NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
57.74 |
58.17 |
0.43 |
0.7% |
57.50 |
High |
59.00 |
58.17 |
-0.83 |
-1.4% |
59.41 |
Low |
57.74 |
56.68 |
-1.06 |
-1.8% |
56.68 |
Close |
58.99 |
57.65 |
-1.34 |
-2.3% |
57.65 |
Range |
1.26 |
1.49 |
0.23 |
18.3% |
2.73 |
ATR |
2.35 |
2.34 |
0.00 |
-0.1% |
0.00 |
Volume |
6,367 |
5,849 |
-518 |
-8.1% |
38,156 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.97 |
61.30 |
58.47 |
|
R3 |
60.48 |
59.81 |
58.06 |
|
R2 |
58.99 |
58.99 |
57.92 |
|
R1 |
58.32 |
58.32 |
57.79 |
57.91 |
PP |
57.50 |
57.50 |
57.50 |
57.30 |
S1 |
56.83 |
56.83 |
57.51 |
56.42 |
S2 |
56.01 |
56.01 |
57.38 |
|
S3 |
54.52 |
55.34 |
57.24 |
|
S4 |
53.03 |
53.85 |
56.83 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.10 |
64.61 |
59.15 |
|
R3 |
63.37 |
61.88 |
58.40 |
|
R2 |
60.64 |
60.64 |
58.15 |
|
R1 |
59.15 |
59.15 |
57.90 |
59.90 |
PP |
57.91 |
57.91 |
57.91 |
58.29 |
S1 |
56.42 |
56.42 |
57.40 |
57.17 |
S2 |
55.18 |
55.18 |
57.15 |
|
S3 |
52.45 |
53.69 |
56.90 |
|
S4 |
49.72 |
50.96 |
56.15 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.50 |
2.618 |
62.07 |
1.618 |
60.58 |
1.000 |
59.66 |
0.618 |
59.09 |
HIGH |
58.17 |
0.618 |
57.60 |
0.500 |
57.43 |
0.382 |
57.25 |
LOW |
56.68 |
0.618 |
55.76 |
1.000 |
55.19 |
1.618 |
54.27 |
2.618 |
52.78 |
4.250 |
50.35 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
57.58 |
57.84 |
PP |
57.50 |
57.78 |
S1 |
57.43 |
57.71 |
|