NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
38.10 |
39.92 |
1.82 |
4.8% |
42.08 |
High |
40.13 |
42.83 |
2.70 |
6.7% |
42.72 |
Low |
37.65 |
39.40 |
1.75 |
4.6% |
37.12 |
Close |
39.96 |
42.50 |
2.54 |
6.4% |
40.03 |
Range |
2.48 |
3.43 |
0.95 |
38.3% |
5.60 |
ATR |
2.93 |
2.96 |
0.04 |
1.2% |
0.00 |
Volume |
285,905 |
238,187 |
-47,718 |
-16.7% |
919,849 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.87 |
50.61 |
44.39 |
|
R3 |
48.44 |
47.18 |
43.44 |
|
R2 |
45.01 |
45.01 |
43.13 |
|
R1 |
43.75 |
43.75 |
42.81 |
44.38 |
PP |
41.58 |
41.58 |
41.58 |
41.89 |
S1 |
40.32 |
40.32 |
42.19 |
40.95 |
S2 |
38.15 |
38.15 |
41.87 |
|
S3 |
34.72 |
36.89 |
41.56 |
|
S4 |
31.29 |
33.46 |
40.61 |
|
|
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 |
42.83 |
37.12 |
5.71 |
13.4% |
3.05 |
7.2% |
94% |
True |
False |
254,798 |
10 |
44.44 |
37.12 |
7.32 |
17.2% |
2.72 |
6.4% |
73% |
False |
False |
235,514 |
20 |
47.99 |
37.12 |
10.87 |
25.6% |
2.61 |
6.1% |
49% |
False |
False |
184,524 |
40 |
56.86 |
37.12 |
19.74 |
46.4% |
3.23 |
7.6% |
27% |
False |
False |
119,922 |
60 |
59.57 |
37.12 |
22.45 |
52.8% |
3.31 |
7.8% |
24% |
False |
False |
86,535 |
80 |
74.05 |
37.12 |
36.93 |
86.9% |
3.50 |
8.2% |
15% |
False |
False |
67,144 |
100 |
99.14 |
37.12 |
62.02 |
145.9% |
3.62 |
8.5% |
9% |
False |
False |
54,731 |
120 |
112.27 |
37.12 |
75.15 |
176.8% |
3.44 |
8.1% |
7% |
False |
False |
46,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.41 |
2.618 |
51.81 |
1.618 |
48.38 |
1.000 |
46.26 |
0.618 |
44.95 |
HIGH |
42.83 |
0.618 |
41.52 |
0.500 |
41.12 |
0.382 |
40.71 |
LOW |
39.40 |
0.618 |
37.28 |
1.000 |
35.97 |
1.618 |
33.85 |
2.618 |
30.42 |
4.250 |
24.82 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
42.04 |
41.75 |
PP |
41.58 |
40.99 |
S1 |
41.12 |
40.24 |
|