NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
59.31 |
60.80 |
1.49 |
2.5% |
52.22 |
| High |
60.40 |
62.39 |
1.99 |
3.3% |
60.40 |
| Low |
59.29 |
60.80 |
1.51 |
2.5% |
51.78 |
| Close |
60.45 |
62.84 |
2.39 |
4.0% |
60.45 |
| Range |
1.11 |
1.59 |
0.48 |
43.2% |
8.62 |
| ATR |
2.00 |
2.00 |
0.00 |
-0.2% |
0.00 |
| Volume |
1,284 |
1,643 |
359 |
28.0% |
10,240 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.78 |
66.40 |
63.71 |
|
| R3 |
65.19 |
64.81 |
63.28 |
|
| R2 |
63.60 |
63.60 |
63.13 |
|
| R1 |
63.22 |
63.22 |
62.99 |
63.41 |
| PP |
62.01 |
62.01 |
62.01 |
62.11 |
| S1 |
61.63 |
61.63 |
62.69 |
61.82 |
| S2 |
60.42 |
60.42 |
62.55 |
|
| S3 |
58.83 |
60.04 |
62.40 |
|
| S4 |
57.24 |
58.45 |
61.97 |
|
|
| 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 |
69.15 |
|
2.618 |
66.55 |
|
1.618 |
64.96 |
|
1.000 |
63.98 |
|
0.618 |
63.37 |
|
HIGH |
62.39 |
|
0.618 |
61.78 |
|
0.500 |
61.60 |
|
0.382 |
61.41 |
|
LOW |
60.80 |
|
0.618 |
59.82 |
|
1.000 |
59.21 |
|
1.618 |
58.23 |
|
2.618 |
56.64 |
|
4.250 |
54.04 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
62.43 |
62.17 |
| PP |
62.01 |
61.51 |
| S1 |
61.60 |
60.84 |
|