NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 04-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
40.28 |
40.93 |
0.65 |
1.6% |
46.05 |
High |
41.17 |
41.92 |
0.75 |
1.8% |
48.59 |
Low |
39.65 |
39.74 |
0.09 |
0.2% |
40.18 |
Close |
40.78 |
40.32 |
-0.46 |
-1.1% |
41.68 |
Range |
1.52 |
2.18 |
0.66 |
43.4% |
8.41 |
ATR |
3.61 |
3.51 |
-0.10 |
-2.8% |
0.00 |
Volume |
263,645 |
244,614 |
-19,031 |
-7.2% |
1,392,961 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.20 |
45.94 |
41.52 |
|
R3 |
45.02 |
43.76 |
40.92 |
|
R2 |
42.84 |
42.84 |
40.72 |
|
R1 |
41.58 |
41.58 |
40.52 |
41.12 |
PP |
40.66 |
40.66 |
40.66 |
40.43 |
S1 |
39.40 |
39.40 |
40.12 |
38.94 |
S2 |
38.48 |
38.48 |
39.92 |
|
S3 |
36.30 |
37.22 |
39.72 |
|
S4 |
34.12 |
35.04 |
39.12 |
|
|
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 |
43.44 |
39.65 |
3.79 |
9.4% |
2.15 |
5.3% |
18% |
False |
False |
256,651 |
10 |
48.59 |
39.65 |
8.94 |
22.2% |
3.35 |
8.3% |
7% |
False |
False |
273,277 |
20 |
53.44 |
39.11 |
14.33 |
35.5% |
3.56 |
8.8% |
8% |
False |
False |
248,377 |
40 |
55.30 |
38.00 |
17.30 |
42.9% |
3.81 |
9.4% |
13% |
False |
False |
151,222 |
60 |
68.06 |
38.00 |
30.06 |
74.6% |
3.76 |
9.3% |
8% |
False |
False |
108,324 |
80 |
86.05 |
38.00 |
48.05 |
119.2% |
4.07 |
10.1% |
5% |
False |
False |
84,193 |
100 |
111.00 |
38.00 |
73.00 |
181.1% |
4.25 |
10.5% |
3% |
False |
False |
68,784 |
120 |
123.30 |
38.00 |
85.30 |
211.6% |
4.07 |
10.1% |
3% |
False |
False |
57,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.19 |
2.618 |
47.63 |
1.618 |
45.45 |
1.000 |
44.10 |
0.618 |
43.27 |
HIGH |
41.92 |
0.618 |
41.09 |
0.500 |
40.83 |
0.382 |
40.57 |
LOW |
39.74 |
0.618 |
38.39 |
1.000 |
37.56 |
1.618 |
36.21 |
2.618 |
34.03 |
4.250 |
30.48 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
40.83 |
40.98 |
PP |
40.66 |
40.76 |
S1 |
40.49 |
40.54 |
|