NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
52.05 |
50.58 |
-1.47 |
-2.8% |
49.22 |
| High |
53.03 |
51.00 |
-2.03 |
-3.8% |
51.73 |
| Low |
51.55 |
49.00 |
-2.55 |
-4.9% |
47.48 |
| Close |
51.33 |
49.07 |
-2.26 |
-4.4% |
51.73 |
| Range |
1.48 |
2.00 |
0.52 |
35.1% |
4.25 |
| ATR |
1.99 |
2.01 |
0.02 |
1.2% |
0.00 |
| Volume |
4,690 |
4,642 |
-48 |
-1.0% |
22,305 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.69 |
54.38 |
50.17 |
|
| R3 |
53.69 |
52.38 |
49.62 |
|
| R2 |
51.69 |
51.69 |
49.44 |
|
| R1 |
50.38 |
50.38 |
49.25 |
50.04 |
| PP |
49.69 |
49.69 |
49.69 |
49.52 |
| S1 |
48.38 |
48.38 |
48.89 |
48.04 |
| S2 |
47.69 |
47.69 |
48.70 |
|
| S3 |
45.69 |
46.38 |
48.52 |
|
| S4 |
43.69 |
44.38 |
47.97 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.06 |
61.65 |
54.07 |
|
| R3 |
58.81 |
57.40 |
52.90 |
|
| R2 |
54.56 |
54.56 |
52.51 |
|
| R1 |
53.15 |
53.15 |
52.12 |
53.86 |
| PP |
50.31 |
50.31 |
50.31 |
50.67 |
| S1 |
48.90 |
48.90 |
51.34 |
49.61 |
| S2 |
46.06 |
46.06 |
50.95 |
|
| S3 |
41.81 |
44.65 |
50.56 |
|
| S4 |
37.56 |
40.40 |
49.39 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.50 |
|
2.618 |
56.24 |
|
1.618 |
54.24 |
|
1.000 |
53.00 |
|
0.618 |
52.24 |
|
HIGH |
51.00 |
|
0.618 |
50.24 |
|
0.500 |
50.00 |
|
0.382 |
49.76 |
|
LOW |
49.00 |
|
0.618 |
47.76 |
|
1.000 |
47.00 |
|
1.618 |
45.76 |
|
2.618 |
43.76 |
|
4.250 |
40.50 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.00 |
51.02 |
| PP |
49.69 |
50.37 |
| S1 |
49.38 |
49.72 |
|