NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 09-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
49.83 |
50.40 |
0.57 |
1.1% |
50.55 |
High |
51.07 |
51.92 |
0.85 |
1.7% |
51.07 |
Low |
47.96 |
49.75 |
1.79 |
3.7% |
47.35 |
Close |
50.39 |
50.25 |
-0.14 |
-0.3% |
50.39 |
Range |
3.11 |
2.17 |
-0.94 |
-30.2% |
3.72 |
ATR |
2.80 |
2.76 |
-0.05 |
-1.6% |
0.00 |
Volume |
30,857 |
46,739 |
15,882 |
51.5% |
143,253 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.15 |
55.87 |
51.44 |
|
R3 |
54.98 |
53.70 |
50.85 |
|
R2 |
52.81 |
52.81 |
50.65 |
|
R1 |
51.53 |
51.53 |
50.45 |
51.09 |
PP |
50.64 |
50.64 |
50.64 |
50.42 |
S1 |
49.36 |
49.36 |
50.05 |
48.92 |
S2 |
48.47 |
48.47 |
49.85 |
|
S3 |
46.30 |
47.19 |
49.65 |
|
S4 |
44.13 |
45.02 |
49.06 |
|
|
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 |
51.92 |
47.35 |
4.57 |
9.1% |
1.95 |
3.9% |
63% |
True |
False |
32,417 |
10 |
52.37 |
47.35 |
5.02 |
10.0% |
2.31 |
4.6% |
58% |
False |
False |
32,606 |
20 |
53.60 |
46.95 |
6.65 |
13.2% |
2.63 |
5.2% |
50% |
False |
False |
32,389 |
40 |
59.66 |
42.51 |
17.15 |
34.1% |
3.10 |
6.2% |
45% |
False |
False |
27,248 |
60 |
65.00 |
42.51 |
22.49 |
44.8% |
3.20 |
6.4% |
34% |
False |
False |
24,012 |
80 |
79.12 |
42.51 |
36.61 |
72.9% |
3.40 |
6.8% |
21% |
False |
False |
21,629 |
100 |
109.98 |
42.51 |
67.47 |
134.3% |
3.55 |
7.1% |
11% |
False |
False |
19,127 |
120 |
123.85 |
42.51 |
81.34 |
161.9% |
3.42 |
6.8% |
10% |
False |
False |
16,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.14 |
2.618 |
57.60 |
1.618 |
55.43 |
1.000 |
54.09 |
0.618 |
53.26 |
HIGH |
51.92 |
0.618 |
51.09 |
0.500 |
50.84 |
0.382 |
50.58 |
LOW |
49.75 |
0.618 |
48.41 |
1.000 |
47.58 |
1.618 |
46.24 |
2.618 |
44.07 |
4.250 |
40.53 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
50.84 |
50.15 |
PP |
50.64 |
50.04 |
S1 |
50.45 |
49.94 |
|