NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
60.85 |
59.00 |
-1.85 |
-3.0% |
59.12 |
High |
60.85 |
59.11 |
-1.74 |
-2.9% |
61.22 |
Low |
59.96 |
58.55 |
-1.41 |
-2.4% |
58.55 |
Close |
60.70 |
59.35 |
-1.35 |
-2.2% |
59.35 |
Range |
0.89 |
0.56 |
-0.33 |
-37.1% |
2.67 |
ATR |
2.08 |
2.08 |
0.01 |
0.2% |
0.00 |
Volume |
3,576 |
3,489 |
-87 |
-2.4% |
26,508 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.68 |
60.58 |
59.66 |
|
R3 |
60.12 |
60.02 |
59.50 |
|
R2 |
59.56 |
59.56 |
59.45 |
|
R1 |
59.46 |
59.46 |
59.40 |
59.51 |
PP |
59.00 |
59.00 |
59.00 |
59.03 |
S1 |
58.90 |
58.90 |
59.30 |
58.95 |
S2 |
58.44 |
58.44 |
59.25 |
|
S3 |
57.88 |
58.34 |
59.20 |
|
S4 |
57.32 |
57.78 |
59.04 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.72 |
66.20 |
60.82 |
|
R3 |
65.05 |
63.53 |
60.08 |
|
R2 |
62.38 |
62.38 |
59.84 |
|
R1 |
60.86 |
60.86 |
59.59 |
61.62 |
PP |
59.71 |
59.71 |
59.71 |
60.09 |
S1 |
58.19 |
58.19 |
59.11 |
58.95 |
S2 |
57.04 |
57.04 |
58.86 |
|
S3 |
54.37 |
55.52 |
58.62 |
|
S4 |
51.70 |
52.85 |
57.88 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.49 |
2.618 |
60.58 |
1.618 |
60.02 |
1.000 |
59.67 |
0.618 |
59.46 |
HIGH |
59.11 |
0.618 |
58.90 |
0.500 |
58.83 |
0.382 |
58.76 |
LOW |
58.55 |
0.618 |
58.20 |
1.000 |
57.99 |
1.618 |
57.64 |
2.618 |
57.08 |
4.250 |
56.17 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
59.18 |
59.70 |
PP |
59.00 |
59.58 |
S1 |
58.83 |
59.47 |
|