NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
49.22 |
48.50 |
-0.72 |
-1.5% |
49.00 |
| High |
49.25 |
49.01 |
-0.24 |
-0.5% |
52.63 |
| Low |
47.78 |
47.48 |
-0.30 |
-0.6% |
47.00 |
| Close |
47.89 |
49.01 |
1.12 |
2.3% |
51.89 |
| Range |
1.47 |
1.53 |
0.06 |
4.1% |
5.63 |
| ATR |
2.08 |
2.04 |
-0.04 |
-1.9% |
0.00 |
| Volume |
4,785 |
2,960 |
-1,825 |
-38.1% |
26,336 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.09 |
52.58 |
49.85 |
|
| R3 |
51.56 |
51.05 |
49.43 |
|
| R2 |
50.03 |
50.03 |
49.29 |
|
| R1 |
49.52 |
49.52 |
49.15 |
49.78 |
| PP |
48.50 |
48.50 |
48.50 |
48.63 |
| S1 |
47.99 |
47.99 |
48.87 |
48.25 |
| S2 |
46.97 |
46.97 |
48.73 |
|
| S3 |
45.44 |
46.46 |
48.59 |
|
| S4 |
43.91 |
44.93 |
48.17 |
|
|
| 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 |
55.51 |
|
2.618 |
53.02 |
|
1.618 |
51.49 |
|
1.000 |
50.54 |
|
0.618 |
49.96 |
|
HIGH |
49.01 |
|
0.618 |
48.43 |
|
0.500 |
48.25 |
|
0.382 |
48.06 |
|
LOW |
47.48 |
|
0.618 |
46.53 |
|
1.000 |
45.95 |
|
1.618 |
45.00 |
|
2.618 |
43.47 |
|
4.250 |
40.98 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.76 |
49.69 |
| PP |
48.50 |
49.46 |
| S1 |
48.25 |
49.24 |
|