NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.20 |
51.07 |
2.87 |
6.0% |
51.21 |
| High |
51.60 |
51.97 |
0.37 |
0.7% |
52.21 |
| Low |
47.99 |
50.35 |
2.36 |
4.9% |
47.85 |
| Close |
51.51 |
50.63 |
-0.88 |
-1.7% |
50.63 |
| Range |
3.61 |
1.62 |
-1.99 |
-55.1% |
4.36 |
| ATR |
2.51 |
2.45 |
-0.06 |
-2.5% |
0.00 |
| Volume |
8,387 |
6,118 |
-2,269 |
-27.1% |
45,849 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.84 |
54.86 |
51.52 |
|
| R3 |
54.22 |
53.24 |
51.08 |
|
| R2 |
52.60 |
52.60 |
50.93 |
|
| R1 |
51.62 |
51.62 |
50.78 |
51.30 |
| PP |
50.98 |
50.98 |
50.98 |
50.83 |
| S1 |
50.00 |
50.00 |
50.48 |
49.68 |
| S2 |
49.36 |
49.36 |
50.33 |
|
| S3 |
47.74 |
48.38 |
50.18 |
|
| S4 |
46.12 |
46.76 |
49.74 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.31 |
61.33 |
53.03 |
|
| R3 |
58.95 |
56.97 |
51.83 |
|
| R2 |
54.59 |
54.59 |
51.43 |
|
| R1 |
52.61 |
52.61 |
51.03 |
51.42 |
| PP |
50.23 |
50.23 |
50.23 |
49.64 |
| S1 |
48.25 |
48.25 |
50.23 |
47.06 |
| S2 |
45.87 |
45.87 |
49.83 |
|
| S3 |
41.51 |
43.89 |
49.43 |
|
| S4 |
37.15 |
39.53 |
48.23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.86 |
|
2.618 |
56.21 |
|
1.618 |
54.59 |
|
1.000 |
53.59 |
|
0.618 |
52.97 |
|
HIGH |
51.97 |
|
0.618 |
51.35 |
|
0.500 |
51.16 |
|
0.382 |
50.97 |
|
LOW |
50.35 |
|
0.618 |
49.35 |
|
1.000 |
48.73 |
|
1.618 |
47.73 |
|
2.618 |
46.11 |
|
4.250 |
43.47 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.16 |
50.39 |
| PP |
50.98 |
50.15 |
| S1 |
50.81 |
49.91 |
|