NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 26-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
39.92 |
42.39 |
2.47 |
6.2% |
42.08 |
High |
42.83 |
45.30 |
2.47 |
5.8% |
42.72 |
Low |
39.40 |
42.27 |
2.87 |
7.3% |
37.12 |
Close |
42.50 |
45.22 |
2.72 |
6.4% |
40.03 |
Range |
3.43 |
3.03 |
-0.40 |
-11.7% |
5.60 |
ATR |
2.96 |
2.97 |
0.00 |
0.2% |
0.00 |
Volume |
238,187 |
323,428 |
85,241 |
35.8% |
919,849 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.35 |
52.32 |
46.89 |
|
R3 |
50.32 |
49.29 |
46.05 |
|
R2 |
47.29 |
47.29 |
45.78 |
|
R1 |
46.26 |
46.26 |
45.50 |
46.78 |
PP |
44.26 |
44.26 |
44.26 |
44.52 |
S1 |
43.23 |
43.23 |
44.94 |
43.75 |
S2 |
41.23 |
41.23 |
44.66 |
|
S3 |
38.20 |
40.20 |
44.39 |
|
S4 |
35.17 |
37.17 |
43.55 |
|
|
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 |
45.30 |
37.54 |
7.76 |
17.2% |
3.03 |
6.7% |
99% |
True |
False |
275,661 |
10 |
45.30 |
37.12 |
8.18 |
18.1% |
2.80 |
6.2% |
99% |
True |
False |
246,657 |
20 |
47.99 |
37.12 |
10.87 |
24.0% |
2.61 |
5.8% |
75% |
False |
False |
194,880 |
40 |
56.86 |
37.12 |
19.74 |
43.7% |
3.21 |
7.1% |
41% |
False |
False |
127,907 |
60 |
57.39 |
37.12 |
20.27 |
44.8% |
3.29 |
7.3% |
40% |
False |
False |
91,739 |
80 |
74.05 |
37.12 |
36.93 |
81.7% |
3.46 |
7.7% |
22% |
False |
False |
71,057 |
100 |
95.28 |
37.12 |
58.16 |
128.6% |
3.60 |
8.0% |
14% |
False |
False |
57,934 |
120 |
111.15 |
37.12 |
74.03 |
163.7% |
3.47 |
7.7% |
11% |
False |
False |
48,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.18 |
2.618 |
53.23 |
1.618 |
50.20 |
1.000 |
48.33 |
0.618 |
47.17 |
HIGH |
45.30 |
0.618 |
44.14 |
0.500 |
43.79 |
0.382 |
43.43 |
LOW |
42.27 |
0.618 |
40.40 |
1.000 |
39.24 |
1.618 |
37.37 |
2.618 |
34.34 |
4.250 |
29.39 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
44.74 |
43.97 |
PP |
44.26 |
42.72 |
S1 |
43.79 |
41.48 |
|