NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
52.96 |
51.97 |
-0.99 |
-1.9% |
48.76 |
| High |
53.05 |
52.30 |
-0.75 |
-1.4% |
53.35 |
| Low |
51.00 |
48.21 |
-2.79 |
-5.5% |
47.81 |
| Close |
52.52 |
48.53 |
-3.99 |
-7.6% |
52.52 |
| Range |
2.05 |
4.09 |
2.04 |
99.5% |
5.54 |
| ATR |
2.47 |
2.61 |
0.13 |
5.3% |
0.00 |
| Volume |
28,312 |
20,325 |
-7,987 |
-28.2% |
113,717 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.95 |
59.33 |
50.78 |
|
| R3 |
57.86 |
55.24 |
49.65 |
|
| R2 |
53.77 |
53.77 |
49.28 |
|
| R1 |
51.15 |
51.15 |
48.90 |
50.42 |
| PP |
49.68 |
49.68 |
49.68 |
49.31 |
| S1 |
47.06 |
47.06 |
48.16 |
46.33 |
| S2 |
45.59 |
45.59 |
47.78 |
|
| S3 |
41.50 |
42.97 |
47.41 |
|
| S4 |
37.41 |
38.88 |
46.28 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.85 |
65.72 |
55.57 |
|
| R3 |
62.31 |
60.18 |
54.04 |
|
| R2 |
56.77 |
56.77 |
53.54 |
|
| R1 |
54.64 |
54.64 |
53.03 |
55.71 |
| PP |
51.23 |
51.23 |
51.23 |
51.76 |
| S1 |
49.10 |
49.10 |
52.01 |
50.17 |
| S2 |
45.69 |
45.69 |
51.50 |
|
| S3 |
40.15 |
43.56 |
51.00 |
|
| S4 |
34.61 |
38.02 |
49.47 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.68 |
|
2.618 |
63.01 |
|
1.618 |
58.92 |
|
1.000 |
56.39 |
|
0.618 |
54.83 |
|
HIGH |
52.30 |
|
0.618 |
50.74 |
|
0.500 |
50.26 |
|
0.382 |
49.77 |
|
LOW |
48.21 |
|
0.618 |
45.68 |
|
1.000 |
44.12 |
|
1.618 |
41.59 |
|
2.618 |
37.50 |
|
4.250 |
30.83 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.26 |
50.78 |
| PP |
49.68 |
50.03 |
| S1 |
49.11 |
49.28 |
|