NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.78 |
51.87 |
3.09 |
6.3% |
51.21 |
| High |
51.61 |
54.10 |
2.49 |
4.8% |
52.21 |
| Low |
48.78 |
50.94 |
2.16 |
4.4% |
47.85 |
| Close |
51.38 |
53.81 |
2.43 |
4.7% |
50.63 |
| Range |
2.83 |
3.16 |
0.33 |
11.7% |
4.36 |
| ATR |
2.47 |
2.52 |
0.05 |
2.0% |
0.00 |
| Volume |
6,161 |
8,471 |
2,310 |
37.5% |
45,849 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.43 |
61.28 |
55.55 |
|
| R3 |
59.27 |
58.12 |
54.68 |
|
| R2 |
56.11 |
56.11 |
54.39 |
|
| R1 |
54.96 |
54.96 |
54.10 |
55.54 |
| PP |
52.95 |
52.95 |
52.95 |
53.24 |
| S1 |
51.80 |
51.80 |
53.52 |
52.38 |
| S2 |
49.79 |
49.79 |
53.23 |
|
| S3 |
46.63 |
48.64 |
52.94 |
|
| S4 |
43.47 |
45.48 |
52.07 |
|
|
| 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 |
67.53 |
|
2.618 |
62.37 |
|
1.618 |
59.21 |
|
1.000 |
57.26 |
|
0.618 |
56.05 |
|
HIGH |
54.10 |
|
0.618 |
52.89 |
|
0.500 |
52.52 |
|
0.382 |
52.15 |
|
LOW |
50.94 |
|
0.618 |
48.99 |
|
1.000 |
47.78 |
|
1.618 |
45.83 |
|
2.618 |
42.67 |
|
4.250 |
37.51 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
53.38 |
53.02 |
| PP |
52.95 |
52.23 |
| S1 |
52.52 |
51.44 |
|