NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
59.72 |
59.31 |
-0.41 |
-0.7% |
52.22 |
| High |
60.01 |
60.40 |
0.39 |
0.6% |
60.40 |
| Low |
59.39 |
59.29 |
-0.10 |
-0.2% |
51.78 |
| Close |
59.88 |
60.45 |
0.57 |
1.0% |
60.45 |
| Range |
0.62 |
1.11 |
0.49 |
79.0% |
8.62 |
| ATR |
2.07 |
2.00 |
-0.07 |
-3.3% |
0.00 |
| Volume |
2,750 |
1,284 |
-1,466 |
-53.3% |
10,240 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.38 |
63.02 |
61.06 |
|
| R3 |
62.27 |
61.91 |
60.76 |
|
| R2 |
61.16 |
61.16 |
60.65 |
|
| R1 |
60.80 |
60.80 |
60.55 |
60.98 |
| PP |
60.05 |
60.05 |
60.05 |
60.14 |
| S1 |
59.69 |
59.69 |
60.35 |
59.87 |
| S2 |
58.94 |
58.94 |
60.25 |
|
| S3 |
57.83 |
58.58 |
60.14 |
|
| S4 |
56.72 |
57.47 |
59.84 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.40 |
80.55 |
65.19 |
|
| R3 |
74.78 |
71.93 |
62.82 |
|
| R2 |
66.16 |
66.16 |
62.03 |
|
| R1 |
63.31 |
63.31 |
61.24 |
64.74 |
| PP |
57.54 |
57.54 |
57.54 |
58.26 |
| S1 |
54.69 |
54.69 |
59.66 |
56.12 |
| S2 |
48.92 |
48.92 |
58.87 |
|
| S3 |
40.30 |
46.07 |
58.08 |
|
| S4 |
31.68 |
37.45 |
55.71 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.12 |
|
2.618 |
63.31 |
|
1.618 |
62.20 |
|
1.000 |
61.51 |
|
0.618 |
61.09 |
|
HIGH |
60.40 |
|
0.618 |
59.98 |
|
0.500 |
59.85 |
|
0.382 |
59.71 |
|
LOW |
59.29 |
|
0.618 |
58.60 |
|
1.000 |
58.18 |
|
1.618 |
57.49 |
|
2.618 |
56.38 |
|
4.250 |
54.57 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
60.25 |
59.56 |
| PP |
60.05 |
58.68 |
| S1 |
59.85 |
57.79 |
|