NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 24-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
60.00 |
62.08 |
2.08 |
3.5% |
51.47 |
High |
62.13 |
62.08 |
-0.05 |
-0.1% |
60.08 |
Low |
59.66 |
60.81 |
1.15 |
1.9% |
50.50 |
Close |
62.08 |
61.68 |
-0.40 |
-0.6% |
59.74 |
Range |
2.47 |
1.27 |
-1.20 |
-48.6% |
9.58 |
ATR |
2.66 |
2.56 |
-0.10 |
-3.7% |
0.00 |
Volume |
23,235 |
22,131 |
-1,104 |
-4.8% |
110,414 |
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.33 |
64.78 |
62.38 |
|
R3 |
64.06 |
63.51 |
62.03 |
|
R2 |
62.79 |
62.79 |
61.91 |
|
R1 |
62.24 |
62.24 |
61.80 |
61.88 |
PP |
61.52 |
61.52 |
61.52 |
61.35 |
S1 |
60.97 |
60.97 |
61.56 |
60.61 |
S2 |
60.25 |
60.25 |
61.45 |
|
S3 |
58.98 |
59.70 |
61.33 |
|
S4 |
57.71 |
58.43 |
60.98 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.51 |
82.21 |
65.01 |
|
R3 |
75.93 |
72.63 |
62.37 |
|
R2 |
66.35 |
66.35 |
61.50 |
|
R1 |
63.05 |
63.05 |
60.62 |
64.70 |
PP |
56.77 |
56.77 |
56.77 |
57.60 |
S1 |
53.47 |
53.47 |
58.86 |
55.12 |
S2 |
47.19 |
47.19 |
57.98 |
|
S3 |
37.61 |
43.89 |
57.11 |
|
S4 |
28.03 |
34.31 |
54.47 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.48 |
2.618 |
65.40 |
1.618 |
64.13 |
1.000 |
63.35 |
0.618 |
62.86 |
HIGH |
62.08 |
0.618 |
61.59 |
0.500 |
61.45 |
0.382 |
61.30 |
LOW |
60.81 |
0.618 |
60.03 |
1.000 |
59.54 |
1.618 |
58.76 |
2.618 |
57.49 |
4.250 |
55.41 |
|
|
Fisher Pivots for day following 24-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
61.60 |
61.19 |
PP |
61.52 |
60.71 |
S1 |
61.45 |
60.22 |
|