NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 11-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
45.89 |
44.31 |
-1.58 |
-3.4% |
46.25 |
High |
47.72 |
44.44 |
-3.28 |
-6.9% |
47.10 |
Low |
43.61 |
42.22 |
-1.39 |
-3.2% |
43.58 |
Close |
43.76 |
42.47 |
-1.29 |
-2.9% |
46.15 |
Range |
4.11 |
2.22 |
-1.89 |
-46.0% |
3.52 |
ATR |
3.14 |
3.08 |
-0.07 |
-2.1% |
0.00 |
Volume |
192,814 |
211,998 |
19,184 |
9.9% |
521,448 |
|
Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.70 |
48.31 |
43.69 |
|
R3 |
47.48 |
46.09 |
43.08 |
|
R2 |
45.26 |
45.26 |
42.88 |
|
R1 |
43.87 |
43.87 |
42.67 |
43.46 |
PP |
43.04 |
43.04 |
43.04 |
42.84 |
S1 |
41.65 |
41.65 |
42.27 |
41.24 |
S2 |
40.82 |
40.82 |
42.06 |
|
S3 |
38.60 |
39.43 |
41.86 |
|
S4 |
36.38 |
37.21 |
41.25 |
|
|
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 |
42.22 |
5.77 |
13.6% |
2.90 |
6.8% |
4% |
False |
True |
186,738 |
10 |
47.99 |
42.22 |
5.77 |
13.6% |
2.43 |
5.7% |
4% |
False |
True |
143,103 |
20 |
50.88 |
42.22 |
8.66 |
20.4% |
3.01 |
7.1% |
3% |
False |
True |
116,838 |
40 |
56.96 |
39.82 |
17.14 |
40.4% |
3.40 |
8.0% |
15% |
False |
False |
71,053 |
60 |
62.61 |
39.82 |
22.79 |
53.7% |
3.42 |
8.0% |
12% |
False |
False |
52,395 |
80 |
77.63 |
39.82 |
37.81 |
89.0% |
3.62 |
8.5% |
7% |
False |
False |
41,055 |
100 |
111.15 |
39.82 |
71.33 |
168.0% |
3.71 |
8.7% |
4% |
False |
False |
33,633 |
120 |
123.58 |
39.82 |
83.76 |
197.2% |
3.35 |
7.9% |
3% |
False |
False |
28,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.88 |
2.618 |
50.25 |
1.618 |
48.03 |
1.000 |
46.66 |
0.618 |
45.81 |
HIGH |
44.44 |
0.618 |
43.59 |
0.500 |
43.33 |
0.382 |
43.07 |
LOW |
42.22 |
0.618 |
40.85 |
1.000 |
40.00 |
1.618 |
38.63 |
2.618 |
36.41 |
4.250 |
32.79 |
|
|
Fisher Pivots for day following 11-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
43.33 |
45.11 |
PP |
43.04 |
44.23 |
S1 |
42.76 |
43.35 |
|