NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
52.56 |
51.47 |
-1.09 |
-2.1% |
52.06 |
High |
53.74 |
53.56 |
-0.18 |
-0.3% |
53.74 |
Low |
51.99 |
50.50 |
-1.49 |
-2.9% |
49.46 |
Close |
52.30 |
53.18 |
0.88 |
1.7% |
52.30 |
Range |
1.75 |
3.06 |
1.31 |
74.9% |
4.28 |
ATR |
2.51 |
2.55 |
0.04 |
1.6% |
0.00 |
Volume |
20,775 |
15,468 |
-5,307 |
-25.5% |
120,832 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.59 |
60.45 |
54.86 |
|
R3 |
58.53 |
57.39 |
54.02 |
|
R2 |
55.47 |
55.47 |
53.74 |
|
R1 |
54.33 |
54.33 |
53.46 |
54.90 |
PP |
52.41 |
52.41 |
52.41 |
52.70 |
S1 |
51.27 |
51.27 |
52.90 |
51.84 |
S2 |
49.35 |
49.35 |
52.62 |
|
S3 |
46.29 |
48.21 |
52.34 |
|
S4 |
43.23 |
45.15 |
51.50 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.67 |
62.77 |
54.65 |
|
R3 |
60.39 |
58.49 |
53.48 |
|
R2 |
56.11 |
56.11 |
53.08 |
|
R1 |
54.21 |
54.21 |
52.69 |
55.16 |
PP |
51.83 |
51.83 |
51.83 |
52.31 |
S1 |
49.93 |
49.93 |
51.91 |
50.88 |
S2 |
47.55 |
47.55 |
51.52 |
|
S3 |
43.27 |
45.65 |
51.12 |
|
S4 |
38.99 |
41.37 |
49.95 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.57 |
2.618 |
61.57 |
1.618 |
58.51 |
1.000 |
56.62 |
0.618 |
55.45 |
HIGH |
53.56 |
0.618 |
52.39 |
0.500 |
52.03 |
0.382 |
51.67 |
LOW |
50.50 |
0.618 |
48.61 |
1.000 |
47.44 |
1.618 |
45.55 |
2.618 |
42.49 |
4.250 |
37.50 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
52.80 |
52.69 |
PP |
52.41 |
52.19 |
S1 |
52.03 |
51.70 |
|