NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
41.17 |
42.55 |
1.38 |
3.4% |
45.06 |
High |
42.91 |
44.93 |
2.02 |
4.7% |
45.64 |
Low |
40.72 |
41.98 |
1.26 |
3.1% |
39.42 |
Close |
42.76 |
44.66 |
1.90 |
4.4% |
42.17 |
Range |
2.19 |
2.95 |
0.76 |
34.7% |
6.22 |
ATR |
2.79 |
2.80 |
0.01 |
0.4% |
0.00 |
Volume |
97,935 |
97,192 |
-743 |
-0.8% |
334,622 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.71 |
51.63 |
46.28 |
|
R3 |
49.76 |
48.68 |
45.47 |
|
R2 |
46.81 |
46.81 |
45.20 |
|
R1 |
45.73 |
45.73 |
44.93 |
46.27 |
PP |
43.86 |
43.86 |
43.86 |
44.13 |
S1 |
42.78 |
42.78 |
44.39 |
43.32 |
S2 |
40.91 |
40.91 |
44.12 |
|
S3 |
37.96 |
39.83 |
43.85 |
|
S4 |
35.01 |
36.88 |
43.04 |
|
|
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 |
44.93 |
39.42 |
5.51 |
12.3% |
2.76 |
6.2% |
95% |
True |
False |
90,542 |
10 |
47.46 |
39.42 |
8.04 |
18.0% |
2.64 |
5.9% |
65% |
False |
False |
84,393 |
20 |
50.47 |
39.42 |
11.05 |
24.7% |
2.51 |
5.6% |
47% |
False |
False |
62,900 |
40 |
58.31 |
39.42 |
18.89 |
42.3% |
2.98 |
6.7% |
28% |
False |
False |
43,039 |
60 |
59.89 |
39.42 |
20.47 |
45.8% |
3.02 |
6.8% |
26% |
False |
False |
32,599 |
80 |
75.10 |
39.42 |
35.68 |
79.9% |
3.17 |
7.1% |
15% |
False |
False |
26,266 |
100 |
95.08 |
39.42 |
55.66 |
124.6% |
3.05 |
6.8% |
9% |
False |
False |
21,742 |
120 |
111.02 |
39.42 |
71.60 |
160.3% |
2.69 |
6.0% |
7% |
False |
False |
18,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.47 |
2.618 |
52.65 |
1.618 |
49.70 |
1.000 |
47.88 |
0.618 |
46.75 |
HIGH |
44.93 |
0.618 |
43.80 |
0.500 |
43.46 |
0.382 |
43.11 |
LOW |
41.98 |
0.618 |
40.16 |
1.000 |
39.03 |
1.618 |
37.21 |
2.618 |
34.26 |
4.250 |
29.44 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
44.26 |
44.03 |
PP |
43.86 |
43.41 |
S1 |
43.46 |
42.78 |
|