NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
41.93 |
41.89 |
-0.04 |
-0.1% |
45.06 |
High |
42.28 |
43.80 |
1.52 |
3.6% |
45.64 |
Low |
39.95 |
40.63 |
0.68 |
1.7% |
39.42 |
Close |
42.17 |
41.27 |
-0.90 |
-2.1% |
42.17 |
Range |
2.33 |
3.17 |
0.84 |
36.1% |
6.22 |
ATR |
2.81 |
2.83 |
0.03 |
0.9% |
0.00 |
Volume |
97,811 |
77,046 |
-20,765 |
-21.2% |
334,622 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.41 |
49.51 |
43.01 |
|
R3 |
48.24 |
46.34 |
42.14 |
|
R2 |
45.07 |
45.07 |
41.85 |
|
R1 |
43.17 |
43.17 |
41.56 |
42.54 |
PP |
41.90 |
41.90 |
41.90 |
41.58 |
S1 |
40.00 |
40.00 |
40.98 |
39.37 |
S2 |
38.73 |
38.73 |
40.69 |
|
S3 |
35.56 |
36.83 |
40.40 |
|
S4 |
32.39 |
33.66 |
39.53 |
|
|
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 |
45.64 |
39.42 |
6.22 |
15.1% |
3.17 |
7.7% |
30% |
False |
False |
82,333 |
10 |
50.47 |
39.42 |
11.05 |
26.8% |
2.74 |
6.6% |
17% |
False |
False |
76,967 |
20 |
52.34 |
39.42 |
12.92 |
31.3% |
2.62 |
6.3% |
14% |
False |
False |
56,082 |
40 |
58.31 |
39.42 |
18.89 |
45.8% |
3.01 |
7.3% |
10% |
False |
False |
38,584 |
60 |
59.89 |
39.42 |
20.47 |
49.6% |
3.06 |
7.4% |
9% |
False |
False |
29,656 |
80 |
75.10 |
39.42 |
35.68 |
86.5% |
3.20 |
7.7% |
5% |
False |
False |
23,933 |
100 |
100.60 |
39.42 |
61.18 |
148.2% |
3.00 |
7.3% |
3% |
False |
False |
19,823 |
120 |
112.52 |
39.42 |
73.10 |
177.1% |
2.67 |
6.5% |
3% |
False |
False |
16,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.27 |
2.618 |
52.10 |
1.618 |
48.93 |
1.000 |
46.97 |
0.618 |
45.76 |
HIGH |
43.80 |
0.618 |
42.59 |
0.500 |
42.22 |
0.382 |
41.84 |
LOW |
40.63 |
0.618 |
38.67 |
1.000 |
37.46 |
1.618 |
35.50 |
2.618 |
32.33 |
4.250 |
27.16 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
42.22 |
41.61 |
PP |
41.90 |
41.50 |
S1 |
41.59 |
41.38 |
|