NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
61.19 |
61.47 |
0.28 |
0.5% |
52.22 |
| High |
61.70 |
62.24 |
0.54 |
0.9% |
60.40 |
| Low |
60.42 |
61.47 |
1.05 |
1.7% |
51.78 |
| Close |
60.88 |
62.23 |
1.35 |
2.2% |
60.45 |
| Range |
1.28 |
0.77 |
-0.51 |
-39.8% |
8.62 |
| ATR |
1.95 |
1.90 |
-0.04 |
-2.2% |
0.00 |
| Volume |
2,103 |
1,934 |
-169 |
-8.0% |
10,240 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.29 |
64.03 |
62.65 |
|
| R3 |
63.52 |
63.26 |
62.44 |
|
| R2 |
62.75 |
62.75 |
62.37 |
|
| R1 |
62.49 |
62.49 |
62.30 |
62.62 |
| PP |
61.98 |
61.98 |
61.98 |
62.05 |
| S1 |
61.72 |
61.72 |
62.16 |
61.85 |
| S2 |
61.21 |
61.21 |
62.09 |
|
| S3 |
60.44 |
60.95 |
62.02 |
|
| S4 |
59.67 |
60.18 |
61.81 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.40 |
80.55 |
65.19 |
|
| R3 |
74.78 |
71.93 |
62.82 |
|
| R2 |
66.16 |
66.16 |
62.03 |
|
| R1 |
63.31 |
63.31 |
61.24 |
64.74 |
| PP |
57.54 |
57.54 |
57.54 |
58.26 |
| S1 |
54.69 |
54.69 |
59.66 |
56.12 |
| S2 |
48.92 |
48.92 |
58.87 |
|
| S3 |
40.30 |
46.07 |
58.08 |
|
| S4 |
31.68 |
37.45 |
55.71 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.51 |
|
2.618 |
64.26 |
|
1.618 |
63.49 |
|
1.000 |
63.01 |
|
0.618 |
62.72 |
|
HIGH |
62.24 |
|
0.618 |
61.95 |
|
0.500 |
61.86 |
|
0.382 |
61.76 |
|
LOW |
61.47 |
|
0.618 |
60.99 |
|
1.000 |
60.70 |
|
1.618 |
60.22 |
|
2.618 |
59.45 |
|
4.250 |
58.20 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
62.11 |
61.96 |
| PP |
61.98 |
61.69 |
| S1 |
61.86 |
61.42 |
|