NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 09-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
45.56 |
45.83 |
0.27 |
0.6% |
46.25 |
High |
47.10 |
47.99 |
0.89 |
1.9% |
47.10 |
Low |
43.58 |
45.34 |
1.76 |
4.0% |
43.58 |
Close |
46.15 |
45.84 |
-0.31 |
-0.7% |
46.15 |
Range |
3.52 |
2.65 |
-0.87 |
-24.7% |
3.52 |
ATR |
3.10 |
3.07 |
-0.03 |
-1.0% |
0.00 |
Volume |
103,804 |
318,960 |
215,156 |
207.3% |
521,448 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.34 |
52.74 |
47.30 |
|
R3 |
51.69 |
50.09 |
46.57 |
|
R2 |
49.04 |
49.04 |
46.33 |
|
R1 |
47.44 |
47.44 |
46.08 |
48.24 |
PP |
46.39 |
46.39 |
46.39 |
46.79 |
S1 |
44.79 |
44.79 |
45.60 |
45.59 |
S2 |
43.74 |
43.74 |
45.35 |
|
S3 |
41.09 |
42.14 |
45.11 |
|
S4 |
38.44 |
39.49 |
44.38 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.17 |
54.68 |
48.09 |
|
R3 |
52.65 |
51.16 |
47.12 |
|
R2 |
49.13 |
49.13 |
46.80 |
|
R1 |
47.64 |
47.64 |
46.47 |
46.63 |
PP |
45.61 |
45.61 |
45.61 |
45.10 |
S1 |
44.12 |
44.12 |
45.83 |
43.11 |
S2 |
42.09 |
42.09 |
45.50 |
|
S3 |
38.57 |
40.60 |
45.18 |
|
S4 |
35.05 |
37.08 |
44.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.99 |
43.58 |
4.41 |
9.6% |
2.14 |
4.7% |
51% |
True |
False |
151,941 |
10 |
49.85 |
43.58 |
6.27 |
13.7% |
2.60 |
5.7% |
36% |
False |
False |
122,843 |
20 |
50.88 |
43.19 |
7.69 |
16.8% |
2.99 |
6.5% |
34% |
False |
False |
100,835 |
40 |
56.96 |
39.82 |
17.14 |
37.4% |
3.47 |
7.6% |
35% |
False |
False |
62,368 |
60 |
63.12 |
39.82 |
23.30 |
50.8% |
3.45 |
7.5% |
26% |
False |
False |
45,815 |
80 |
80.94 |
39.82 |
41.12 |
89.7% |
3.66 |
8.0% |
15% |
False |
False |
36,083 |
100 |
111.15 |
39.82 |
71.33 |
155.6% |
3.72 |
8.1% |
8% |
False |
False |
29,642 |
120 |
123.58 |
39.82 |
83.76 |
182.7% |
3.30 |
7.2% |
7% |
False |
False |
24,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.25 |
2.618 |
54.93 |
1.618 |
52.28 |
1.000 |
50.64 |
0.618 |
49.63 |
HIGH |
47.99 |
0.618 |
46.98 |
0.500 |
46.67 |
0.382 |
46.35 |
LOW |
45.34 |
0.618 |
43.70 |
1.000 |
42.69 |
1.618 |
41.05 |
2.618 |
38.40 |
4.250 |
34.08 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
46.67 |
45.82 |
PP |
46.39 |
45.80 |
S1 |
46.12 |
45.79 |
|