NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
39.60 |
39.73 |
0.13 |
0.3% |
42.08 |
High |
40.13 |
41.49 |
1.36 |
3.4% |
42.72 |
Low |
37.54 |
37.87 |
0.33 |
0.9% |
37.12 |
Close |
40.03 |
38.44 |
-1.59 |
-4.0% |
40.03 |
Range |
2.59 |
3.62 |
1.03 |
39.8% |
5.60 |
ATR |
2.91 |
2.96 |
0.05 |
1.7% |
0.00 |
Volume |
285,979 |
244,809 |
-41,170 |
-14.4% |
919,849 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.13 |
47.90 |
40.43 |
|
R3 |
46.51 |
44.28 |
39.44 |
|
R2 |
42.89 |
42.89 |
39.10 |
|
R1 |
40.66 |
40.66 |
38.77 |
39.97 |
PP |
39.27 |
39.27 |
39.27 |
38.92 |
S1 |
37.04 |
37.04 |
38.11 |
36.35 |
S2 |
35.65 |
35.65 |
37.78 |
|
S3 |
32.03 |
33.42 |
37.44 |
|
S4 |
28.41 |
29.80 |
36.45 |
|
|
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 |
42.72 |
37.12 |
5.60 |
14.6% |
3.16 |
8.2% |
24% |
False |
False |
232,931 |
10 |
47.99 |
37.12 |
10.87 |
28.3% |
2.80 |
7.3% |
12% |
False |
False |
234,282 |
20 |
50.88 |
37.12 |
13.76 |
35.8% |
2.71 |
7.1% |
10% |
False |
False |
166,224 |
40 |
56.86 |
37.12 |
19.74 |
51.4% |
3.25 |
8.5% |
7% |
False |
False |
107,685 |
60 |
59.57 |
37.12 |
22.45 |
58.4% |
3.34 |
8.7% |
6% |
False |
False |
78,181 |
80 |
74.05 |
37.12 |
36.93 |
96.1% |
3.51 |
9.1% |
4% |
False |
False |
60,723 |
100 |
102.60 |
37.12 |
65.48 |
170.3% |
3.69 |
9.6% |
2% |
False |
False |
49,564 |
120 |
112.91 |
37.12 |
75.79 |
197.2% |
3.45 |
9.0% |
2% |
False |
False |
41,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.88 |
2.618 |
50.97 |
1.618 |
47.35 |
1.000 |
45.11 |
0.618 |
43.73 |
HIGH |
41.49 |
0.618 |
40.11 |
0.500 |
39.68 |
0.382 |
39.25 |
LOW |
37.87 |
0.618 |
35.63 |
1.000 |
34.25 |
1.618 |
32.01 |
2.618 |
28.39 |
4.250 |
22.49 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
39.68 |
39.31 |
PP |
39.27 |
39.02 |
S1 |
38.85 |
38.73 |
|