NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 26-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
59.30 |
60.85 |
1.55 |
2.6% |
50.25 |
High |
60.09 |
60.85 |
0.76 |
1.3% |
59.00 |
Low |
58.82 |
59.96 |
1.14 |
1.9% |
50.25 |
Close |
59.27 |
60.70 |
1.43 |
2.4% |
58.94 |
Range |
1.27 |
0.89 |
-0.38 |
-29.9% |
8.75 |
ATR |
2.12 |
2.08 |
-0.04 |
-1.8% |
0.00 |
Volume |
8,020 |
3,576 |
-4,444 |
-55.4% |
22,333 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.17 |
62.83 |
61.19 |
|
R3 |
62.28 |
61.94 |
60.94 |
|
R2 |
61.39 |
61.39 |
60.86 |
|
R1 |
61.05 |
61.05 |
60.78 |
60.78 |
PP |
60.50 |
60.50 |
60.50 |
60.37 |
S1 |
60.16 |
60.16 |
60.62 |
59.89 |
S2 |
59.61 |
59.61 |
60.54 |
|
S3 |
58.72 |
59.27 |
60.46 |
|
S4 |
57.83 |
58.38 |
60.21 |
|
|
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 |
64.63 |
2.618 |
63.18 |
1.618 |
62.29 |
1.000 |
61.74 |
0.618 |
61.40 |
HIGH |
60.85 |
0.618 |
60.51 |
0.500 |
60.41 |
0.382 |
60.30 |
LOW |
59.96 |
0.618 |
59.41 |
1.000 |
59.07 |
1.618 |
58.52 |
2.618 |
57.63 |
4.250 |
56.18 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
60.60 |
60.41 |
PP |
60.50 |
60.12 |
S1 |
60.41 |
59.84 |
|