NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
54.30 |
55.68 |
1.38 |
2.5% |
50.19 |
High |
55.68 |
58.10 |
2.42 |
4.3% |
52.73 |
Low |
53.01 |
55.68 |
2.67 |
5.0% |
48.64 |
Close |
54.37 |
57.64 |
3.27 |
6.0% |
51.21 |
Range |
2.67 |
2.42 |
-0.25 |
-9.4% |
4.09 |
ATR |
2.17 |
2.28 |
0.11 |
5.1% |
0.00 |
Volume |
8,040 |
5,817 |
-2,223 |
-27.6% |
32,511 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.40 |
63.44 |
58.97 |
|
R3 |
61.98 |
61.02 |
58.31 |
|
R2 |
59.56 |
59.56 |
58.08 |
|
R1 |
58.60 |
58.60 |
57.86 |
59.08 |
PP |
57.14 |
57.14 |
57.14 |
57.38 |
S1 |
56.18 |
56.18 |
57.42 |
56.66 |
S2 |
54.72 |
54.72 |
57.20 |
|
S3 |
52.30 |
53.76 |
56.97 |
|
S4 |
49.88 |
51.34 |
56.31 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.13 |
61.26 |
53.46 |
|
R3 |
59.04 |
57.17 |
52.33 |
|
R2 |
54.95 |
54.95 |
51.96 |
|
R1 |
53.08 |
53.08 |
51.58 |
54.02 |
PP |
50.86 |
50.86 |
50.86 |
51.33 |
S1 |
48.99 |
48.99 |
50.84 |
49.93 |
S2 |
46.77 |
46.77 |
50.46 |
|
S3 |
42.68 |
44.90 |
50.09 |
|
S4 |
38.59 |
40.81 |
48.96 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.39 |
2.618 |
64.44 |
1.618 |
62.02 |
1.000 |
60.52 |
0.618 |
59.60 |
HIGH |
58.10 |
0.618 |
57.18 |
0.500 |
56.89 |
0.382 |
56.60 |
LOW |
55.68 |
0.618 |
54.18 |
1.000 |
53.26 |
1.618 |
51.76 |
2.618 |
49.34 |
4.250 |
45.40 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
57.39 |
56.83 |
PP |
57.14 |
56.03 |
S1 |
56.89 |
55.22 |
|