NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 19-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
42.44 |
41.17 |
-1.27 |
-3.0% |
50.40 |
High |
43.20 |
44.04 |
0.84 |
1.9% |
51.93 |
Low |
40.89 |
40.85 |
-0.04 |
-0.1% |
46.09 |
Close |
41.15 |
43.97 |
2.82 |
6.9% |
46.67 |
Range |
2.31 |
3.19 |
0.88 |
38.1% |
5.84 |
ATR |
2.75 |
2.78 |
0.03 |
1.1% |
0.00 |
Volume |
49,147 |
48,672 |
-475 |
-1.0% |
206,030 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.52 |
51.44 |
45.72 |
|
R3 |
49.33 |
48.25 |
44.85 |
|
R2 |
46.14 |
46.14 |
44.55 |
|
R1 |
45.06 |
45.06 |
44.26 |
45.60 |
PP |
42.95 |
42.95 |
42.95 |
43.23 |
S1 |
41.87 |
41.87 |
43.68 |
42.41 |
S2 |
39.76 |
39.76 |
43.39 |
|
S3 |
36.57 |
38.68 |
43.09 |
|
S4 |
33.38 |
35.49 |
42.22 |
|
|
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 |
48.50 |
40.85 |
7.65 |
17.4% |
2.83 |
6.4% |
41% |
False |
True |
45,866 |
10 |
51.93 |
40.85 |
11.08 |
25.2% |
2.66 |
6.1% |
28% |
False |
True |
40,435 |
20 |
53.37 |
40.85 |
12.52 |
28.5% |
2.60 |
5.9% |
25% |
False |
True |
36,448 |
40 |
59.66 |
40.85 |
18.81 |
42.8% |
2.94 |
6.7% |
17% |
False |
True |
29,527 |
60 |
61.33 |
40.85 |
20.48 |
46.6% |
3.13 |
7.1% |
15% |
False |
True |
27,451 |
80 |
76.00 |
40.85 |
35.15 |
79.9% |
3.32 |
7.6% |
9% |
False |
True |
24,174 |
100 |
107.08 |
40.85 |
66.23 |
150.6% |
3.43 |
7.8% |
5% |
False |
True |
21,484 |
120 |
121.37 |
40.85 |
80.52 |
183.1% |
3.45 |
7.8% |
4% |
False |
True |
18,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.60 |
2.618 |
52.39 |
1.618 |
49.20 |
1.000 |
47.23 |
0.618 |
46.01 |
HIGH |
44.04 |
0.618 |
42.82 |
0.500 |
42.45 |
0.382 |
42.07 |
LOW |
40.85 |
0.618 |
38.88 |
1.000 |
37.66 |
1.618 |
35.69 |
2.618 |
32.50 |
4.250 |
27.29 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
43.46 |
44.06 |
PP |
42.95 |
44.03 |
S1 |
42.45 |
44.00 |
|