NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
46.78 |
42.44 |
-4.34 |
-9.3% |
50.40 |
High |
47.26 |
43.20 |
-4.06 |
-8.6% |
51.93 |
Low |
42.19 |
40.89 |
-1.30 |
-3.1% |
46.09 |
Close |
42.88 |
41.15 |
-1.73 |
-4.0% |
46.67 |
Range |
5.07 |
2.31 |
-2.76 |
-54.4% |
5.84 |
ATR |
2.78 |
2.75 |
-0.03 |
-1.2% |
0.00 |
Volume |
43,251 |
49,147 |
5,896 |
13.6% |
206,030 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.68 |
47.22 |
42.42 |
|
R3 |
46.37 |
44.91 |
41.79 |
|
R2 |
44.06 |
44.06 |
41.57 |
|
R1 |
42.60 |
42.60 |
41.36 |
42.18 |
PP |
41.75 |
41.75 |
41.75 |
41.53 |
S1 |
40.29 |
40.29 |
40.94 |
39.87 |
S2 |
39.44 |
39.44 |
40.73 |
|
S3 |
37.13 |
37.98 |
40.51 |
|
S4 |
34.82 |
35.67 |
39.88 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.75 |
62.05 |
49.88 |
|
R3 |
59.91 |
56.21 |
48.28 |
|
R2 |
54.07 |
54.07 |
47.74 |
|
R1 |
50.37 |
50.37 |
47.21 |
49.30 |
PP |
48.23 |
48.23 |
48.23 |
47.70 |
S1 |
44.53 |
44.53 |
46.13 |
43.46 |
S2 |
42.39 |
42.39 |
45.60 |
|
S3 |
36.55 |
38.69 |
45.06 |
|
S4 |
30.71 |
32.85 |
43.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.10 |
40.89 |
8.21 |
20.0% |
2.52 |
6.1% |
3% |
False |
True |
43,434 |
10 |
51.93 |
40.89 |
11.04 |
26.8% |
2.50 |
6.1% |
2% |
False |
True |
38,478 |
20 |
53.37 |
40.89 |
12.48 |
30.3% |
2.55 |
6.2% |
2% |
False |
True |
35,905 |
40 |
59.66 |
40.89 |
18.77 |
45.6% |
2.91 |
7.1% |
1% |
False |
True |
29,051 |
60 |
61.33 |
40.89 |
20.44 |
49.7% |
3.15 |
7.7% |
1% |
False |
True |
26,945 |
80 |
76.00 |
40.89 |
35.11 |
85.3% |
3.32 |
8.1% |
1% |
False |
True |
23,763 |
100 |
108.06 |
40.89 |
67.17 |
163.2% |
3.44 |
8.4% |
0% |
False |
True |
21,076 |
120 |
121.37 |
40.89 |
80.48 |
195.6% |
3.43 |
8.3% |
0% |
False |
True |
18,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.02 |
2.618 |
49.25 |
1.618 |
46.94 |
1.000 |
45.51 |
0.618 |
44.63 |
HIGH |
43.20 |
0.618 |
42.32 |
0.500 |
42.05 |
0.382 |
41.77 |
LOW |
40.89 |
0.618 |
39.46 |
1.000 |
38.58 |
1.618 |
37.15 |
2.618 |
34.84 |
4.250 |
31.07 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
42.05 |
44.55 |
PP |
41.75 |
43.41 |
S1 |
41.45 |
42.28 |
|