NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
49.49 |
50.47 |
0.98 |
2.0% |
49.00 |
| High |
51.42 |
50.75 |
-0.67 |
-1.3% |
52.63 |
| Low |
49.49 |
50.06 |
0.57 |
1.2% |
47.00 |
| Close |
51.43 |
50.41 |
-1.02 |
-2.0% |
51.89 |
| Range |
1.93 |
0.69 |
-1.24 |
-64.2% |
5.63 |
| ATR |
2.06 |
2.02 |
-0.05 |
-2.4% |
0.00 |
| Volume |
4,881 |
4,138 |
-743 |
-15.2% |
26,336 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.48 |
52.13 |
50.79 |
|
| R3 |
51.79 |
51.44 |
50.60 |
|
| R2 |
51.10 |
51.10 |
50.54 |
|
| R1 |
50.75 |
50.75 |
50.47 |
50.58 |
| PP |
50.41 |
50.41 |
50.41 |
50.32 |
| S1 |
50.06 |
50.06 |
50.35 |
49.89 |
| S2 |
49.72 |
49.72 |
50.28 |
|
| S3 |
49.03 |
49.37 |
50.22 |
|
| S4 |
48.34 |
48.68 |
50.03 |
|
|
| 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 |
53.68 |
|
2.618 |
52.56 |
|
1.618 |
51.87 |
|
1.000 |
51.44 |
|
0.618 |
51.18 |
|
HIGH |
50.75 |
|
0.618 |
50.49 |
|
0.500 |
50.41 |
|
0.382 |
50.32 |
|
LOW |
50.06 |
|
0.618 |
49.63 |
|
1.000 |
49.37 |
|
1.618 |
48.94 |
|
2.618 |
48.25 |
|
4.250 |
47.13 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.41 |
50.09 |
| PP |
50.41 |
49.77 |
| S1 |
50.41 |
49.45 |
|