NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
45.06 |
40.78 |
-4.28 |
-9.5% |
48.60 |
High |
45.64 |
41.56 |
-4.08 |
-8.9% |
50.47 |
Low |
40.51 |
39.52 |
-0.99 |
-2.4% |
44.37 |
Close |
41.23 |
39.72 |
-1.51 |
-3.7% |
44.94 |
Range |
5.13 |
2.04 |
-3.09 |
-60.2% |
6.10 |
ATR |
2.86 |
2.80 |
-0.06 |
-2.0% |
0.00 |
Volume |
77,939 |
76,142 |
-1,797 |
-2.3% |
358,005 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.39 |
45.09 |
40.84 |
|
R3 |
44.35 |
43.05 |
40.28 |
|
R2 |
42.31 |
42.31 |
40.09 |
|
R1 |
41.01 |
41.01 |
39.91 |
40.64 |
PP |
40.27 |
40.27 |
40.27 |
40.08 |
S1 |
38.97 |
38.97 |
39.53 |
38.60 |
S2 |
38.23 |
38.23 |
39.35 |
|
S3 |
36.19 |
36.93 |
39.16 |
|
S4 |
34.15 |
34.89 |
38.60 |
|
|
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 |
47.46 |
39.52 |
7.94 |
20.0% |
2.52 |
6.4% |
3% |
False |
True |
78,244 |
10 |
50.47 |
39.52 |
10.95 |
27.6% |
2.56 |
6.5% |
2% |
False |
True |
61,909 |
20 |
52.34 |
39.52 |
12.82 |
32.3% |
2.69 |
6.8% |
2% |
False |
True |
49,161 |
40 |
58.31 |
39.52 |
18.79 |
47.3% |
3.00 |
7.5% |
1% |
False |
True |
32,931 |
60 |
59.89 |
39.52 |
20.37 |
51.3% |
3.11 |
7.8% |
1% |
False |
True |
25,854 |
80 |
75.10 |
39.52 |
35.58 |
89.6% |
3.13 |
7.9% |
1% |
False |
True |
20,924 |
100 |
107.65 |
39.52 |
68.13 |
171.5% |
2.94 |
7.4% |
0% |
False |
True |
17,299 |
120 |
119.79 |
39.52 |
80.27 |
202.1% |
2.60 |
6.5% |
0% |
False |
True |
14,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.23 |
2.618 |
46.90 |
1.618 |
44.86 |
1.000 |
43.60 |
0.618 |
42.82 |
HIGH |
41.56 |
0.618 |
40.78 |
0.500 |
40.54 |
0.382 |
40.30 |
LOW |
39.52 |
0.618 |
38.26 |
1.000 |
37.48 |
1.618 |
36.22 |
2.618 |
34.18 |
4.250 |
30.85 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
40.54 |
42.99 |
PP |
40.27 |
41.90 |
S1 |
39.99 |
40.81 |
|