NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
51.97 |
48.40 |
-3.57 |
-6.9% |
48.76 |
| High |
52.30 |
50.10 |
-2.20 |
-4.2% |
53.35 |
| Low |
48.21 |
48.00 |
-0.21 |
-0.4% |
47.81 |
| Close |
48.53 |
49.63 |
1.10 |
2.3% |
52.52 |
| Range |
4.09 |
2.10 |
-1.99 |
-48.7% |
5.54 |
| ATR |
2.61 |
2.57 |
-0.04 |
-1.4% |
0.00 |
| Volume |
20,325 |
18,176 |
-2,149 |
-10.6% |
113,717 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.54 |
54.69 |
50.79 |
|
| R3 |
53.44 |
52.59 |
50.21 |
|
| R2 |
51.34 |
51.34 |
50.02 |
|
| R1 |
50.49 |
50.49 |
49.82 |
50.92 |
| PP |
49.24 |
49.24 |
49.24 |
49.46 |
| S1 |
48.39 |
48.39 |
49.44 |
48.82 |
| S2 |
47.14 |
47.14 |
49.25 |
|
| S3 |
45.04 |
46.29 |
49.05 |
|
| S4 |
42.94 |
44.19 |
48.48 |
|
|
| 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 |
59.03 |
|
2.618 |
55.60 |
|
1.618 |
53.50 |
|
1.000 |
52.20 |
|
0.618 |
51.40 |
|
HIGH |
50.10 |
|
0.618 |
49.30 |
|
0.500 |
49.05 |
|
0.382 |
48.80 |
|
LOW |
48.00 |
|
0.618 |
46.70 |
|
1.000 |
45.90 |
|
1.618 |
44.60 |
|
2.618 |
42.50 |
|
4.250 |
39.08 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.44 |
50.53 |
| PP |
49.24 |
50.23 |
| S1 |
49.05 |
49.93 |
|