NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
50.32 |
51.03 |
0.71 |
1.4% |
48.46 |
| High |
50.63 |
51.43 |
0.80 |
1.6% |
51.43 |
| Low |
49.35 |
49.87 |
0.52 |
1.1% |
46.50 |
| Close |
49.90 |
51.34 |
1.44 |
2.9% |
51.34 |
| Range |
1.28 |
1.56 |
0.28 |
21.9% |
4.93 |
| ATR |
2.07 |
2.03 |
-0.04 |
-1.8% |
0.00 |
| Volume |
4,765 |
7,541 |
2,776 |
58.3% |
26,635 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.56 |
55.01 |
52.20 |
|
| R3 |
54.00 |
53.45 |
51.77 |
|
| R2 |
52.44 |
52.44 |
51.63 |
|
| R1 |
51.89 |
51.89 |
51.48 |
52.17 |
| PP |
50.88 |
50.88 |
50.88 |
51.02 |
| S1 |
50.33 |
50.33 |
51.20 |
50.61 |
| S2 |
49.32 |
49.32 |
51.05 |
|
| S3 |
47.76 |
48.77 |
50.91 |
|
| S4 |
46.20 |
47.21 |
50.48 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.55 |
62.87 |
54.05 |
|
| R3 |
59.62 |
57.94 |
52.70 |
|
| R2 |
54.69 |
54.69 |
52.24 |
|
| R1 |
53.01 |
53.01 |
51.79 |
53.85 |
| PP |
49.76 |
49.76 |
49.76 |
50.18 |
| S1 |
48.08 |
48.08 |
50.89 |
48.92 |
| S2 |
44.83 |
44.83 |
50.44 |
|
| S3 |
39.90 |
43.15 |
49.98 |
|
| S4 |
34.97 |
38.22 |
48.63 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.06 |
|
2.618 |
55.51 |
|
1.618 |
53.95 |
|
1.000 |
52.99 |
|
0.618 |
52.39 |
|
HIGH |
51.43 |
|
0.618 |
50.83 |
|
0.500 |
50.65 |
|
0.382 |
50.47 |
|
LOW |
49.87 |
|
0.618 |
48.91 |
|
1.000 |
48.31 |
|
1.618 |
47.35 |
|
2.618 |
45.79 |
|
4.250 |
43.24 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.11 |
51.02 |
| PP |
50.88 |
50.71 |
| S1 |
50.65 |
50.39 |
|