NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
48.40 |
49.06 |
0.66 |
1.4% |
48.76 |
| High |
50.10 |
52.06 |
1.96 |
3.9% |
53.35 |
| Low |
48.00 |
48.76 |
0.76 |
1.6% |
47.81 |
| Close |
49.63 |
51.89 |
2.26 |
4.6% |
52.52 |
| Range |
2.10 |
3.30 |
1.20 |
57.1% |
5.54 |
| ATR |
2.57 |
2.62 |
0.05 |
2.0% |
0.00 |
| Volume |
18,176 |
20,226 |
2,050 |
11.3% |
113,717 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.80 |
59.65 |
53.71 |
|
| R3 |
57.50 |
56.35 |
52.80 |
|
| R2 |
54.20 |
54.20 |
52.50 |
|
| R1 |
53.05 |
53.05 |
52.19 |
53.63 |
| PP |
50.90 |
50.90 |
50.90 |
51.19 |
| S1 |
49.75 |
49.75 |
51.59 |
50.33 |
| S2 |
47.60 |
47.60 |
51.29 |
|
| S3 |
44.30 |
46.45 |
50.98 |
|
| S4 |
41.00 |
43.15 |
50.08 |
|
|
| 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 |
66.09 |
|
2.618 |
60.70 |
|
1.618 |
57.40 |
|
1.000 |
55.36 |
|
0.618 |
54.10 |
|
HIGH |
52.06 |
|
0.618 |
50.80 |
|
0.500 |
50.41 |
|
0.382 |
50.02 |
|
LOW |
48.76 |
|
0.618 |
46.72 |
|
1.000 |
45.46 |
|
1.618 |
43.42 |
|
2.618 |
40.12 |
|
4.250 |
34.74 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.40 |
51.31 |
| PP |
50.90 |
50.73 |
| S1 |
50.41 |
50.15 |
|