NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
42.08 |
38.32 |
-3.76 |
-8.9% |
45.83 |
High |
42.72 |
38.95 |
-3.77 |
-8.8% |
47.99 |
Low |
38.01 |
37.22 |
-0.79 |
-2.1% |
41.34 |
Close |
38.54 |
37.41 |
-1.13 |
-2.9% |
41.97 |
Range |
4.71 |
1.73 |
-2.98 |
-63.3% |
6.65 |
ATR |
3.01 |
2.91 |
-0.09 |
-3.0% |
0.00 |
Volume |
212,427 |
202,333 |
-10,094 |
-4.8% |
1,178,171 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.05 |
41.96 |
38.36 |
|
R3 |
41.32 |
40.23 |
37.89 |
|
R2 |
39.59 |
39.59 |
37.73 |
|
R1 |
38.50 |
38.50 |
37.57 |
38.18 |
PP |
37.86 |
37.86 |
37.86 |
37.70 |
S1 |
36.77 |
36.77 |
37.25 |
36.45 |
S2 |
36.13 |
36.13 |
37.09 |
|
S3 |
34.40 |
35.04 |
36.93 |
|
S4 |
32.67 |
33.31 |
36.46 |
|
|
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 |
44.44 |
37.22 |
7.22 |
19.3% |
2.38 |
6.4% |
3% |
False |
True |
216,231 |
10 |
47.99 |
37.22 |
10.77 |
28.8% |
2.58 |
6.9% |
2% |
False |
True |
191,689 |
20 |
50.88 |
37.22 |
13.66 |
36.5% |
2.83 |
7.6% |
1% |
False |
True |
146,795 |
40 |
56.86 |
37.22 |
19.64 |
52.5% |
3.22 |
8.6% |
1% |
False |
True |
90,691 |
60 |
59.57 |
37.22 |
22.35 |
59.7% |
3.41 |
9.1% |
1% |
False |
True |
66,408 |
80 |
74.05 |
37.22 |
36.83 |
98.4% |
3.53 |
9.4% |
1% |
False |
True |
51,652 |
100 |
105.85 |
37.22 |
68.63 |
183.5% |
3.67 |
9.8% |
0% |
False |
True |
42,163 |
120 |
120.30 |
37.22 |
83.08 |
222.1% |
3.41 |
9.1% |
0% |
False |
True |
35,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.30 |
2.618 |
43.48 |
1.618 |
41.75 |
1.000 |
40.68 |
0.618 |
40.02 |
HIGH |
38.95 |
0.618 |
38.29 |
0.500 |
38.09 |
0.382 |
37.88 |
LOW |
37.22 |
0.618 |
36.15 |
1.000 |
35.49 |
1.618 |
34.42 |
2.618 |
32.69 |
4.250 |
29.87 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
38.09 |
40.06 |
PP |
37.86 |
39.17 |
S1 |
37.64 |
38.29 |
|