NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 03-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
41.75 |
40.28 |
-1.47 |
-3.5% |
46.05 |
High |
42.31 |
41.17 |
-1.14 |
-2.7% |
48.59 |
Low |
39.83 |
39.65 |
-0.18 |
-0.5% |
40.18 |
Close |
40.08 |
40.78 |
0.70 |
1.7% |
41.68 |
Range |
2.48 |
1.52 |
-0.96 |
-38.7% |
8.41 |
ATR |
3.77 |
3.61 |
-0.16 |
-4.3% |
0.00 |
Volume |
237,726 |
263,645 |
25,919 |
10.9% |
1,392,961 |
|
Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.09 |
44.46 |
41.62 |
|
R3 |
43.57 |
42.94 |
41.20 |
|
R2 |
42.05 |
42.05 |
41.06 |
|
R1 |
41.42 |
41.42 |
40.92 |
41.74 |
PP |
40.53 |
40.53 |
40.53 |
40.69 |
S1 |
39.90 |
39.90 |
40.64 |
40.22 |
S2 |
39.01 |
39.01 |
40.50 |
|
S3 |
37.49 |
38.38 |
40.36 |
|
S4 |
35.97 |
36.86 |
39.94 |
|
|
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 |
43.60 |
39.65 |
3.95 |
9.7% |
2.31 |
5.7% |
29% |
False |
True |
269,416 |
10 |
48.59 |
39.65 |
8.94 |
21.9% |
3.55 |
8.7% |
13% |
False |
True |
284,286 |
20 |
54.74 |
39.11 |
15.63 |
38.3% |
3.60 |
8.8% |
11% |
False |
False |
240,315 |
40 |
55.30 |
38.00 |
17.30 |
42.4% |
3.84 |
9.4% |
16% |
False |
False |
146,181 |
60 |
68.06 |
38.00 |
30.06 |
73.7% |
3.80 |
9.3% |
9% |
False |
False |
104,490 |
80 |
89.27 |
38.00 |
51.27 |
125.7% |
4.09 |
10.0% |
5% |
False |
False |
81,271 |
100 |
111.00 |
38.00 |
73.00 |
179.0% |
4.26 |
10.4% |
4% |
False |
False |
66,380 |
120 |
123.30 |
38.00 |
85.30 |
209.2% |
4.08 |
10.0% |
3% |
False |
False |
55,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.63 |
2.618 |
45.15 |
1.618 |
43.63 |
1.000 |
42.69 |
0.618 |
42.11 |
HIGH |
41.17 |
0.618 |
40.59 |
0.500 |
40.41 |
0.382 |
40.23 |
LOW |
39.65 |
0.618 |
38.71 |
1.000 |
38.13 |
1.618 |
37.19 |
2.618 |
35.67 |
4.250 |
33.19 |
|
|
Fisher Pivots for day following 03-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
40.66 |
41.55 |
PP |
40.53 |
41.29 |
S1 |
40.41 |
41.04 |
|