NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
51.45 |
52.00 |
0.55 |
1.1% |
49.22 |
| High |
51.73 |
52.30 |
0.57 |
1.1% |
51.73 |
| Low |
50.32 |
49.84 |
-0.48 |
-1.0% |
47.48 |
| Close |
51.73 |
51.28 |
-0.45 |
-0.9% |
51.73 |
| Range |
1.41 |
2.46 |
1.05 |
74.5% |
4.25 |
| ATR |
1.97 |
2.01 |
0.03 |
1.8% |
0.00 |
| Volume |
5,541 |
3,446 |
-2,095 |
-37.8% |
22,305 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.52 |
57.36 |
52.63 |
|
| R3 |
56.06 |
54.90 |
51.96 |
|
| R2 |
53.60 |
53.60 |
51.73 |
|
| R1 |
52.44 |
52.44 |
51.51 |
51.79 |
| PP |
51.14 |
51.14 |
51.14 |
50.82 |
| S1 |
49.98 |
49.98 |
51.05 |
49.33 |
| S2 |
48.68 |
48.68 |
50.83 |
|
| S3 |
46.22 |
47.52 |
50.60 |
|
| S4 |
43.76 |
45.06 |
49.93 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.06 |
61.65 |
54.07 |
|
| R3 |
58.81 |
57.40 |
52.90 |
|
| R2 |
54.56 |
54.56 |
52.51 |
|
| R1 |
53.15 |
53.15 |
52.12 |
53.86 |
| PP |
50.31 |
50.31 |
50.31 |
50.67 |
| S1 |
48.90 |
48.90 |
51.34 |
49.61 |
| S2 |
46.06 |
46.06 |
50.95 |
|
| S3 |
41.81 |
44.65 |
50.56 |
|
| S4 |
37.56 |
40.40 |
49.39 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.76 |
|
2.618 |
58.74 |
|
1.618 |
56.28 |
|
1.000 |
54.76 |
|
0.618 |
53.82 |
|
HIGH |
52.30 |
|
0.618 |
51.36 |
|
0.500 |
51.07 |
|
0.382 |
50.78 |
|
LOW |
49.84 |
|
0.618 |
48.32 |
|
1.000 |
47.38 |
|
1.618 |
45.86 |
|
2.618 |
43.40 |
|
4.250 |
39.39 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.21 |
51.21 |
| PP |
51.14 |
51.14 |
| S1 |
51.07 |
51.07 |
|