NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 17-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
42.40 |
42.08 |
-0.32 |
-0.8% |
45.83 |
High |
42.89 |
42.72 |
-0.17 |
-0.4% |
47.99 |
Low |
41.34 |
38.01 |
-3.33 |
-8.1% |
41.34 |
Close |
41.97 |
38.54 |
-3.43 |
-8.2% |
41.97 |
Range |
1.55 |
4.71 |
3.16 |
203.9% |
6.65 |
ATR |
2.88 |
3.01 |
0.13 |
4.6% |
0.00 |
Volume |
247,210 |
212,427 |
-34,783 |
-14.1% |
1,178,171 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.89 |
50.92 |
41.13 |
|
R3 |
49.18 |
46.21 |
39.84 |
|
R2 |
44.47 |
44.47 |
39.40 |
|
R1 |
41.50 |
41.50 |
38.97 |
40.63 |
PP |
39.76 |
39.76 |
39.76 |
39.32 |
S1 |
36.79 |
36.79 |
38.11 |
35.92 |
S2 |
35.05 |
35.05 |
37.68 |
|
S3 |
30.34 |
32.08 |
37.24 |
|
S4 |
25.63 |
27.37 |
35.95 |
|
|
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 |
47.72 |
38.01 |
9.71 |
25.2% |
2.86 |
7.4% |
5% |
False |
True |
214,327 |
10 |
47.99 |
38.01 |
9.98 |
25.9% |
2.50 |
6.5% |
5% |
False |
True |
183,134 |
20 |
50.88 |
38.01 |
12.87 |
33.4% |
2.94 |
7.6% |
4% |
False |
True |
140,103 |
40 |
56.86 |
38.01 |
18.85 |
48.9% |
3.27 |
8.5% |
3% |
False |
True |
86,356 |
60 |
59.57 |
38.01 |
21.56 |
55.9% |
3.41 |
8.8% |
2% |
False |
True |
63,152 |
80 |
74.05 |
38.01 |
36.04 |
93.5% |
3.57 |
9.3% |
1% |
False |
True |
49,175 |
100 |
106.70 |
38.01 |
68.69 |
178.2% |
3.67 |
9.5% |
1% |
False |
True |
40,174 |
120 |
120.30 |
38.01 |
82.29 |
213.5% |
3.41 |
8.8% |
1% |
False |
True |
33,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.74 |
2.618 |
55.05 |
1.618 |
50.34 |
1.000 |
47.43 |
0.618 |
45.63 |
HIGH |
42.72 |
0.618 |
40.92 |
0.500 |
40.37 |
0.382 |
39.81 |
LOW |
38.01 |
0.618 |
35.10 |
1.000 |
33.30 |
1.618 |
30.39 |
2.618 |
25.68 |
4.250 |
17.99 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
40.37 |
40.54 |
PP |
39.76 |
39.87 |
S1 |
39.15 |
39.21 |
|