NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
60.83 |
59.30 |
-1.53 |
-2.5% |
50.25 |
High |
60.83 |
60.09 |
-0.74 |
-1.2% |
59.00 |
Low |
59.96 |
58.82 |
-1.14 |
-1.9% |
50.25 |
Close |
60.81 |
59.27 |
-1.54 |
-2.5% |
58.94 |
Range |
0.87 |
1.27 |
0.40 |
46.0% |
8.75 |
ATR |
2.13 |
2.12 |
-0.01 |
-0.5% |
0.00 |
Volume |
5,921 |
8,020 |
2,099 |
35.5% |
22,333 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.20 |
62.51 |
59.97 |
|
R3 |
61.93 |
61.24 |
59.62 |
|
R2 |
60.66 |
60.66 |
59.50 |
|
R1 |
59.97 |
59.97 |
59.39 |
59.68 |
PP |
59.39 |
59.39 |
59.39 |
59.25 |
S1 |
58.70 |
58.70 |
59.15 |
58.41 |
S2 |
58.12 |
58.12 |
59.04 |
|
S3 |
56.85 |
57.43 |
58.92 |
|
S4 |
55.58 |
56.16 |
58.57 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.31 |
79.38 |
63.75 |
|
R3 |
73.56 |
70.63 |
61.35 |
|
R2 |
64.81 |
64.81 |
60.54 |
|
R1 |
61.88 |
61.88 |
59.74 |
63.35 |
PP |
56.06 |
56.06 |
56.06 |
56.80 |
S1 |
53.13 |
53.13 |
58.14 |
54.60 |
S2 |
47.31 |
47.31 |
57.34 |
|
S3 |
38.56 |
44.38 |
56.53 |
|
S4 |
29.81 |
35.63 |
54.13 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.49 |
2.618 |
63.41 |
1.618 |
62.14 |
1.000 |
61.36 |
0.618 |
60.87 |
HIGH |
60.09 |
0.618 |
59.60 |
0.500 |
59.46 |
0.382 |
59.31 |
LOW |
58.82 |
0.618 |
58.04 |
1.000 |
57.55 |
1.618 |
56.77 |
2.618 |
55.50 |
4.250 |
53.42 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
59.46 |
60.02 |
PP |
59.39 |
59.77 |
S1 |
59.33 |
59.52 |
|