 |
60.2% |
1.78 |
3.2% |
37% |
False |
False |
5,086 |
| 120 |
107.20 |
43.34 |
63.86 |
114.3% |
1.64 |
2.9% |
20% |
False |
False |
4,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.49 |
|
2.618 |
64.01 |
|
1.618 |
61.27 |
|
1.000 |
59.58 |
|
0.618 |
58.53 |
|
HIGH |
56.84 |
|
0.618 |
55.79 |
|
0.500 |
55.47 |
|
0.382 |
55.15 |
|
LOW |
54.10 |
|
0.618 |
52.41 |
|
1.000 |
51.36 |
|
1.618 |
49.67 |
|
2.618 |
46.93 |
|
4.250 |
42.46 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
55.73 |
55.10 |
| PP |
55.60 |
54.35 |
| S1 |
55.47 |
53.59 |
|