NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 13-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
42.41 |
42.40 |
-0.01 |
0.0% |
45.83 |
High |
43.06 |
42.89 |
-0.17 |
-0.4% |
47.99 |
Low |
41.36 |
41.34 |
-0.02 |
0.0% |
41.34 |
Close |
42.17 |
41.97 |
-0.20 |
-0.5% |
41.97 |
Range |
1.70 |
1.55 |
-0.15 |
-8.8% |
6.65 |
ATR |
2.98 |
2.88 |
-0.10 |
-3.4% |
0.00 |
Volume |
207,189 |
247,210 |
40,021 |
19.3% |
1,178,171 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.72 |
45.89 |
42.82 |
|
R3 |
45.17 |
44.34 |
42.40 |
|
R2 |
43.62 |
43.62 |
42.25 |
|
R1 |
42.79 |
42.79 |
42.11 |
42.43 |
PP |
42.07 |
42.07 |
42.07 |
41.89 |
S1 |
41.24 |
41.24 |
41.83 |
40.88 |
S2 |
40.52 |
40.52 |
41.69 |
|
S3 |
38.97 |
39.69 |
41.54 |
|
S4 |
37.42 |
38.14 |
41.12 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.72 |
59.49 |
45.63 |
|
R3 |
57.07 |
52.84 |
43.80 |
|
R2 |
50.42 |
50.42 |
43.19 |
|
R1 |
46.19 |
46.19 |
42.58 |
44.98 |
PP |
43.77 |
43.77 |
43.77 |
43.16 |
S1 |
39.54 |
39.54 |
41.36 |
38.33 |
S2 |
37.12 |
37.12 |
40.75 |
|
S3 |
30.47 |
32.89 |
40.14 |
|
S4 |
23.82 |
26.24 |
38.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.99 |
41.34 |
6.65 |
15.8% |
2.45 |
5.8% |
9% |
False |
True |
235,634 |
10 |
47.99 |
41.34 |
6.65 |
15.8% |
2.30 |
5.5% |
9% |
False |
True |
169,961 |
20 |
50.88 |
41.34 |
9.54 |
22.7% |
2.83 |
6.7% |
7% |
False |
True |
132,906 |
40 |
56.86 |
39.82 |
17.04 |
40.6% |
3.26 |
7.8% |
13% |
False |
False |
81,527 |
60 |
59.57 |
39.82 |
19.75 |
47.1% |
3.36 |
8.0% |
11% |
False |
False |
59,706 |
80 |
77.63 |
39.82 |
37.81 |
90.1% |
3.57 |
8.5% |
6% |
False |
False |
46,558 |
100 |
107.00 |
39.82 |
67.18 |
160.1% |
3.66 |
8.7% |
3% |
False |
False |
38,124 |
120 |
120.30 |
39.82 |
80.48 |
191.8% |
3.37 |
8.0% |
3% |
False |
False |
32,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.48 |
2.618 |
46.95 |
1.618 |
45.40 |
1.000 |
44.44 |
0.618 |
43.85 |
HIGH |
42.89 |
0.618 |
42.30 |
0.500 |
42.12 |
0.382 |
41.93 |
LOW |
41.34 |
0.618 |
40.38 |
1.000 |
39.79 |
1.618 |
38.83 |
2.618 |
37.28 |
4.250 |
34.75 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
42.12 |
42.89 |
PP |
42.07 |
42.58 |
S1 |
42.02 |
42.28 |
|