NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
62.02 |
61.19 |
-0.83 |
-1.3% |
52.22 |
| High |
62.42 |
61.70 |
-0.72 |
-1.2% |
60.40 |
| Low |
61.60 |
60.42 |
-1.18 |
-1.9% |
51.78 |
| Close |
62.42 |
60.88 |
-1.54 |
-2.5% |
60.45 |
| Range |
0.82 |
1.28 |
0.46 |
56.1% |
8.62 |
| ATR |
1.94 |
1.95 |
0.00 |
0.2% |
0.00 |
| Volume |
1,947 |
2,103 |
156 |
8.0% |
10,240 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.84 |
64.14 |
61.58 |
|
| R3 |
63.56 |
62.86 |
61.23 |
|
| R2 |
62.28 |
62.28 |
61.11 |
|
| R1 |
61.58 |
61.58 |
61.00 |
61.29 |
| PP |
61.00 |
61.00 |
61.00 |
60.86 |
| S1 |
60.30 |
60.30 |
60.76 |
60.01 |
| S2 |
59.72 |
59.72 |
60.65 |
|
| S3 |
58.44 |
59.02 |
60.53 |
|
| S4 |
57.16 |
57.74 |
60.18 |
|
|
| 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 |
67.14 |
|
2.618 |
65.05 |
|
1.618 |
63.77 |
|
1.000 |
62.98 |
|
0.618 |
62.49 |
|
HIGH |
61.70 |
|
0.618 |
61.21 |
|
0.500 |
61.06 |
|
0.382 |
60.91 |
|
LOW |
60.42 |
|
0.618 |
59.63 |
|
1.000 |
59.14 |
|
1.618 |
58.35 |
|
2.618 |
57.07 |
|
4.250 |
54.98 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
61.06 |
61.42 |
| PP |
61.00 |
61.24 |
| S1 |
60.94 |
61.06 |
|