NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
55.50 |
56.21 |
0.71 |
1.3% |
48.78 |
High |
57.85 |
57.35 |
-0.50 |
-0.9% |
57.85 |
Low |
55.50 |
55.98 |
0.48 |
0.9% |
48.78 |
Close |
56.83 |
57.28 |
0.45 |
0.8% |
57.28 |
Range |
2.35 |
1.37 |
-0.98 |
-41.7% |
9.07 |
ATR |
2.65 |
2.56 |
-0.09 |
-3.5% |
0.00 |
Volume |
10,510 |
9,308 |
-1,202 |
-11.4% |
47,043 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.98 |
60.50 |
58.03 |
|
R3 |
59.61 |
59.13 |
57.66 |
|
R2 |
58.24 |
58.24 |
57.53 |
|
R1 |
57.76 |
57.76 |
57.41 |
58.00 |
PP |
56.87 |
56.87 |
56.87 |
56.99 |
S1 |
56.39 |
56.39 |
57.15 |
56.63 |
S2 |
55.50 |
55.50 |
57.03 |
|
S3 |
54.13 |
55.02 |
56.90 |
|
S4 |
52.76 |
53.65 |
56.53 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.85 |
78.63 |
62.27 |
|
R3 |
72.78 |
69.56 |
59.77 |
|
R2 |
63.71 |
63.71 |
58.94 |
|
R1 |
60.49 |
60.49 |
58.11 |
62.10 |
PP |
54.64 |
54.64 |
54.64 |
55.44 |
S1 |
51.42 |
51.42 |
56.45 |
53.03 |
S2 |
45.57 |
45.57 |
55.62 |
|
S3 |
36.50 |
42.35 |
54.79 |
|
S4 |
27.43 |
33.28 |
52.29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.17 |
2.618 |
60.94 |
1.618 |
59.57 |
1.000 |
58.72 |
0.618 |
58.20 |
HIGH |
57.35 |
0.618 |
56.83 |
0.500 |
56.67 |
0.382 |
56.50 |
LOW |
55.98 |
0.618 |
55.13 |
1.000 |
54.61 |
1.618 |
53.76 |
2.618 |
52.39 |
4.250 |
50.16 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
57.08 |
56.55 |
PP |
56.87 |
55.81 |
S1 |
56.67 |
55.08 |
|