NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 24-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
57.50 |
59.00 |
1.50 |
2.6% |
48.78 |
High |
59.41 |
59.10 |
-0.31 |
-0.5% |
57.85 |
Low |
57.25 |
58.19 |
0.94 |
1.6% |
48.78 |
Close |
59.36 |
59.05 |
-0.31 |
-0.5% |
57.28 |
Range |
2.16 |
0.91 |
-1.25 |
-57.9% |
9.07 |
ATR |
2.53 |
2.44 |
-0.10 |
-3.8% |
0.00 |
Volume |
7,672 |
8,078 |
406 |
5.3% |
47,043 |
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.51 |
61.19 |
59.55 |
|
R3 |
60.60 |
60.28 |
59.30 |
|
R2 |
59.69 |
59.69 |
59.22 |
|
R1 |
59.37 |
59.37 |
59.13 |
59.53 |
PP |
58.78 |
58.78 |
58.78 |
58.86 |
S1 |
58.46 |
58.46 |
58.97 |
58.62 |
S2 |
57.87 |
57.87 |
58.88 |
|
S3 |
56.96 |
57.55 |
58.80 |
|
S4 |
56.05 |
56.64 |
58.55 |
|
|
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 |
62.97 |
2.618 |
61.48 |
1.618 |
60.57 |
1.000 |
60.01 |
0.618 |
59.66 |
HIGH |
59.10 |
0.618 |
58.75 |
0.500 |
58.65 |
0.382 |
58.54 |
LOW |
58.19 |
0.618 |
57.63 |
1.000 |
57.28 |
1.618 |
56.72 |
2.618 |
55.81 |
4.250 |
54.32 |
|
|
Fisher Pivots for day following 24-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
58.92 |
58.60 |
PP |
58.78 |
58.15 |
S1 |
58.65 |
57.70 |
|