NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
49.84 |
50.32 |
0.48 |
1.0% |
48.83 |
| High |
50.97 |
50.63 |
-0.34 |
-0.7% |
51.95 |
| Low |
49.66 |
49.35 |
-0.31 |
-0.6% |
46.31 |
| Close |
50.96 |
49.90 |
-1.06 |
-2.1% |
51.24 |
| Range |
1.31 |
1.28 |
-0.03 |
-2.3% |
5.64 |
| ATR |
2.10 |
2.07 |
-0.04 |
-1.7% |
0.00 |
| Volume |
4,884 |
4,765 |
-119 |
-2.4% |
27,329 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.80 |
53.13 |
50.60 |
|
| R3 |
52.52 |
51.85 |
50.25 |
|
| R2 |
51.24 |
51.24 |
50.13 |
|
| R1 |
50.57 |
50.57 |
50.02 |
50.27 |
| PP |
49.96 |
49.96 |
49.96 |
49.81 |
| S1 |
49.29 |
49.29 |
49.78 |
48.99 |
| S2 |
48.68 |
48.68 |
49.67 |
|
| S3 |
47.40 |
48.01 |
49.55 |
|
| S4 |
46.12 |
46.73 |
49.20 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.75 |
64.64 |
54.34 |
|
| R3 |
61.11 |
59.00 |
52.79 |
|
| R2 |
55.47 |
55.47 |
52.27 |
|
| R1 |
53.36 |
53.36 |
51.76 |
54.42 |
| PP |
49.83 |
49.83 |
49.83 |
50.36 |
| S1 |
47.72 |
47.72 |
50.72 |
48.78 |
| S2 |
44.19 |
44.19 |
50.21 |
|
| S3 |
38.55 |
42.08 |
49.69 |
|
| S4 |
32.91 |
36.44 |
48.14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.07 |
|
2.618 |
53.98 |
|
1.618 |
52.70 |
|
1.000 |
51.91 |
|
0.618 |
51.42 |
|
HIGH |
50.63 |
|
0.618 |
50.14 |
|
0.500 |
49.99 |
|
0.382 |
49.84 |
|
LOW |
49.35 |
|
0.618 |
48.56 |
|
1.000 |
48.07 |
|
1.618 |
47.28 |
|
2.618 |
46.00 |
|
4.250 |
43.91 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.99 |
49.51 |
| PP |
49.96 |
49.12 |
| S1 |
49.93 |
48.74 |
|