NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
51.07 |
48.78 |
-2.29 |
-4.5% |
51.21 |
| High |
51.97 |
51.61 |
-0.36 |
-0.7% |
52.21 |
| Low |
50.35 |
48.78 |
-1.57 |
-3.1% |
47.85 |
| Close |
50.63 |
51.38 |
0.75 |
1.5% |
50.63 |
| Range |
1.62 |
2.83 |
1.21 |
74.7% |
4.36 |
| ATR |
2.45 |
2.47 |
0.03 |
1.1% |
0.00 |
| Volume |
6,118 |
6,161 |
43 |
0.7% |
45,849 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.08 |
58.06 |
52.94 |
|
| R3 |
56.25 |
55.23 |
52.16 |
|
| R2 |
53.42 |
53.42 |
51.90 |
|
| R1 |
52.40 |
52.40 |
51.64 |
52.91 |
| PP |
50.59 |
50.59 |
50.59 |
50.85 |
| S1 |
49.57 |
49.57 |
51.12 |
50.08 |
| S2 |
47.76 |
47.76 |
50.86 |
|
| S3 |
44.93 |
46.74 |
50.60 |
|
| S4 |
42.10 |
43.91 |
49.82 |
|
|
| 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 |
63.64 |
|
2.618 |
59.02 |
|
1.618 |
56.19 |
|
1.000 |
54.44 |
|
0.618 |
53.36 |
|
HIGH |
51.61 |
|
0.618 |
50.53 |
|
0.500 |
50.20 |
|
0.382 |
49.86 |
|
LOW |
48.78 |
|
0.618 |
47.03 |
|
1.000 |
45.95 |
|
1.618 |
44.20 |
|
2.618 |
41.37 |
|
4.250 |
36.75 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.99 |
50.91 |
| PP |
50.59 |
50.45 |
| S1 |
50.20 |
49.98 |
|