NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 17-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
45.94 |
45.06 |
-0.88 |
-1.9% |
48.60 |
High |
46.45 |
45.64 |
-0.81 |
-1.7% |
50.47 |
Low |
44.37 |
40.51 |
-3.86 |
-8.7% |
44.37 |
Close |
44.94 |
41.23 |
-3.71 |
-8.3% |
44.94 |
Range |
2.08 |
5.13 |
3.05 |
146.6% |
6.10 |
ATR |
2.68 |
2.86 |
0.17 |
6.5% |
0.00 |
Volume |
84,913 |
77,939 |
-6,974 |
-8.2% |
358,005 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.85 |
54.67 |
44.05 |
|
R3 |
52.72 |
49.54 |
42.64 |
|
R2 |
47.59 |
47.59 |
42.17 |
|
R1 |
44.41 |
44.41 |
41.70 |
43.44 |
PP |
42.46 |
42.46 |
42.46 |
41.97 |
S1 |
39.28 |
39.28 |
40.76 |
38.31 |
S2 |
37.33 |
37.33 |
40.29 |
|
S3 |
32.20 |
34.15 |
39.82 |
|
S4 |
27.07 |
29.02 |
38.41 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.89 |
61.02 |
48.30 |
|
R3 |
58.79 |
54.92 |
46.62 |
|
R2 |
52.69 |
52.69 |
46.06 |
|
R1 |
48.82 |
48.82 |
45.50 |
47.71 |
PP |
46.59 |
46.59 |
46.59 |
46.04 |
S1 |
42.72 |
42.72 |
44.38 |
41.61 |
S2 |
40.49 |
40.49 |
43.82 |
|
S3 |
34.39 |
36.62 |
43.26 |
|
S4 |
28.29 |
30.52 |
41.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.44 |
40.51 |
9.93 |
24.1% |
2.88 |
7.0% |
7% |
False |
True |
74,031 |
10 |
50.47 |
40.51 |
9.96 |
24.2% |
2.45 |
5.9% |
7% |
False |
True |
57,815 |
20 |
52.34 |
40.51 |
11.83 |
28.7% |
2.77 |
6.7% |
6% |
False |
True |
46,699 |
40 |
58.31 |
40.51 |
17.80 |
43.2% |
3.04 |
7.4% |
4% |
False |
True |
31,406 |
60 |
59.89 |
40.51 |
19.38 |
47.0% |
3.10 |
7.5% |
4% |
False |
True |
24,676 |
80 |
75.10 |
40.51 |
34.59 |
83.9% |
3.17 |
7.7% |
2% |
False |
True |
19,999 |
100 |
107.65 |
40.51 |
67.14 |
162.8% |
2.95 |
7.2% |
1% |
False |
True |
16,560 |
120 |
119.79 |
40.51 |
79.28 |
192.3% |
2.58 |
6.3% |
1% |
False |
True |
14,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.44 |
2.618 |
59.07 |
1.618 |
53.94 |
1.000 |
50.77 |
0.618 |
48.81 |
HIGH |
45.64 |
0.618 |
43.68 |
0.500 |
43.08 |
0.382 |
42.47 |
LOW |
40.51 |
0.618 |
37.34 |
1.000 |
35.38 |
1.618 |
32.21 |
2.618 |
27.08 |
4.250 |
18.71 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
43.08 |
43.55 |
PP |
42.46 |
42.78 |
S1 |
41.85 |
42.00 |
|