NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
56.81 |
57.74 |
0.93 |
1.6% |
56.52 |
| High |
58.19 |
57.78 |
-0.41 |
-0.7% |
58.40 |
| Low |
56.81 |
55.72 |
-1.09 |
-1.9% |
55.72 |
| Close |
58.07 |
56.65 |
-1.42 |
-2.4% |
56.65 |
| Range |
1.38 |
2.06 |
0.68 |
49.3% |
2.68 |
| ATR |
2.32 |
2.32 |
0.00 |
0.1% |
0.00 |
| Volume |
6,186 |
7,027 |
841 |
13.6% |
37,060 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.90 |
61.83 |
57.78 |
|
| R3 |
60.84 |
59.77 |
57.22 |
|
| R2 |
58.78 |
58.78 |
57.03 |
|
| R1 |
57.71 |
57.71 |
56.84 |
57.22 |
| PP |
56.72 |
56.72 |
56.72 |
56.47 |
| S1 |
55.65 |
55.65 |
56.46 |
55.16 |
| S2 |
54.66 |
54.66 |
56.27 |
|
| S3 |
52.60 |
53.59 |
56.08 |
|
| S4 |
50.54 |
51.53 |
55.52 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.96 |
63.49 |
58.12 |
|
| R3 |
62.28 |
60.81 |
57.39 |
|
| R2 |
59.60 |
59.60 |
57.14 |
|
| R1 |
58.13 |
58.13 |
56.90 |
58.87 |
| PP |
56.92 |
56.92 |
56.92 |
57.29 |
| S1 |
55.45 |
55.45 |
56.40 |
56.19 |
| S2 |
54.24 |
54.24 |
56.16 |
|
| S3 |
51.56 |
52.77 |
55.91 |
|
| S4 |
48.88 |
50.09 |
55.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.40 |
55.72 |
2.68 |
4.7% |
1.63 |
2.9% |
35% |
False |
True |
7,412 |
| 10 |
58.40 |
48.06 |
10.34 |
18.3% |
2.09 |
3.7% |
83% |
False |
False |
8,036 |
| 20 |
58.40 |
45.00 |
13.40 |
23.7% |
2.26 |
4.0% |
87% |
False |
False |
9,542 |
| 40 |
58.40 |
43.34 |
15.06 |
26.6% |
2.14 |
3.8% |
88% |
False |
False |
8,628 |
| 60 |
60.48 |
43.34 |
17.14 |
30.3% |
2.16 |
3.8% |
78% |
False |
False |
7,394 |
| 80 |
60.48 |
43.34 |
17.14 |
30.3% |
1.84 |
3.2% |
78% |
False |
False |
6,284 |
| 100 |
76.95 |
43.34 |
33.61 |
59.3% |
1.77 |
3.1% |
40% |
False |
False |
5,383 |
| 120 |
90.08 |
43.34 |
46.74 |
82.5% |
1.70 |
3.0% |
28% |
False |
False |
4,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.54 |
|
2.618 |
63.17 |
|
1.618 |
61.11 |
|
1.000 |
59.84 |
|
0.618 |
59.05 |
|
HIGH |
57.78 |
|
0.618 |
56.99 |
|
0.500 |
56.75 |
|
0.382 |
56.51 |
|
LOW |
55.72 |
|
0.618 |
54.45 |
|
1.000 |
53.66 |
|
1.618 |
52.39 |
|
2.618 |
50.33 |
|
4.250 |
46.97 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
56.75 |
56.96 |
| PP |
56.72 |
56.85 |
| S1 |
56.68 |
56.75 |
|