NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
50.43 |
48.20 |
-2.23 |
-4.4% |
49.88 |
| High |
50.43 |
51.60 |
1.17 |
2.3% |
51.02 |
| Low |
47.85 |
47.99 |
0.14 |
0.3% |
45.78 |
| Close |
48.02 |
51.51 |
3.49 |
7.3% |
50.88 |
| Range |
2.58 |
3.61 |
1.03 |
39.9% |
5.24 |
| ATR |
2.43 |
2.51 |
0.08 |
3.5% |
0.00 |
| Volume |
9,008 |
8,387 |
-621 |
-6.9% |
48,837 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.20 |
59.96 |
53.50 |
|
| R3 |
57.59 |
56.35 |
52.50 |
|
| R2 |
53.98 |
53.98 |
52.17 |
|
| R1 |
52.74 |
52.74 |
51.84 |
53.36 |
| PP |
50.37 |
50.37 |
50.37 |
50.68 |
| S1 |
49.13 |
49.13 |
51.18 |
49.75 |
| S2 |
46.76 |
46.76 |
50.85 |
|
| S3 |
43.15 |
45.52 |
50.52 |
|
| S4 |
39.54 |
41.91 |
49.52 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.95 |
63.15 |
53.76 |
|
| R3 |
59.71 |
57.91 |
52.32 |
|
| R2 |
54.47 |
54.47 |
51.84 |
|
| R1 |
52.67 |
52.67 |
51.36 |
53.57 |
| PP |
49.23 |
49.23 |
49.23 |
49.68 |
| S1 |
47.43 |
47.43 |
50.40 |
48.33 |
| S2 |
43.99 |
43.99 |
49.92 |
|
| S3 |
38.75 |
42.19 |
49.44 |
|
| S4 |
33.51 |
36.95 |
48.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.94 |
|
2.618 |
61.05 |
|
1.618 |
57.44 |
|
1.000 |
55.21 |
|
0.618 |
53.83 |
|
HIGH |
51.60 |
|
0.618 |
50.22 |
|
0.500 |
49.80 |
|
0.382 |
49.37 |
|
LOW |
47.99 |
|
0.618 |
45.76 |
|
1.000 |
44.38 |
|
1.618 |
42.15 |
|
2.618 |
38.54 |
|
4.250 |
32.65 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.94 |
51.02 |
| PP |
50.37 |
50.52 |
| S1 |
49.80 |
50.03 |
|