NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
47.25 |
50.25 |
3.00 |
6.3% |
46.91 |
| High |
50.50 |
50.25 |
-0.25 |
-0.5% |
51.29 |
| Low |
47.25 |
48.59 |
1.34 |
2.8% |
45.32 |
| Close |
50.40 |
49.28 |
-1.12 |
-2.2% |
50.57 |
| Range |
3.25 |
1.66 |
-1.59 |
-48.9% |
5.97 |
| ATR |
2.53 |
2.47 |
-0.05 |
-2.0% |
0.00 |
| Volume |
10,212 |
10,235 |
23 |
0.2% |
42,306 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.35 |
53.48 |
50.19 |
|
| R3 |
52.69 |
51.82 |
49.74 |
|
| R2 |
51.03 |
51.03 |
49.58 |
|
| R1 |
50.16 |
50.16 |
49.43 |
49.77 |
| PP |
49.37 |
49.37 |
49.37 |
49.18 |
| S1 |
48.50 |
48.50 |
49.13 |
48.11 |
| S2 |
47.71 |
47.71 |
48.98 |
|
| S3 |
46.05 |
46.84 |
48.82 |
|
| S4 |
44.39 |
45.18 |
48.37 |
|
|
| 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 |
57.31 |
|
2.618 |
54.60 |
|
1.618 |
52.94 |
|
1.000 |
51.91 |
|
0.618 |
51.28 |
|
HIGH |
50.25 |
|
0.618 |
49.62 |
|
0.500 |
49.42 |
|
0.382 |
49.22 |
|
LOW |
48.59 |
|
0.618 |
47.56 |
|
1.000 |
46.93 |
|
1.618 |
45.90 |
|
2.618 |
44.24 |
|
4.250 |
41.54 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.42 |
48.90 |
| PP |
49.37 |
48.52 |
| S1 |
49.33 |
48.14 |
|