NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
50.17 |
49.35 |
-0.82 |
-1.6% |
48.46 |
| High |
50.25 |
52.01 |
1.76 |
3.5% |
51.43 |
| Low |
48.64 |
49.19 |
0.55 |
1.1% |
46.50 |
| Close |
48.55 |
52.01 |
3.46 |
7.1% |
51.34 |
| Range |
1.61 |
2.82 |
1.21 |
75.2% |
4.93 |
| ATR |
2.01 |
2.11 |
0.10 |
5.2% |
0.00 |
| Volume |
6,942 |
6,944 |
2 |
0.0% |
26,635 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.53 |
58.59 |
53.56 |
|
| R3 |
56.71 |
55.77 |
52.79 |
|
| R2 |
53.89 |
53.89 |
52.53 |
|
| R1 |
52.95 |
52.95 |
52.27 |
53.42 |
| PP |
51.07 |
51.07 |
51.07 |
51.31 |
| S1 |
50.13 |
50.13 |
51.75 |
50.60 |
| S2 |
48.25 |
48.25 |
51.49 |
|
| S3 |
45.43 |
47.31 |
51.23 |
|
| S4 |
42.61 |
44.49 |
50.46 |
|
|
| 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 |
64.00 |
|
2.618 |
59.39 |
|
1.618 |
56.57 |
|
1.000 |
54.83 |
|
0.618 |
53.75 |
|
HIGH |
52.01 |
|
0.618 |
50.93 |
|
0.500 |
50.60 |
|
0.382 |
50.27 |
|
LOW |
49.19 |
|
0.618 |
47.45 |
|
1.000 |
46.37 |
|
1.618 |
44.63 |
|
2.618 |
41.81 |
|
4.250 |
37.21 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.54 |
51.54 |
| PP |
51.07 |
51.08 |
| S1 |
50.60 |
50.61 |
|