NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 09-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
41.00 |
39.88 |
-1.12 |
-2.7% |
41.75 |
High |
42.68 |
42.43 |
-0.25 |
-0.6% |
42.68 |
Low |
38.60 |
39.42 |
0.82 |
2.1% |
38.60 |
Close |
40.17 |
39.56 |
-0.61 |
-1.5% |
40.17 |
Range |
4.08 |
3.01 |
-1.07 |
-26.2% |
4.08 |
ATR |
3.43 |
3.40 |
-0.03 |
-0.9% |
0.00 |
Volume |
229,734 |
518,381 |
288,647 |
125.6% |
1,229,922 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.50 |
47.54 |
41.22 |
|
R3 |
46.49 |
44.53 |
40.39 |
|
R2 |
43.48 |
43.48 |
40.11 |
|
R1 |
41.52 |
41.52 |
39.84 |
41.00 |
PP |
40.47 |
40.47 |
40.47 |
40.21 |
S1 |
38.51 |
38.51 |
39.28 |
37.99 |
S2 |
37.46 |
37.46 |
39.01 |
|
S3 |
34.45 |
35.50 |
38.73 |
|
S4 |
31.44 |
32.49 |
37.90 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.72 |
50.53 |
42.41 |
|
R3 |
48.64 |
46.45 |
41.29 |
|
R2 |
44.56 |
44.56 |
40.92 |
|
R1 |
42.37 |
42.37 |
40.54 |
41.43 |
PP |
40.48 |
40.48 |
40.48 |
40.01 |
S1 |
38.29 |
38.29 |
39.80 |
37.35 |
S2 |
36.40 |
36.40 |
39.42 |
|
S3 |
32.32 |
34.21 |
39.05 |
|
S4 |
28.24 |
30.13 |
37.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.68 |
38.60 |
4.08 |
10.3% |
2.52 |
6.4% |
24% |
False |
False |
302,115 |
10 |
47.49 |
38.60 |
8.89 |
22.5% |
2.87 |
7.3% |
11% |
False |
False |
287,150 |
20 |
48.59 |
38.60 |
9.99 |
25.3% |
3.39 |
8.6% |
10% |
False |
False |
273,560 |
40 |
55.30 |
38.00 |
17.30 |
43.7% |
3.78 |
9.6% |
9% |
False |
False |
171,997 |
60 |
62.21 |
38.00 |
24.21 |
61.2% |
3.74 |
9.4% |
6% |
False |
False |
124,255 |
80 |
80.40 |
38.00 |
42.40 |
107.2% |
3.99 |
10.1% |
4% |
False |
False |
96,417 |
100 |
111.00 |
38.00 |
73.00 |
184.5% |
4.22 |
10.7% |
2% |
False |
False |
78,661 |
120 |
123.30 |
38.00 |
85.30 |
215.6% |
4.08 |
10.3% |
2% |
False |
False |
66,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.22 |
2.618 |
50.31 |
1.618 |
47.30 |
1.000 |
45.44 |
0.618 |
44.29 |
HIGH |
42.43 |
0.618 |
41.28 |
0.500 |
40.93 |
0.382 |
40.57 |
LOW |
39.42 |
0.618 |
37.56 |
1.000 |
36.41 |
1.618 |
34.55 |
2.618 |
31.54 |
4.250 |
26.63 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
40.93 |
40.64 |
PP |
40.47 |
40.28 |
S1 |
40.02 |
39.92 |
|