NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
50.15 |
52.76 |
2.61 |
5.2% |
52.00 |
| High |
52.20 |
52.76 |
0.56 |
1.1% |
53.03 |
| Low |
49.44 |
51.56 |
2.12 |
4.3% |
49.00 |
| Close |
52.49 |
51.76 |
-0.73 |
-1.4% |
51.76 |
| Range |
2.76 |
1.20 |
-1.56 |
-56.5% |
4.03 |
| ATR |
2.09 |
2.03 |
-0.06 |
-3.0% |
0.00 |
| Volume |
5,574 |
3,121 |
-2,453 |
-44.0% |
21,473 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.63 |
54.89 |
52.42 |
|
| R3 |
54.43 |
53.69 |
52.09 |
|
| R2 |
53.23 |
53.23 |
51.98 |
|
| R1 |
52.49 |
52.49 |
51.87 |
52.26 |
| PP |
52.03 |
52.03 |
52.03 |
51.91 |
| S1 |
51.29 |
51.29 |
51.65 |
51.06 |
| S2 |
50.83 |
50.83 |
51.54 |
|
| S3 |
49.63 |
50.09 |
51.43 |
|
| S4 |
48.43 |
48.89 |
51.10 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.35 |
61.59 |
53.98 |
|
| R3 |
59.32 |
57.56 |
52.87 |
|
| R2 |
55.29 |
55.29 |
52.50 |
|
| R1 |
53.53 |
53.53 |
52.13 |
52.40 |
| PP |
51.26 |
51.26 |
51.26 |
50.70 |
| S1 |
49.50 |
49.50 |
51.39 |
48.37 |
| S2 |
47.23 |
47.23 |
51.02 |
|
| S3 |
43.20 |
45.47 |
50.65 |
|
| S4 |
39.17 |
41.44 |
49.54 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.86 |
|
2.618 |
55.90 |
|
1.618 |
54.70 |
|
1.000 |
53.96 |
|
0.618 |
53.50 |
|
HIGH |
52.76 |
|
0.618 |
52.30 |
|
0.500 |
52.16 |
|
0.382 |
52.02 |
|
LOW |
51.56 |
|
0.618 |
50.82 |
|
1.000 |
50.36 |
|
1.618 |
49.62 |
|
2.618 |
48.42 |
|
4.250 |
46.46 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.16 |
51.47 |
| PP |
52.03 |
51.17 |
| S1 |
51.89 |
50.88 |
|