NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
50.66 |
49.88 |
-0.78 |
-1.5% |
46.91 |
| High |
50.99 |
50.99 |
0.00 |
0.0% |
51.29 |
| Low |
49.05 |
46.23 |
-2.82 |
-5.7% |
45.32 |
| Close |
50.57 |
46.49 |
-4.08 |
-8.1% |
50.57 |
| Range |
1.94 |
4.76 |
2.82 |
145.4% |
5.97 |
| ATR |
2.31 |
2.48 |
0.18 |
7.6% |
0.00 |
| Volume |
10,477 |
8,137 |
-2,340 |
-22.3% |
42,306 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.18 |
59.10 |
49.11 |
|
| R3 |
57.42 |
54.34 |
47.80 |
|
| R2 |
52.66 |
52.66 |
47.36 |
|
| R1 |
49.58 |
49.58 |
46.93 |
48.74 |
| PP |
47.90 |
47.90 |
47.90 |
47.49 |
| S1 |
44.82 |
44.82 |
46.05 |
43.98 |
| S2 |
43.14 |
43.14 |
45.62 |
|
| S3 |
38.38 |
40.06 |
45.18 |
|
| S4 |
33.62 |
35.30 |
43.87 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.97 |
64.74 |
53.85 |
|
| R3 |
61.00 |
58.77 |
52.21 |
|
| R2 |
55.03 |
55.03 |
51.66 |
|
| R1 |
52.80 |
52.80 |
51.12 |
53.92 |
| PP |
49.06 |
49.06 |
49.06 |
49.62 |
| S1 |
46.83 |
46.83 |
50.02 |
47.95 |
| S2 |
43.09 |
43.09 |
49.48 |
|
| S3 |
37.12 |
40.86 |
48.93 |
|
| S4 |
31.15 |
34.89 |
47.29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.22 |
|
2.618 |
63.45 |
|
1.618 |
58.69 |
|
1.000 |
55.75 |
|
0.618 |
53.93 |
|
HIGH |
50.99 |
|
0.618 |
49.17 |
|
0.500 |
48.61 |
|
0.382 |
48.05 |
|
LOW |
46.23 |
|
0.618 |
43.29 |
|
1.000 |
41.47 |
|
1.618 |
38.53 |
|
2.618 |
33.77 |
|
4.250 |
26.00 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.61 |
48.76 |
| PP |
47.90 |
48.00 |
| S1 |
47.20 |
47.25 |
|