NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 02-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
41.65 |
41.75 |
0.10 |
0.2% |
46.05 |
High |
43.44 |
42.31 |
-1.13 |
-2.6% |
48.59 |
Low |
41.02 |
39.83 |
-1.19 |
-2.9% |
40.18 |
Close |
41.68 |
40.08 |
-1.60 |
-3.8% |
41.68 |
Range |
2.42 |
2.48 |
0.06 |
2.5% |
8.41 |
ATR |
3.87 |
3.77 |
-0.10 |
-2.6% |
0.00 |
Volume |
245,854 |
237,726 |
-8,128 |
-3.3% |
1,392,961 |
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.18 |
46.61 |
41.44 |
|
R3 |
45.70 |
44.13 |
40.76 |
|
R2 |
43.22 |
43.22 |
40.53 |
|
R1 |
41.65 |
41.65 |
40.31 |
41.20 |
PP |
40.74 |
40.74 |
40.74 |
40.51 |
S1 |
39.17 |
39.17 |
39.85 |
38.72 |
S2 |
38.26 |
38.26 |
39.63 |
|
S3 |
35.78 |
36.69 |
39.40 |
|
S4 |
33.30 |
34.21 |
38.72 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.71 |
63.61 |
46.31 |
|
R3 |
60.30 |
55.20 |
43.99 |
|
R2 |
51.89 |
51.89 |
43.22 |
|
R1 |
46.79 |
46.79 |
42.45 |
45.14 |
PP |
43.48 |
43.48 |
43.48 |
42.66 |
S1 |
38.38 |
38.38 |
40.91 |
36.73 |
S2 |
35.07 |
35.07 |
40.14 |
|
S3 |
26.66 |
29.97 |
39.37 |
|
S4 |
18.25 |
21.56 |
37.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.49 |
39.83 |
7.66 |
19.1% |
3.22 |
8.0% |
3% |
False |
True |
272,186 |
10 |
48.59 |
39.11 |
9.48 |
23.7% |
3.86 |
9.6% |
10% |
False |
False |
283,806 |
20 |
54.74 |
39.11 |
15.63 |
39.0% |
3.72 |
9.3% |
6% |
False |
False |
229,854 |
40 |
55.30 |
38.00 |
17.30 |
43.2% |
3.89 |
9.7% |
12% |
False |
False |
140,486 |
60 |
72.00 |
38.00 |
34.00 |
84.8% |
3.85 |
9.6% |
6% |
False |
False |
100,343 |
80 |
89.27 |
38.00 |
51.27 |
127.9% |
4.12 |
10.3% |
4% |
False |
False |
78,083 |
100 |
111.00 |
38.00 |
73.00 |
182.1% |
4.28 |
10.7% |
3% |
False |
False |
63,839 |
120 |
123.30 |
38.00 |
85.30 |
212.8% |
4.08 |
10.2% |
2% |
False |
False |
53,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.85 |
2.618 |
48.80 |
1.618 |
46.32 |
1.000 |
44.79 |
0.618 |
43.84 |
HIGH |
42.31 |
0.618 |
41.36 |
0.500 |
41.07 |
0.382 |
40.78 |
LOW |
39.83 |
0.618 |
38.30 |
1.000 |
37.35 |
1.618 |
35.82 |
2.618 |
33.34 |
4.250 |
29.29 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
41.07 |
41.64 |
PP |
40.74 |
41.12 |
S1 |
40.41 |
40.60 |
|