NYMEX Light Sweet Crude Oil Future January 2010
| 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 |
53.66 |
52.22 |
-1.44 |
-2.7% |
52.68 |
| High |
53.66 |
54.00 |
0.34 |
0.6% |
53.90 |
| Low |
52.42 |
51.78 |
-0.64 |
-1.2% |
50.10 |
| Close |
52.82 |
53.73 |
0.91 |
1.7% |
52.82 |
| Range |
1.24 |
2.22 |
0.98 |
79.0% |
3.80 |
| ATR |
|
|
|
|
|
| Volume |
1,990 |
1,998 |
8 |
0.4% |
14,599 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.83 |
59.00 |
54.95 |
|
| R3 |
57.61 |
56.78 |
54.34 |
|
| R2 |
55.39 |
55.39 |
54.14 |
|
| R1 |
54.56 |
54.56 |
53.93 |
54.98 |
| PP |
53.17 |
53.17 |
53.17 |
53.38 |
| S1 |
52.34 |
52.34 |
53.53 |
52.76 |
| S2 |
50.95 |
50.95 |
53.32 |
|
| S3 |
48.73 |
50.12 |
53.12 |
|
| S4 |
46.51 |
47.90 |
52.51 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.67 |
62.05 |
54.91 |
|
| R3 |
59.87 |
58.25 |
53.87 |
|
| R2 |
56.07 |
56.07 |
53.52 |
|
| R1 |
54.45 |
54.45 |
53.17 |
55.26 |
| PP |
52.27 |
52.27 |
52.27 |
52.68 |
| S1 |
50.65 |
50.65 |
52.47 |
51.46 |
| S2 |
48.47 |
48.47 |
52.12 |
|
| S3 |
44.67 |
46.85 |
51.78 |
|
| S4 |
40.87 |
43.05 |
50.73 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.44 |
|
2.618 |
59.81 |
|
1.618 |
57.59 |
|
1.000 |
56.22 |
|
0.618 |
55.37 |
|
HIGH |
54.00 |
|
0.618 |
53.15 |
|
0.500 |
52.89 |
|
0.382 |
52.63 |
|
LOW |
51.78 |
|
0.618 |
50.41 |
|
1.000 |
49.56 |
|
1.618 |
48.19 |
|
2.618 |
45.97 |
|
4.250 |
42.35 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
53.45 |
53.19 |
| PP |
53.17 |
52.64 |
| S1 |
52.89 |
52.10 |
|