NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
41.17 |
43.36 |
2.19 |
5.3% |
46.78 |
High |
44.04 |
43.70 |
-0.34 |
-0.8% |
47.26 |
Low |
40.85 |
41.46 |
0.61 |
1.5% |
40.85 |
Close |
43.97 |
43.56 |
-0.41 |
-0.9% |
43.56 |
Range |
3.19 |
2.24 |
-0.95 |
-29.8% |
6.41 |
ATR |
2.78 |
2.76 |
-0.02 |
-0.7% |
0.00 |
Volume |
48,672 |
49,460 |
788 |
1.6% |
190,530 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.63 |
48.83 |
44.79 |
|
R3 |
47.39 |
46.59 |
44.18 |
|
R2 |
45.15 |
45.15 |
43.97 |
|
R1 |
44.35 |
44.35 |
43.77 |
44.75 |
PP |
42.91 |
42.91 |
42.91 |
43.11 |
S1 |
42.11 |
42.11 |
43.35 |
42.51 |
S2 |
40.67 |
40.67 |
43.15 |
|
S3 |
38.43 |
39.87 |
42.94 |
|
S4 |
36.19 |
37.63 |
42.33 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.12 |
59.75 |
47.09 |
|
R3 |
56.71 |
53.34 |
45.32 |
|
R2 |
50.30 |
50.30 |
44.74 |
|
R1 |
46.93 |
46.93 |
44.15 |
45.41 |
PP |
43.89 |
43.89 |
43.89 |
43.13 |
S1 |
40.52 |
40.52 |
42.97 |
39.00 |
S2 |
37.48 |
37.48 |
42.38 |
|
S3 |
31.07 |
34.11 |
41.80 |
|
S4 |
24.66 |
27.70 |
40.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.20 |
40.85 |
7.35 |
16.9% |
2.98 |
6.9% |
37% |
False |
False |
47,584 |
10 |
51.93 |
40.85 |
11.08 |
25.4% |
2.70 |
6.2% |
24% |
False |
False |
42,741 |
20 |
53.37 |
40.85 |
12.52 |
28.7% |
2.59 |
5.9% |
22% |
False |
False |
37,123 |
40 |
59.66 |
40.85 |
18.81 |
43.2% |
2.92 |
6.7% |
14% |
False |
False |
30,290 |
60 |
61.33 |
40.85 |
20.48 |
47.0% |
3.13 |
7.2% |
13% |
False |
False |
27,940 |
80 |
76.00 |
40.85 |
35.15 |
80.7% |
3.30 |
7.6% |
8% |
False |
False |
24,631 |
100 |
102.84 |
40.85 |
61.99 |
142.3% |
3.43 |
7.9% |
4% |
False |
False |
21,893 |
120 |
120.15 |
40.85 |
79.30 |
182.0% |
3.44 |
7.9% |
3% |
False |
False |
19,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.22 |
2.618 |
49.56 |
1.618 |
47.32 |
1.000 |
45.94 |
0.618 |
45.08 |
HIGH |
43.70 |
0.618 |
42.84 |
0.500 |
42.58 |
0.382 |
42.32 |
LOW |
41.46 |
0.618 |
40.08 |
1.000 |
39.22 |
1.618 |
37.84 |
2.618 |
35.60 |
4.250 |
31.94 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
43.23 |
43.19 |
PP |
42.91 |
42.82 |
S1 |
42.58 |
42.45 |
|