NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
57.74 |
56.05 |
-1.69 |
-2.9% |
56.52 |
| High |
57.78 |
56.05 |
-1.73 |
-3.0% |
58.40 |
| Low |
55.72 |
52.75 |
-2.97 |
-5.3% |
55.72 |
| Close |
56.65 |
53.05 |
-3.60 |
-6.4% |
56.65 |
| Range |
2.06 |
3.30 |
1.24 |
60.2% |
2.68 |
| ATR |
2.32 |
2.43 |
0.11 |
4.9% |
0.00 |
| Volume |
7,027 |
8,054 |
1,027 |
14.6% |
37,060 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.85 |
61.75 |
54.87 |
|
| R3 |
60.55 |
58.45 |
53.96 |
|
| R2 |
57.25 |
57.25 |
53.66 |
|
| R1 |
55.15 |
55.15 |
53.35 |
54.55 |
| PP |
53.95 |
53.95 |
53.95 |
53.65 |
| S1 |
51.85 |
51.85 |
52.75 |
51.25 |
| S2 |
50.65 |
50.65 |
52.45 |
|
| S3 |
47.35 |
48.55 |
52.14 |
|
| S4 |
44.05 |
45.25 |
51.24 |
|
|
| 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 |
58.19 |
52.75 |
5.44 |
10.3% |
1.87 |
3.5% |
6% |
False |
True |
7,785 |
| 10 |
58.40 |
50.34 |
8.06 |
15.2% |
2.14 |
4.0% |
34% |
False |
False |
8,246 |
| 20 |
58.40 |
45.00 |
13.40 |
25.3% |
2.24 |
4.2% |
60% |
False |
False |
9,531 |
| 40 |
58.40 |
43.34 |
15.06 |
28.4% |
2.18 |
4.1% |
64% |
False |
False |
8,684 |
| 60 |
60.48 |
43.34 |
17.14 |
32.3% |
2.10 |
4.0% |
57% |
False |
False |
7,515 |
| 80 |
60.48 |
43.34 |
17.14 |
32.3% |
1.88 |
3.5% |
57% |
False |
False |
6,359 |
| 100 |
76.95 |
43.34 |
33.61 |
63.4% |
1.80 |
3.4% |
29% |
False |
False |
5,454 |
| 120 |
90.08 |
43.34 |
46.74 |
88.1% |
1.73 |
3.3% |
21% |
False |
False |
4,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.08 |
|
2.618 |
64.69 |
|
1.618 |
61.39 |
|
1.000 |
59.35 |
|
0.618 |
58.09 |
|
HIGH |
56.05 |
|
0.618 |
54.79 |
|
0.500 |
54.40 |
|
0.382 |
54.01 |
|
LOW |
52.75 |
|
0.618 |
50.71 |
|
1.000 |
49.45 |
|
1.618 |
47.41 |
|
2.618 |
44.11 |
|
4.250 |
38.73 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
54.40 |
55.47 |
| PP |
53.95 |
54.66 |
| S1 |
53.50 |
53.86 |
|