NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
57.85 |
59.12 |
1.27 |
2.2% |
50.25 |
| High |
59.00 |
61.22 |
2.22 |
3.8% |
59.00 |
| Low |
57.81 |
59.12 |
1.31 |
2.3% |
50.25 |
| Close |
58.94 |
61.18 |
2.24 |
3.8% |
58.94 |
| Range |
1.19 |
2.10 |
0.91 |
76.5% |
8.75 |
| ATR |
2.19 |
2.20 |
0.01 |
0.3% |
0.00 |
| Volume |
4,977 |
5,502 |
525 |
10.5% |
22,333 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.81 |
66.09 |
62.34 |
|
| R3 |
64.71 |
63.99 |
61.76 |
|
| R2 |
62.61 |
62.61 |
61.57 |
|
| R1 |
61.89 |
61.89 |
61.37 |
62.25 |
| PP |
60.51 |
60.51 |
60.51 |
60.69 |
| S1 |
59.79 |
59.79 |
60.99 |
60.15 |
| S2 |
58.41 |
58.41 |
60.80 |
|
| S3 |
56.31 |
57.69 |
60.60 |
|
| S4 |
54.21 |
55.59 |
60.03 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.31 |
79.38 |
63.75 |
|
| R3 |
73.56 |
70.63 |
61.35 |
|
| R2 |
64.81 |
64.81 |
60.54 |
|
| R1 |
61.88 |
61.88 |
59.74 |
63.35 |
| PP |
56.06 |
56.06 |
56.06 |
56.80 |
| S1 |
53.13 |
53.13 |
58.14 |
54.60 |
| S2 |
47.31 |
47.31 |
57.34 |
|
| S3 |
38.56 |
44.38 |
56.53 |
|
| S4 |
29.81 |
35.63 |
54.13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.15 |
|
2.618 |
66.72 |
|
1.618 |
64.62 |
|
1.000 |
63.32 |
|
0.618 |
62.52 |
|
HIGH |
61.22 |
|
0.618 |
60.42 |
|
0.500 |
60.17 |
|
0.382 |
59.92 |
|
LOW |
59.12 |
|
0.618 |
57.82 |
|
1.000 |
57.02 |
|
1.618 |
55.72 |
|
2.618 |
53.62 |
|
4.250 |
50.20 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
60.84 |
60.30 |
| PP |
60.51 |
59.42 |
| S1 |
60.17 |
58.54 |
|