NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 04-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
44.08 |
44.21 |
0.13 |
0.3% |
48.97 |
High |
44.72 |
45.33 |
0.61 |
1.4% |
50.88 |
Low |
43.76 |
43.75 |
-0.01 |
0.0% |
44.55 |
Close |
44.04 |
44.24 |
0.20 |
0.5% |
46.13 |
Range |
0.96 |
1.58 |
0.62 |
64.6% |
6.33 |
ATR |
3.27 |
3.15 |
-0.12 |
-3.7% |
0.00 |
Volume |
116,779 |
114,044 |
-2,735 |
-2.3% |
460,206 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.18 |
48.29 |
45.11 |
|
R3 |
47.60 |
46.71 |
44.67 |
|
R2 |
46.02 |
46.02 |
44.53 |
|
R1 |
45.13 |
45.13 |
44.38 |
45.58 |
PP |
44.44 |
44.44 |
44.44 |
44.66 |
S1 |
43.55 |
43.55 |
44.10 |
44.00 |
S2 |
42.86 |
42.86 |
43.95 |
|
S3 |
41.28 |
41.97 |
43.81 |
|
S4 |
39.70 |
40.39 |
43.37 |
|
|
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 |
47.86 |
43.75 |
4.11 |
9.3% |
1.96 |
4.4% |
12% |
False |
True |
99,467 |
10 |
50.88 |
43.48 |
7.40 |
16.7% |
2.93 |
6.6% |
10% |
False |
False |
99,937 |
20 |
55.58 |
43.19 |
12.39 |
28.0% |
3.14 |
7.1% |
8% |
False |
False |
80,905 |
40 |
56.96 |
39.82 |
17.14 |
38.7% |
3.49 |
7.9% |
26% |
False |
False |
50,833 |
60 |
68.86 |
39.82 |
29.04 |
65.6% |
3.47 |
7.8% |
15% |
False |
False |
37,332 |
80 |
86.45 |
39.82 |
46.63 |
105.4% |
3.74 |
8.4% |
9% |
False |
False |
29,650 |
100 |
111.15 |
39.82 |
71.33 |
161.2% |
3.68 |
8.3% |
6% |
False |
False |
24,416 |
120 |
123.58 |
39.82 |
83.76 |
189.3% |
3.24 |
7.3% |
5% |
False |
False |
20,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.05 |
2.618 |
49.47 |
1.618 |
47.89 |
1.000 |
46.91 |
0.618 |
46.31 |
HIGH |
45.33 |
0.618 |
44.73 |
0.500 |
44.54 |
0.382 |
44.35 |
LOW |
43.75 |
0.618 |
42.77 |
1.000 |
42.17 |
1.618 |
41.19 |
2.618 |
39.61 |
4.250 |
37.04 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
44.54 |
45.16 |
PP |
44.44 |
44.85 |
S1 |
44.34 |
44.55 |
|