NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 10-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
45.83 |
45.89 |
0.06 |
0.1% |
46.25 |
High |
47.99 |
47.72 |
-0.27 |
-0.6% |
47.10 |
Low |
45.34 |
43.61 |
-1.73 |
-3.8% |
43.58 |
Close |
45.84 |
43.76 |
-2.08 |
-4.5% |
46.15 |
Range |
2.65 |
4.11 |
1.46 |
55.1% |
3.52 |
ATR |
3.07 |
3.14 |
0.07 |
2.4% |
0.00 |
Volume |
318,960 |
192,814 |
-126,146 |
-39.5% |
521,448 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.36 |
54.67 |
46.02 |
|
R3 |
53.25 |
50.56 |
44.89 |
|
R2 |
49.14 |
49.14 |
44.51 |
|
R1 |
46.45 |
46.45 |
44.14 |
45.74 |
PP |
45.03 |
45.03 |
45.03 |
44.68 |
S1 |
42.34 |
42.34 |
43.38 |
41.63 |
S2 |
40.92 |
40.92 |
43.01 |
|
S3 |
36.81 |
38.23 |
42.63 |
|
S4 |
32.70 |
34.12 |
41.50 |
|
|
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 |
10.1% |
2.77 |
6.3% |
4% |
False |
False |
167,148 |
10 |
47.99 |
43.58 |
4.41 |
10.1% |
2.50 |
5.7% |
4% |
False |
False |
133,533 |
20 |
50.88 |
43.19 |
7.69 |
17.6% |
3.06 |
7.0% |
7% |
False |
False |
108,633 |
40 |
56.96 |
39.82 |
17.14 |
39.2% |
3.43 |
7.8% |
23% |
False |
False |
66,388 |
60 |
63.00 |
39.82 |
23.18 |
53.0% |
3.45 |
7.9% |
17% |
False |
False |
48,956 |
80 |
77.63 |
39.82 |
37.81 |
86.4% |
3.66 |
8.4% |
10% |
False |
False |
38,458 |
100 |
111.15 |
39.82 |
71.33 |
163.0% |
3.72 |
8.5% |
6% |
False |
False |
31,544 |
120 |
123.58 |
39.82 |
83.76 |
191.4% |
3.33 |
7.6% |
5% |
False |
False |
26,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.19 |
2.618 |
58.48 |
1.618 |
54.37 |
1.000 |
51.83 |
0.618 |
50.26 |
HIGH |
47.72 |
0.618 |
46.15 |
0.500 |
45.67 |
0.382 |
45.18 |
LOW |
43.61 |
0.618 |
41.07 |
1.000 |
39.50 |
1.618 |
36.96 |
2.618 |
32.85 |
4.250 |
26.14 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
45.67 |
45.79 |
PP |
45.03 |
45.11 |
S1 |
44.40 |
44.44 |
|