NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 19-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
40.78 |
39.80 |
-0.98 |
-2.4% |
48.60 |
High |
41.56 |
42.60 |
1.04 |
2.5% |
50.47 |
Low |
39.52 |
39.42 |
-0.10 |
-0.3% |
44.37 |
Close |
39.72 |
42.51 |
2.79 |
7.0% |
44.94 |
Range |
2.04 |
3.18 |
1.14 |
55.9% |
6.10 |
ATR |
2.80 |
2.83 |
0.03 |
1.0% |
0.00 |
Volume |
76,142 |
82,730 |
6,588 |
8.7% |
358,005 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.05 |
49.96 |
44.26 |
|
R3 |
47.87 |
46.78 |
43.38 |
|
R2 |
44.69 |
44.69 |
43.09 |
|
R1 |
43.60 |
43.60 |
42.80 |
44.15 |
PP |
41.51 |
41.51 |
41.51 |
41.78 |
S1 |
40.42 |
40.42 |
42.22 |
40.97 |
S2 |
38.33 |
38.33 |
41.93 |
|
S3 |
35.15 |
37.24 |
41.64 |
|
S4 |
31.97 |
34.06 |
40.76 |
|
|
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 |
46.59 |
39.42 |
7.17 |
16.9% |
2.79 |
6.6% |
43% |
False |
True |
80,194 |
10 |
50.47 |
39.42 |
11.05 |
26.0% |
2.72 |
6.4% |
28% |
False |
True |
66,060 |
20 |
52.34 |
39.42 |
12.92 |
30.4% |
2.72 |
6.4% |
24% |
False |
True |
51,156 |
40 |
58.31 |
39.42 |
18.89 |
44.4% |
3.03 |
7.1% |
16% |
False |
True |
34,616 |
60 |
59.89 |
39.42 |
20.47 |
48.2% |
3.09 |
7.3% |
15% |
False |
True |
27,086 |
80 |
75.10 |
39.42 |
35.68 |
83.9% |
3.13 |
7.4% |
9% |
False |
True |
21,903 |
100 |
106.85 |
39.42 |
67.43 |
158.6% |
2.98 |
7.0% |
5% |
False |
True |
18,110 |
120 |
119.50 |
39.42 |
80.08 |
188.4% |
2.62 |
6.2% |
4% |
False |
True |
15,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.12 |
2.618 |
50.93 |
1.618 |
47.75 |
1.000 |
45.78 |
0.618 |
44.57 |
HIGH |
42.60 |
0.618 |
41.39 |
0.500 |
41.01 |
0.382 |
40.63 |
LOW |
39.42 |
0.618 |
37.45 |
1.000 |
36.24 |
1.618 |
34.27 |
2.618 |
31.09 |
4.250 |
25.91 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
42.01 |
42.53 |
PP |
41.51 |
42.52 |
S1 |
41.01 |
42.52 |
|