NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
51.22 |
50.17 |
-1.05 |
-2.0% |
48.46 |
| High |
52.58 |
50.25 |
-2.33 |
-4.4% |
51.43 |
| Low |
50.88 |
48.64 |
-2.24 |
-4.4% |
46.50 |
| Close |
50.88 |
48.55 |
-2.33 |
-4.6% |
51.34 |
| Range |
1.70 |
1.61 |
-0.09 |
-5.3% |
4.93 |
| ATR |
1.99 |
2.01 |
0.02 |
0.9% |
0.00 |
| Volume |
8,132 |
6,942 |
-1,190 |
-14.6% |
26,635 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.98 |
52.87 |
49.44 |
|
| R3 |
52.37 |
51.26 |
48.99 |
|
| R2 |
50.76 |
50.76 |
48.85 |
|
| R1 |
49.65 |
49.65 |
48.70 |
49.40 |
| PP |
49.15 |
49.15 |
49.15 |
49.02 |
| S1 |
48.04 |
48.04 |
48.40 |
47.79 |
| S2 |
47.54 |
47.54 |
48.25 |
|
| S3 |
45.93 |
46.43 |
48.11 |
|
| S4 |
44.32 |
44.82 |
47.66 |
|
|
| 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 |
57.09 |
|
2.618 |
54.46 |
|
1.618 |
52.85 |
|
1.000 |
51.86 |
|
0.618 |
51.24 |
|
HIGH |
50.25 |
|
0.618 |
49.63 |
|
0.500 |
49.45 |
|
0.382 |
49.26 |
|
LOW |
48.64 |
|
0.618 |
47.65 |
|
1.000 |
47.03 |
|
1.618 |
46.04 |
|
2.618 |
44.43 |
|
4.250 |
41.80 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.45 |
50.61 |
| PP |
49.15 |
49.92 |
| S1 |
48.85 |
49.24 |
|