NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 30-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
58.17 |
56.42 |
-1.75 |
-3.0% |
57.50 |
High |
58.17 |
56.42 |
-1.75 |
-3.0% |
59.41 |
Low |
56.68 |
53.91 |
-2.77 |
-4.9% |
56.68 |
Close |
57.65 |
54.15 |
-3.50 |
-6.1% |
57.65 |
Range |
1.49 |
2.51 |
1.02 |
68.5% |
2.73 |
ATR |
2.34 |
2.44 |
0.10 |
4.3% |
0.00 |
Volume |
5,849 |
5,638 |
-211 |
-3.6% |
38,156 |
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.36 |
60.76 |
55.53 |
|
R3 |
59.85 |
58.25 |
54.84 |
|
R2 |
57.34 |
57.34 |
54.61 |
|
R1 |
55.74 |
55.74 |
54.38 |
55.29 |
PP |
54.83 |
54.83 |
54.83 |
54.60 |
S1 |
53.23 |
53.23 |
53.92 |
52.78 |
S2 |
52.32 |
52.32 |
53.69 |
|
S3 |
49.81 |
50.72 |
53.46 |
|
S4 |
47.30 |
48.21 |
52.77 |
|
|
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 |
67.09 |
2.618 |
62.99 |
1.618 |
60.48 |
1.000 |
58.93 |
0.618 |
57.97 |
HIGH |
56.42 |
0.618 |
55.46 |
0.500 |
55.17 |
0.382 |
54.87 |
LOW |
53.91 |
0.618 |
52.36 |
1.000 |
51.40 |
1.618 |
49.85 |
2.618 |
47.34 |
4.250 |
43.24 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
55.17 |
56.46 |
PP |
54.83 |
55.69 |
S1 |
54.49 |
54.92 |
|