NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 24-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
41.89 |
41.17 |
-0.72 |
-1.7% |
45.06 |
High |
43.80 |
42.91 |
-0.89 |
-2.0% |
45.64 |
Low |
40.63 |
40.72 |
0.09 |
0.2% |
39.42 |
Close |
41.27 |
42.76 |
1.49 |
3.6% |
42.17 |
Range |
3.17 |
2.19 |
-0.98 |
-30.9% |
6.22 |
ATR |
2.83 |
2.79 |
-0.05 |
-1.6% |
0.00 |
Volume |
77,046 |
97,935 |
20,889 |
27.1% |
334,622 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.70 |
47.92 |
43.96 |
|
R3 |
46.51 |
45.73 |
43.36 |
|
R2 |
44.32 |
44.32 |
43.16 |
|
R1 |
43.54 |
43.54 |
42.96 |
43.93 |
PP |
42.13 |
42.13 |
42.13 |
42.33 |
S1 |
41.35 |
41.35 |
42.56 |
41.74 |
S2 |
39.94 |
39.94 |
42.36 |
|
S3 |
37.75 |
39.16 |
42.16 |
|
S4 |
35.56 |
36.97 |
41.56 |
|
|
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 |
43.80 |
39.42 |
4.38 |
10.2% |
2.58 |
6.0% |
76% |
False |
False |
86,332 |
10 |
50.44 |
39.42 |
11.02 |
25.8% |
2.73 |
6.4% |
30% |
False |
False |
80,182 |
20 |
51.40 |
39.42 |
11.98 |
28.0% |
2.58 |
6.0% |
28% |
False |
False |
59,658 |
40 |
58.31 |
39.42 |
18.89 |
44.2% |
2.96 |
6.9% |
18% |
False |
False |
40,764 |
60 |
59.89 |
39.42 |
20.47 |
47.9% |
3.04 |
7.1% |
16% |
False |
False |
31,155 |
80 |
75.10 |
39.42 |
35.68 |
83.4% |
3.20 |
7.5% |
9% |
False |
False |
25,109 |
100 |
99.01 |
39.42 |
59.59 |
139.4% |
3.02 |
7.1% |
6% |
False |
False |
20,791 |
120 |
112.52 |
39.42 |
73.10 |
171.0% |
2.67 |
6.2% |
5% |
False |
False |
17,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.22 |
2.618 |
48.64 |
1.618 |
46.45 |
1.000 |
45.10 |
0.618 |
44.26 |
HIGH |
42.91 |
0.618 |
42.07 |
0.500 |
41.82 |
0.382 |
41.56 |
LOW |
40.72 |
0.618 |
39.37 |
1.000 |
38.53 |
1.618 |
37.18 |
2.618 |
34.99 |
4.250 |
31.41 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
42.45 |
42.47 |
PP |
42.13 |
42.17 |
S1 |
41.82 |
41.88 |
|