NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
55.68 |
56.98 |
1.30 |
2.3% |
49.73 |
| High |
58.10 |
58.18 |
0.08 |
0.1% |
58.18 |
| Low |
55.68 |
56.86 |
1.18 |
2.1% |
49.73 |
| Close |
57.64 |
58.12 |
0.48 |
0.8% |
58.12 |
| Range |
2.42 |
1.32 |
-1.10 |
-45.5% |
8.45 |
| ATR |
2.28 |
2.21 |
-0.07 |
-3.0% |
0.00 |
| Volume |
5,817 |
7,118 |
1,301 |
22.4% |
29,804 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.68 |
61.22 |
58.85 |
|
| R3 |
60.36 |
59.90 |
58.48 |
|
| R2 |
59.04 |
59.04 |
58.36 |
|
| R1 |
58.58 |
58.58 |
58.24 |
58.81 |
| PP |
57.72 |
57.72 |
57.72 |
57.84 |
| S1 |
57.26 |
57.26 |
58.00 |
57.49 |
| S2 |
56.40 |
56.40 |
57.88 |
|
| S3 |
55.08 |
55.94 |
57.76 |
|
| S4 |
53.76 |
54.62 |
57.39 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.69 |
77.86 |
62.77 |
|
| R3 |
72.24 |
69.41 |
60.44 |
|
| R2 |
63.79 |
63.79 |
59.67 |
|
| R1 |
60.96 |
60.96 |
58.89 |
62.38 |
| PP |
55.34 |
55.34 |
55.34 |
56.05 |
| S1 |
52.51 |
52.51 |
57.35 |
53.93 |
| S2 |
46.89 |
46.89 |
56.57 |
|
| S3 |
38.44 |
44.06 |
55.80 |
|
| S4 |
29.99 |
35.61 |
53.47 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.79 |
|
2.618 |
61.64 |
|
1.618 |
60.32 |
|
1.000 |
59.50 |
|
0.618 |
59.00 |
|
HIGH |
58.18 |
|
0.618 |
57.68 |
|
0.500 |
57.52 |
|
0.382 |
57.36 |
|
LOW |
56.86 |
|
0.618 |
56.04 |
|
1.000 |
55.54 |
|
1.618 |
54.72 |
|
2.618 |
53.40 |
|
4.250 |
51.25 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
57.92 |
57.28 |
| PP |
57.72 |
56.44 |
| S1 |
57.52 |
55.60 |
|