NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
37.81 |
35.02 |
-2.79 |
-7.4% |
39.88 |
High |
38.49 |
36.22 |
-2.27 |
-5.9% |
42.43 |
Low |
34.45 |
34.13 |
-0.32 |
-0.9% |
33.55 |
Close |
34.93 |
34.62 |
-0.31 |
-0.9% |
37.51 |
Range |
4.04 |
2.09 |
-1.95 |
-48.3% |
8.88 |
ATR |
3.50 |
3.40 |
-0.10 |
-2.9% |
0.00 |
Volume |
281,710 |
153,708 |
-128,002 |
-45.4% |
1,837,378 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.26 |
40.03 |
35.77 |
|
R3 |
39.17 |
37.94 |
35.19 |
|
R2 |
37.08 |
37.08 |
35.00 |
|
R1 |
35.85 |
35.85 |
34.81 |
35.42 |
PP |
34.99 |
34.99 |
34.99 |
34.78 |
S1 |
33.76 |
33.76 |
34.43 |
33.33 |
S2 |
32.90 |
32.90 |
34.24 |
|
S3 |
30.81 |
31.67 |
34.05 |
|
S4 |
28.72 |
29.58 |
33.47 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.47 |
59.87 |
42.39 |
|
R3 |
55.59 |
50.99 |
39.95 |
|
R2 |
46.71 |
46.71 |
39.14 |
|
R1 |
42.11 |
42.11 |
38.32 |
39.97 |
PP |
37.83 |
37.83 |
37.83 |
36.76 |
S1 |
33.23 |
33.23 |
36.70 |
31.09 |
S2 |
28.95 |
28.95 |
35.88 |
|
S3 |
20.07 |
24.35 |
35.07 |
|
S4 |
11.19 |
15.47 |
32.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38.49 |
33.55 |
4.94 |
14.3% |
3.22 |
9.3% |
22% |
False |
False |
287,383 |
10 |
42.68 |
33.55 |
9.13 |
26.4% |
3.16 |
9.1% |
12% |
False |
False |
300,134 |
20 |
48.59 |
33.55 |
15.04 |
43.4% |
3.35 |
9.7% |
7% |
False |
False |
292,210 |
40 |
54.74 |
33.55 |
21.19 |
61.2% |
3.61 |
10.4% |
5% |
False |
False |
207,416 |
60 |
58.48 |
33.55 |
24.93 |
72.0% |
3.76 |
10.9% |
4% |
False |
False |
151,912 |
80 |
73.54 |
33.55 |
39.99 |
115.5% |
3.89 |
11.2% |
3% |
False |
False |
117,631 |
100 |
107.60 |
33.55 |
74.05 |
213.9% |
4.10 |
11.9% |
1% |
False |
False |
95,747 |
120 |
121.38 |
33.55 |
87.83 |
253.7% |
4.11 |
11.9% |
1% |
False |
False |
80,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.10 |
2.618 |
41.69 |
1.618 |
39.60 |
1.000 |
38.31 |
0.618 |
37.51 |
HIGH |
36.22 |
0.618 |
35.42 |
0.500 |
35.18 |
0.382 |
34.93 |
LOW |
34.13 |
0.618 |
32.84 |
1.000 |
32.04 |
1.618 |
30.75 |
2.618 |
28.66 |
4.250 |
25.25 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
35.18 |
36.15 |
PP |
34.99 |
35.64 |
S1 |
34.81 |
35.13 |
|