NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
45.78 |
47.25 |
1.47 |
3.2% |
46.91 |
| High |
48.05 |
50.50 |
2.45 |
5.1% |
51.29 |
| Low |
45.78 |
47.25 |
1.47 |
3.2% |
45.32 |
| Close |
47.71 |
50.40 |
2.69 |
5.6% |
50.57 |
| Range |
2.27 |
3.25 |
0.98 |
43.2% |
5.97 |
| ATR |
2.47 |
2.53 |
0.06 |
2.3% |
0.00 |
| Volume |
6,108 |
10,212 |
4,104 |
67.2% |
42,306 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.13 |
58.02 |
52.19 |
|
| R3 |
55.88 |
54.77 |
51.29 |
|
| R2 |
52.63 |
52.63 |
51.00 |
|
| R1 |
51.52 |
51.52 |
50.70 |
52.08 |
| PP |
49.38 |
49.38 |
49.38 |
49.66 |
| S1 |
48.27 |
48.27 |
50.10 |
48.83 |
| S2 |
46.13 |
46.13 |
49.80 |
|
| S3 |
42.88 |
45.02 |
49.51 |
|
| S4 |
39.63 |
41.77 |
48.61 |
|
|
| 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 |
64.31 |
|
2.618 |
59.01 |
|
1.618 |
55.76 |
|
1.000 |
53.75 |
|
0.618 |
52.51 |
|
HIGH |
50.50 |
|
0.618 |
49.26 |
|
0.500 |
48.88 |
|
0.382 |
48.49 |
|
LOW |
47.25 |
|
0.618 |
45.24 |
|
1.000 |
44.00 |
|
1.618 |
41.99 |
|
2.618 |
38.74 |
|
4.250 |
33.44 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.89 |
49.73 |
| PP |
49.38 |
49.06 |
| S1 |
48.88 |
48.39 |
|