NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 12-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
38.15 |
35.92 |
-2.23 |
-5.8% |
41.75 |
High |
38.47 |
36.25 |
-2.22 |
-5.8% |
42.68 |
Low |
35.65 |
33.55 |
-2.10 |
-5.9% |
38.60 |
Close |
35.94 |
33.98 |
-1.96 |
-5.5% |
40.17 |
Range |
2.82 |
2.70 |
-0.12 |
-4.3% |
4.08 |
ATR |
3.43 |
3.38 |
-0.05 |
-1.5% |
0.00 |
Volume |
359,674 |
315,650 |
-44,024 |
-12.2% |
1,229,922 |
|
Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.69 |
41.04 |
35.47 |
|
R3 |
39.99 |
38.34 |
34.72 |
|
R2 |
37.29 |
37.29 |
34.48 |
|
R1 |
35.64 |
35.64 |
34.23 |
35.12 |
PP |
34.59 |
34.59 |
34.59 |
34.33 |
S1 |
32.94 |
32.94 |
33.73 |
32.42 |
S2 |
31.89 |
31.89 |
33.49 |
|
S3 |
29.19 |
30.24 |
33.24 |
|
S4 |
26.49 |
27.54 |
32.50 |
|
|
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 |
33.55 |
9.13 |
26.9% |
3.41 |
10.0% |
5% |
False |
True |
348,187 |
10 |
43.44 |
33.55 |
9.89 |
29.1% |
2.75 |
8.1% |
4% |
False |
True |
298,697 |
20 |
48.59 |
33.55 |
15.04 |
44.3% |
3.40 |
10.0% |
3% |
False |
True |
293,667 |
40 |
54.74 |
33.55 |
21.19 |
62.4% |
3.65 |
10.7% |
2% |
False |
True |
192,127 |
60 |
61.11 |
33.55 |
27.56 |
81.1% |
3.72 |
10.9% |
2% |
False |
True |
140,153 |
80 |
77.08 |
33.55 |
43.53 |
128.1% |
3.94 |
11.6% |
1% |
False |
True |
108,424 |
100 |
111.00 |
33.55 |
77.45 |
227.9% |
4.17 |
12.3% |
1% |
False |
True |
88,368 |
120 |
121.90 |
33.55 |
88.35 |
260.0% |
4.09 |
12.1% |
0% |
False |
True |
74,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.73 |
2.618 |
43.32 |
1.618 |
40.62 |
1.000 |
38.95 |
0.618 |
37.92 |
HIGH |
36.25 |
0.618 |
35.22 |
0.500 |
34.90 |
0.382 |
34.58 |
LOW |
33.55 |
0.618 |
31.88 |
1.000 |
30.85 |
1.618 |
29.18 |
2.618 |
26.48 |
4.250 |
22.08 |
|
|
Fisher Pivots for day following 12-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
34.90 |
37.68 |
PP |
34.59 |
36.44 |
S1 |
34.29 |
35.21 |
|