NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 24-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
39.73 |
38.10 |
-1.63 |
-4.1% |
42.08 |
High |
41.49 |
40.13 |
-1.36 |
-3.3% |
42.72 |
Low |
37.87 |
37.65 |
-0.22 |
-0.6% |
37.12 |
Close |
38.44 |
39.96 |
1.52 |
4.0% |
40.03 |
Range |
3.62 |
2.48 |
-1.14 |
-31.5% |
5.60 |
ATR |
2.96 |
2.93 |
-0.03 |
-1.2% |
0.00 |
Volume |
244,809 |
285,905 |
41,096 |
16.8% |
919,849 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.69 |
45.80 |
41.32 |
|
R3 |
44.21 |
43.32 |
40.64 |
|
R2 |
41.73 |
41.73 |
40.41 |
|
R1 |
40.84 |
40.84 |
40.19 |
41.29 |
PP |
39.25 |
39.25 |
39.25 |
39.47 |
S1 |
38.36 |
38.36 |
39.73 |
38.81 |
S2 |
36.77 |
36.77 |
39.51 |
|
S3 |
34.29 |
35.88 |
39.28 |
|
S4 |
31.81 |
33.40 |
38.60 |
|
|
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 |
41.49 |
37.12 |
4.37 |
10.9% |
2.71 |
6.8% |
65% |
False |
False |
247,627 |
10 |
47.72 |
37.12 |
10.60 |
26.5% |
2.79 |
7.0% |
27% |
False |
False |
230,977 |
20 |
49.85 |
37.12 |
12.73 |
31.9% |
2.69 |
6.7% |
22% |
False |
False |
176,910 |
40 |
56.86 |
37.12 |
19.74 |
49.4% |
3.21 |
8.0% |
14% |
False |
False |
114,320 |
60 |
59.57 |
37.12 |
22.45 |
56.2% |
3.33 |
8.3% |
13% |
False |
False |
82,789 |
80 |
74.05 |
37.12 |
36.93 |
92.4% |
3.51 |
8.8% |
8% |
False |
False |
64,245 |
100 |
102.60 |
37.12 |
65.48 |
163.9% |
3.65 |
9.1% |
4% |
False |
False |
52,401 |
120 |
112.27 |
37.12 |
75.15 |
188.1% |
3.42 |
8.6% |
4% |
False |
False |
44,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.67 |
2.618 |
46.62 |
1.618 |
44.14 |
1.000 |
42.61 |
0.618 |
41.66 |
HIGH |
40.13 |
0.618 |
39.18 |
0.500 |
38.89 |
0.382 |
38.60 |
LOW |
37.65 |
0.618 |
36.12 |
1.000 |
35.17 |
1.618 |
33.64 |
2.618 |
31.16 |
4.250 |
27.11 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
39.60 |
39.81 |
PP |
39.25 |
39.66 |
S1 |
38.89 |
39.52 |
|