NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
37.54 |
39.60 |
2.06 |
5.5% |
42.08 |
High |
40.27 |
40.13 |
-0.14 |
-0.3% |
42.72 |
Low |
37.12 |
37.54 |
0.42 |
1.1% |
37.12 |
Close |
40.18 |
40.03 |
-0.15 |
-0.4% |
40.03 |
Range |
3.15 |
2.59 |
-0.56 |
-17.8% |
5.60 |
ATR |
2.93 |
2.91 |
-0.02 |
-0.7% |
0.00 |
Volume |
219,110 |
285,979 |
66,869 |
30.5% |
919,849 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.00 |
46.11 |
41.45 |
|
R3 |
44.41 |
43.52 |
40.74 |
|
R2 |
41.82 |
41.82 |
40.50 |
|
R1 |
40.93 |
40.93 |
40.27 |
41.38 |
PP |
39.23 |
39.23 |
39.23 |
39.46 |
S1 |
38.34 |
38.34 |
39.79 |
38.79 |
S2 |
36.64 |
36.64 |
39.56 |
|
S3 |
34.05 |
35.75 |
39.32 |
|
S4 |
31.46 |
33.16 |
38.61 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.76 |
53.99 |
43.11 |
|
R3 |
51.16 |
48.39 |
41.57 |
|
R2 |
45.56 |
45.56 |
41.06 |
|
R1 |
42.79 |
42.79 |
40.54 |
41.38 |
PP |
39.96 |
39.96 |
39.96 |
39.25 |
S1 |
37.19 |
37.19 |
39.52 |
35.78 |
S2 |
34.36 |
34.36 |
39.00 |
|
S3 |
28.76 |
31.59 |
38.49 |
|
S4 |
23.16 |
25.99 |
36.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.89 |
37.12 |
5.77 |
14.4% |
2.75 |
6.9% |
50% |
False |
False |
233,411 |
10 |
47.99 |
37.12 |
10.87 |
27.2% |
2.79 |
7.0% |
27% |
False |
False |
220,182 |
20 |
50.88 |
37.12 |
13.76 |
34.4% |
2.79 |
7.0% |
21% |
False |
False |
160,008 |
40 |
56.86 |
37.12 |
19.74 |
49.3% |
3.23 |
8.1% |
15% |
False |
False |
102,071 |
60 |
59.57 |
37.12 |
22.45 |
56.1% |
3.39 |
8.5% |
13% |
False |
False |
74,335 |
80 |
74.05 |
37.12 |
36.93 |
92.3% |
3.50 |
8.7% |
8% |
False |
False |
57,797 |
100 |
102.60 |
37.12 |
65.48 |
163.6% |
3.70 |
9.2% |
4% |
False |
False |
47,140 |
120 |
120.30 |
37.12 |
83.18 |
207.8% |
3.44 |
8.6% |
3% |
False |
False |
39,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.14 |
2.618 |
46.91 |
1.618 |
44.32 |
1.000 |
42.72 |
0.618 |
41.73 |
HIGH |
40.13 |
0.618 |
39.14 |
0.500 |
38.84 |
0.382 |
38.53 |
LOW |
37.54 |
0.618 |
35.94 |
1.000 |
34.95 |
1.618 |
33.35 |
2.618 |
30.76 |
4.250 |
26.53 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
39.63 |
39.59 |
PP |
39.23 |
39.14 |
S1 |
38.84 |
38.70 |
|