NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 26-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
59.35 |
59.45 |
0.10 |
0.2% |
49.73 |
High |
59.39 |
59.88 |
0.49 |
0.8% |
58.18 |
Low |
57.93 |
58.98 |
1.05 |
1.8% |
49.73 |
Close |
58.39 |
59.87 |
1.48 |
2.5% |
58.12 |
Range |
1.46 |
0.90 |
-0.56 |
-38.4% |
8.45 |
ATR |
2.12 |
2.08 |
-0.05 |
-2.1% |
0.00 |
Volume |
7,715 |
5,071 |
-2,644 |
-34.3% |
29,804 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.28 |
61.97 |
60.37 |
|
R3 |
61.38 |
61.07 |
60.12 |
|
R2 |
60.48 |
60.48 |
60.04 |
|
R1 |
60.17 |
60.17 |
59.95 |
60.33 |
PP |
59.58 |
59.58 |
59.58 |
59.65 |
S1 |
59.27 |
59.27 |
59.79 |
59.43 |
S2 |
58.68 |
58.68 |
59.71 |
|
S3 |
57.78 |
58.37 |
59.62 |
|
S4 |
56.88 |
57.47 |
59.38 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.69 |
77.86 |
62.77 |
|
R3 |
72.24 |
69.41 |
60.44 |
|
R2 |
63.79 |
63.79 |
59.67 |
|
R1 |
60.96 |
60.96 |
58.89 |
62.38 |
PP |
55.34 |
55.34 |
55.34 |
56.05 |
S1 |
52.51 |
52.51 |
57.35 |
53.93 |
S2 |
46.89 |
46.89 |
56.57 |
|
S3 |
38.44 |
44.06 |
55.80 |
|
S4 |
29.99 |
35.61 |
53.47 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.71 |
2.618 |
62.24 |
1.618 |
61.34 |
1.000 |
60.78 |
0.618 |
60.44 |
HIGH |
59.88 |
0.618 |
59.54 |
0.500 |
59.43 |
0.382 |
59.32 |
LOW |
58.98 |
0.618 |
58.42 |
1.000 |
58.08 |
1.618 |
57.52 |
2.618 |
56.62 |
4.250 |
55.16 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
59.72 |
59.56 |
PP |
59.58 |
59.24 |
S1 |
59.43 |
58.93 |
|