NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 10-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
39.88 |
39.76 |
-0.12 |
-0.3% |
41.75 |
High |
42.43 |
41.80 |
-0.63 |
-1.5% |
42.68 |
Low |
39.42 |
37.35 |
-2.07 |
-5.3% |
38.60 |
Close |
39.56 |
37.55 |
-2.01 |
-5.1% |
40.17 |
Range |
3.01 |
4.45 |
1.44 |
47.8% |
4.08 |
ATR |
3.40 |
3.48 |
0.07 |
2.2% |
0.00 |
Volume |
518,381 |
317,497 |
-200,884 |
-38.8% |
1,229,922 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.25 |
49.35 |
40.00 |
|
R3 |
47.80 |
44.90 |
38.77 |
|
R2 |
43.35 |
43.35 |
38.37 |
|
R1 |
40.45 |
40.45 |
37.96 |
39.68 |
PP |
38.90 |
38.90 |
38.90 |
38.51 |
S1 |
36.00 |
36.00 |
37.14 |
35.23 |
S2 |
34.45 |
34.45 |
36.73 |
|
S3 |
30.00 |
31.55 |
36.33 |
|
S4 |
25.55 |
27.10 |
35.10 |
|
|
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 |
37.35 |
5.33 |
14.2% |
3.10 |
8.3% |
4% |
False |
True |
312,885 |
10 |
43.60 |
37.35 |
6.25 |
16.6% |
2.71 |
7.2% |
3% |
False |
True |
291,150 |
20 |
48.59 |
37.35 |
11.24 |
29.9% |
3.46 |
9.2% |
2% |
False |
True |
280,775 |
40 |
55.30 |
37.35 |
17.95 |
47.8% |
3.74 |
10.0% |
1% |
False |
True |
178,067 |
60 |
61.86 |
37.35 |
24.51 |
65.3% |
3.75 |
10.0% |
1% |
False |
True |
129,379 |
80 |
77.08 |
37.35 |
39.73 |
105.8% |
3.98 |
10.6% |
1% |
False |
True |
100,282 |
100 |
111.00 |
37.35 |
73.65 |
196.1% |
4.21 |
11.2% |
0% |
False |
True |
81,778 |
120 |
123.30 |
37.35 |
85.95 |
228.9% |
4.09 |
10.9% |
0% |
False |
True |
68,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.71 |
2.618 |
53.45 |
1.618 |
49.00 |
1.000 |
46.25 |
0.618 |
44.55 |
HIGH |
41.80 |
0.618 |
40.10 |
0.500 |
39.58 |
0.382 |
39.05 |
LOW |
37.35 |
0.618 |
34.60 |
1.000 |
32.90 |
1.618 |
30.15 |
2.618 |
25.70 |
4.250 |
18.44 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
39.58 |
40.02 |
PP |
38.90 |
39.19 |
S1 |
38.23 |
38.37 |
|