NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.50 |
49.49 |
0.99 |
2.0% |
49.00 |
| High |
49.01 |
51.42 |
2.41 |
4.9% |
52.63 |
| Low |
47.48 |
49.49 |
2.01 |
4.2% |
47.00 |
| Close |
49.01 |
51.43 |
2.42 |
4.9% |
51.89 |
| Range |
1.53 |
1.93 |
0.40 |
26.1% |
5.63 |
| ATR |
2.04 |
2.06 |
0.03 |
1.3% |
0.00 |
| Volume |
2,960 |
4,881 |
1,921 |
64.9% |
26,336 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.57 |
55.93 |
52.49 |
|
| R3 |
54.64 |
54.00 |
51.96 |
|
| R2 |
52.71 |
52.71 |
51.78 |
|
| R1 |
52.07 |
52.07 |
51.61 |
52.39 |
| PP |
50.78 |
50.78 |
50.78 |
50.94 |
| S1 |
50.14 |
50.14 |
51.25 |
50.46 |
| S2 |
48.85 |
48.85 |
51.08 |
|
| S3 |
46.92 |
48.21 |
50.90 |
|
| S4 |
44.99 |
46.28 |
50.37 |
|
|
| 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 |
59.62 |
|
2.618 |
56.47 |
|
1.618 |
54.54 |
|
1.000 |
53.35 |
|
0.618 |
52.61 |
|
HIGH |
51.42 |
|
0.618 |
50.68 |
|
0.500 |
50.46 |
|
0.382 |
50.23 |
|
LOW |
49.49 |
|
0.618 |
48.30 |
|
1.000 |
47.56 |
|
1.618 |
46.37 |
|
2.618 |
44.44 |
|
4.250 |
41.29 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.11 |
50.77 |
| PP |
50.78 |
50.11 |
| S1 |
50.46 |
49.45 |
|