NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 02-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
46.04 |
46.25 |
0.21 |
0.5% |
48.97 |
High |
47.86 |
46.56 |
-1.30 |
-2.7% |
50.88 |
Low |
45.47 |
43.83 |
-1.64 |
-3.6% |
44.55 |
Close |
46.13 |
43.92 |
-2.21 |
-4.8% |
46.13 |
Range |
2.39 |
2.73 |
0.34 |
14.2% |
6.33 |
ATR |
3.50 |
3.45 |
-0.06 |
-1.6% |
0.00 |
Volume |
90,778 |
80,703 |
-10,075 |
-11.1% |
460,206 |
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.96 |
51.17 |
45.42 |
|
R3 |
50.23 |
48.44 |
44.67 |
|
R2 |
47.50 |
47.50 |
44.42 |
|
R1 |
45.71 |
45.71 |
44.17 |
45.24 |
PP |
44.77 |
44.77 |
44.77 |
44.54 |
S1 |
42.98 |
42.98 |
43.67 |
42.51 |
S2 |
42.04 |
42.04 |
43.42 |
|
S3 |
39.31 |
40.25 |
43.17 |
|
S4 |
36.58 |
37.52 |
42.42 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.18 |
62.48 |
49.61 |
|
R3 |
59.85 |
56.15 |
47.87 |
|
R2 |
53.52 |
53.52 |
47.29 |
|
R1 |
49.82 |
49.82 |
46.71 |
48.51 |
PP |
47.19 |
47.19 |
47.19 |
46.53 |
S1 |
43.49 |
43.49 |
45.55 |
42.18 |
S2 |
40.86 |
40.86 |
44.97 |
|
S3 |
34.53 |
37.16 |
44.39 |
|
S4 |
28.20 |
30.83 |
42.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.85 |
43.83 |
6.02 |
13.7% |
3.05 |
7.0% |
1% |
False |
True |
93,746 |
10 |
50.88 |
43.19 |
7.69 |
17.5% |
3.37 |
7.7% |
9% |
False |
False |
97,072 |
20 |
56.86 |
43.19 |
13.67 |
31.1% |
3.36 |
7.7% |
5% |
False |
False |
71,417 |
40 |
56.96 |
39.82 |
17.14 |
39.0% |
3.60 |
8.2% |
24% |
False |
False |
46,133 |
60 |
72.78 |
39.82 |
32.96 |
75.0% |
3.57 |
8.1% |
12% |
False |
False |
33,845 |
80 |
89.50 |
39.82 |
49.68 |
113.1% |
3.80 |
8.7% |
8% |
False |
False |
26,903 |
100 |
111.15 |
39.82 |
71.33 |
162.4% |
3.69 |
8.4% |
6% |
False |
False |
22,147 |
120 |
123.58 |
39.82 |
83.76 |
190.7% |
3.24 |
7.4% |
5% |
False |
False |
18,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.16 |
2.618 |
53.71 |
1.618 |
50.98 |
1.000 |
49.29 |
0.618 |
48.25 |
HIGH |
46.56 |
0.618 |
45.52 |
0.500 |
45.20 |
0.382 |
44.87 |
LOW |
43.83 |
0.618 |
42.14 |
1.000 |
41.10 |
1.618 |
39.41 |
2.618 |
36.68 |
4.250 |
32.23 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
45.20 |
45.85 |
PP |
44.77 |
45.20 |
S1 |
44.35 |
44.56 |
|