NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 06-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
48.13 |
49.83 |
1.70 |
3.5% |
50.55 |
High |
50.00 |
51.07 |
1.07 |
2.1% |
51.07 |
Low |
48.09 |
47.96 |
-0.13 |
-0.3% |
47.35 |
Close |
49.96 |
50.39 |
0.43 |
0.9% |
50.39 |
Range |
1.91 |
3.11 |
1.20 |
62.8% |
3.72 |
ATR |
2.78 |
2.80 |
0.02 |
0.8% |
0.00 |
Volume |
26,402 |
30,857 |
4,455 |
16.9% |
143,253 |
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.14 |
57.87 |
52.10 |
|
R3 |
56.03 |
54.76 |
51.25 |
|
R2 |
52.92 |
52.92 |
50.96 |
|
R1 |
51.65 |
51.65 |
50.68 |
52.29 |
PP |
49.81 |
49.81 |
49.81 |
50.12 |
S1 |
48.54 |
48.54 |
50.10 |
49.18 |
S2 |
46.70 |
46.70 |
49.82 |
|
S3 |
43.59 |
45.43 |
49.53 |
|
S4 |
40.48 |
42.32 |
48.68 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.76 |
59.30 |
52.44 |
|
R3 |
57.04 |
55.58 |
51.41 |
|
R2 |
53.32 |
53.32 |
51.07 |
|
R1 |
51.86 |
51.86 |
50.73 |
50.73 |
PP |
49.60 |
49.60 |
49.60 |
49.04 |
S1 |
48.14 |
48.14 |
50.05 |
47.01 |
S2 |
45.88 |
45.88 |
49.71 |
|
S3 |
42.16 |
44.42 |
49.37 |
|
S4 |
38.44 |
40.70 |
48.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.07 |
47.35 |
3.72 |
7.4% |
2.13 |
4.2% |
82% |
True |
False |
28,650 |
10 |
53.37 |
47.35 |
6.02 |
11.9% |
2.34 |
4.6% |
50% |
False |
False |
30,700 |
20 |
53.60 |
46.95 |
6.65 |
13.2% |
2.62 |
5.2% |
52% |
False |
False |
31,259 |
40 |
59.66 |
42.51 |
17.15 |
34.0% |
3.12 |
6.2% |
46% |
False |
False |
26,596 |
60 |
65.80 |
42.51 |
23.29 |
46.2% |
3.20 |
6.3% |
34% |
False |
False |
23,474 |
80 |
87.13 |
42.51 |
44.62 |
88.5% |
3.45 |
6.8% |
18% |
False |
False |
21,187 |
100 |
109.98 |
42.51 |
67.47 |
133.9% |
3.56 |
7.1% |
12% |
False |
False |
18,697 |
120 |
123.85 |
42.51 |
81.34 |
161.4% |
3.41 |
6.8% |
10% |
False |
False |
16,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.29 |
2.618 |
59.21 |
1.618 |
56.10 |
1.000 |
54.18 |
0.618 |
52.99 |
HIGH |
51.07 |
0.618 |
49.88 |
0.500 |
49.52 |
0.382 |
49.15 |
LOW |
47.96 |
0.618 |
46.04 |
1.000 |
44.85 |
1.618 |
42.93 |
2.618 |
39.82 |
4.250 |
34.74 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
50.10 |
50.02 |
PP |
49.81 |
49.65 |
S1 |
49.52 |
49.28 |
|