NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
43.36 |
43.58 |
0.22 |
0.5% |
46.78 |
High |
43.70 |
45.20 |
1.50 |
3.4% |
47.26 |
Low |
41.46 |
42.18 |
0.72 |
1.7% |
40.85 |
Close |
43.56 |
42.86 |
-0.70 |
-1.6% |
43.56 |
Range |
2.24 |
3.02 |
0.78 |
34.8% |
6.41 |
ATR |
2.76 |
2.78 |
0.02 |
0.7% |
0.00 |
Volume |
49,460 |
36,219 |
-13,241 |
-26.8% |
190,530 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.47 |
50.69 |
44.52 |
|
R3 |
49.45 |
47.67 |
43.69 |
|
R2 |
46.43 |
46.43 |
43.41 |
|
R1 |
44.65 |
44.65 |
43.14 |
44.03 |
PP |
43.41 |
43.41 |
43.41 |
43.11 |
S1 |
41.63 |
41.63 |
42.58 |
41.01 |
S2 |
40.39 |
40.39 |
42.31 |
|
S3 |
37.37 |
38.61 |
42.03 |
|
S4 |
34.35 |
35.59 |
41.20 |
|
|
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 |
47.26 |
40.85 |
6.41 |
15.0% |
3.17 |
7.4% |
31% |
False |
False |
45,349 |
10 |
51.93 |
40.85 |
11.08 |
25.9% |
2.69 |
6.3% |
18% |
False |
False |
43,277 |
20 |
53.37 |
40.85 |
12.52 |
29.2% |
2.51 |
5.9% |
16% |
False |
False |
36,989 |
40 |
59.66 |
40.85 |
18.81 |
43.9% |
2.92 |
6.8% |
11% |
False |
False |
30,823 |
60 |
61.33 |
40.85 |
20.48 |
47.8% |
3.07 |
7.2% |
10% |
False |
False |
28,237 |
80 |
76.00 |
40.85 |
35.15 |
82.0% |
3.30 |
7.7% |
6% |
False |
False |
24,761 |
100 |
102.10 |
40.85 |
61.25 |
142.9% |
3.40 |
7.9% |
3% |
False |
False |
22,192 |
120 |
114.10 |
40.85 |
73.25 |
170.9% |
3.43 |
8.0% |
3% |
False |
False |
19,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.04 |
2.618 |
53.11 |
1.618 |
50.09 |
1.000 |
48.22 |
0.618 |
47.07 |
HIGH |
45.20 |
0.618 |
44.05 |
0.500 |
43.69 |
0.382 |
43.33 |
LOW |
42.18 |
0.618 |
40.31 |
1.000 |
39.16 |
1.618 |
37.29 |
2.618 |
34.27 |
4.250 |
29.35 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
43.69 |
43.03 |
PP |
43.41 |
42.97 |
S1 |
43.14 |
42.92 |
|