NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
49.06 |
51.70 |
2.64 |
5.4% |
48.76 |
| High |
52.06 |
51.76 |
-0.30 |
-0.6% |
53.35 |
| Low |
48.76 |
50.26 |
1.50 |
3.1% |
47.81 |
| Close |
51.89 |
50.92 |
-0.97 |
-1.9% |
52.52 |
| Range |
3.30 |
1.50 |
-1.80 |
-54.5% |
5.54 |
| ATR |
2.62 |
2.55 |
-0.07 |
-2.7% |
0.00 |
| Volume |
20,226 |
29,218 |
8,992 |
44.5% |
113,717 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.48 |
54.70 |
51.75 |
|
| R3 |
53.98 |
53.20 |
51.33 |
|
| R2 |
52.48 |
52.48 |
51.20 |
|
| R1 |
51.70 |
51.70 |
51.06 |
51.34 |
| PP |
50.98 |
50.98 |
50.98 |
50.80 |
| S1 |
50.20 |
50.20 |
50.78 |
49.84 |
| S2 |
49.48 |
49.48 |
50.65 |
|
| S3 |
47.98 |
48.70 |
50.51 |
|
| S4 |
46.48 |
47.20 |
50.10 |
|
|
| 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 |
58.14 |
|
2.618 |
55.69 |
|
1.618 |
54.19 |
|
1.000 |
53.26 |
|
0.618 |
52.69 |
|
HIGH |
51.76 |
|
0.618 |
51.19 |
|
0.500 |
51.01 |
|
0.382 |
50.83 |
|
LOW |
50.26 |
|
0.618 |
49.33 |
|
1.000 |
48.76 |
|
1.618 |
47.83 |
|
2.618 |
46.33 |
|
4.250 |
43.89 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.01 |
50.62 |
| PP |
50.98 |
50.33 |
| S1 |
50.95 |
50.03 |
|