NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
51.11 |
49.22 |
-1.89 |
-3.7% |
49.00 |
| High |
51.89 |
49.25 |
-2.64 |
-5.1% |
52.63 |
| Low |
50.40 |
47.78 |
-2.62 |
-5.2% |
47.00 |
| Close |
51.89 |
47.89 |
-4.00 |
-7.7% |
51.89 |
| Range |
1.49 |
1.47 |
-0.02 |
-1.3% |
5.63 |
| ATR |
1.92 |
2.08 |
0.16 |
8.1% |
0.00 |
| Volume |
6,457 |
4,785 |
-1,672 |
-25.9% |
26,336 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.72 |
51.77 |
48.70 |
|
| R3 |
51.25 |
50.30 |
48.29 |
|
| R2 |
49.78 |
49.78 |
48.16 |
|
| R1 |
48.83 |
48.83 |
48.02 |
48.57 |
| PP |
48.31 |
48.31 |
48.31 |
48.18 |
| S1 |
47.36 |
47.36 |
47.76 |
47.10 |
| S2 |
46.84 |
46.84 |
47.62 |
|
| S3 |
45.37 |
45.89 |
47.49 |
|
| S4 |
43.90 |
44.42 |
47.08 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.40 |
65.27 |
54.99 |
|
| R3 |
61.77 |
59.64 |
53.44 |
|
| R2 |
56.14 |
56.14 |
52.92 |
|
| R1 |
54.01 |
54.01 |
52.41 |
55.08 |
| PP |
50.51 |
50.51 |
50.51 |
51.04 |
| S1 |
48.38 |
48.38 |
51.37 |
49.45 |
| S2 |
44.88 |
44.88 |
50.86 |
|
| S3 |
39.25 |
42.75 |
50.34 |
|
| S4 |
33.62 |
37.12 |
48.79 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.50 |
|
2.618 |
53.10 |
|
1.618 |
51.63 |
|
1.000 |
50.72 |
|
0.618 |
50.16 |
|
HIGH |
49.25 |
|
0.618 |
48.69 |
|
0.500 |
48.52 |
|
0.382 |
48.34 |
|
LOW |
47.78 |
|
0.618 |
46.87 |
|
1.000 |
46.31 |
|
1.618 |
45.40 |
|
2.618 |
43.93 |
|
4.250 |
41.53 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.52 |
50.21 |
| PP |
48.31 |
49.43 |
| S1 |
48.10 |
48.66 |
|