NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
39.80 |
41.93 |
2.13 |
5.4% |
45.06 |
High |
42.60 |
42.28 |
-0.32 |
-0.8% |
45.64 |
Low |
39.42 |
39.95 |
0.53 |
1.3% |
39.42 |
Close |
42.51 |
42.17 |
-0.34 |
-0.8% |
42.17 |
Range |
3.18 |
2.33 |
-0.85 |
-26.7% |
6.22 |
ATR |
2.83 |
2.81 |
-0.02 |
-0.7% |
0.00 |
Volume |
82,730 |
97,811 |
15,081 |
18.2% |
334,622 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.46 |
47.64 |
43.45 |
|
R3 |
46.13 |
45.31 |
42.81 |
|
R2 |
43.80 |
43.80 |
42.60 |
|
R1 |
42.98 |
42.98 |
42.38 |
43.39 |
PP |
41.47 |
41.47 |
41.47 |
41.67 |
S1 |
40.65 |
40.65 |
41.96 |
41.06 |
S2 |
39.14 |
39.14 |
41.74 |
|
S3 |
36.81 |
38.32 |
41.53 |
|
S4 |
34.48 |
35.99 |
40.89 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.07 |
57.84 |
45.59 |
|
R3 |
54.85 |
51.62 |
43.88 |
|
R2 |
48.63 |
48.63 |
43.31 |
|
R1 |
45.40 |
45.40 |
42.74 |
43.91 |
PP |
42.41 |
42.41 |
42.41 |
41.66 |
S1 |
39.18 |
39.18 |
41.60 |
37.69 |
S2 |
36.19 |
36.19 |
41.03 |
|
S3 |
29.97 |
32.96 |
40.46 |
|
S4 |
23.75 |
26.74 |
38.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.45 |
39.42 |
7.03 |
16.7% |
2.95 |
7.0% |
39% |
False |
False |
83,907 |
10 |
50.47 |
39.42 |
11.05 |
26.2% |
2.76 |
6.5% |
25% |
False |
False |
72,643 |
20 |
52.34 |
39.42 |
12.92 |
30.6% |
2.70 |
6.4% |
21% |
False |
False |
54,122 |
40 |
58.31 |
39.42 |
18.89 |
44.8% |
3.00 |
7.1% |
15% |
False |
False |
36,850 |
60 |
59.89 |
39.42 |
20.47 |
48.5% |
3.09 |
7.3% |
13% |
False |
False |
28,535 |
80 |
75.10 |
39.42 |
35.68 |
84.6% |
3.16 |
7.5% |
8% |
False |
False |
23,073 |
100 |
102.08 |
39.42 |
62.66 |
148.6% |
3.00 |
7.1% |
4% |
False |
False |
19,063 |
120 |
117.38 |
39.42 |
77.96 |
184.9% |
2.64 |
6.3% |
4% |
False |
False |
16,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.18 |
2.618 |
48.38 |
1.618 |
46.05 |
1.000 |
44.61 |
0.618 |
43.72 |
HIGH |
42.28 |
0.618 |
41.39 |
0.500 |
41.12 |
0.382 |
40.84 |
LOW |
39.95 |
0.618 |
38.51 |
1.000 |
37.62 |
1.618 |
36.18 |
2.618 |
33.85 |
4.250 |
30.05 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
41.82 |
41.78 |
PP |
41.47 |
41.40 |
S1 |
41.12 |
41.01 |
|