NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 24-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
43.58 |
42.82 |
-0.76 |
-1.7% |
46.78 |
High |
45.20 |
44.33 |
-0.87 |
-1.9% |
47.26 |
Low |
42.18 |
42.27 |
0.09 |
0.2% |
40.85 |
Close |
42.86 |
44.23 |
1.37 |
3.2% |
43.56 |
Range |
3.02 |
2.06 |
-0.96 |
-31.8% |
6.41 |
ATR |
2.78 |
2.73 |
-0.05 |
-1.9% |
0.00 |
Volume |
36,219 |
40,633 |
4,414 |
12.2% |
190,530 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.79 |
49.07 |
45.36 |
|
R3 |
47.73 |
47.01 |
44.80 |
|
R2 |
45.67 |
45.67 |
44.61 |
|
R1 |
44.95 |
44.95 |
44.42 |
45.31 |
PP |
43.61 |
43.61 |
43.61 |
43.79 |
S1 |
42.89 |
42.89 |
44.04 |
43.25 |
S2 |
41.55 |
41.55 |
43.85 |
|
S3 |
39.49 |
40.83 |
43.66 |
|
S4 |
37.43 |
38.77 |
43.10 |
|
|
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 |
45.20 |
40.85 |
4.35 |
9.8% |
2.56 |
5.8% |
78% |
False |
False |
44,826 |
10 |
51.93 |
40.85 |
11.08 |
25.1% |
2.68 |
6.1% |
31% |
False |
False |
42,667 |
20 |
52.37 |
40.85 |
11.52 |
26.0% |
2.49 |
5.6% |
29% |
False |
False |
37,637 |
40 |
59.66 |
40.85 |
18.81 |
42.5% |
2.90 |
6.6% |
18% |
False |
False |
31,429 |
60 |
61.33 |
40.85 |
20.48 |
46.3% |
3.05 |
6.9% |
17% |
False |
False |
28,664 |
80 |
76.00 |
40.85 |
35.15 |
79.5% |
3.29 |
7.4% |
10% |
False |
False |
25,173 |
100 |
100.75 |
40.85 |
59.90 |
135.4% |
3.39 |
7.7% |
6% |
False |
False |
22,496 |
120 |
113.10 |
40.85 |
72.25 |
163.4% |
3.42 |
7.7% |
5% |
False |
False |
19,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.09 |
2.618 |
49.72 |
1.618 |
47.66 |
1.000 |
46.39 |
0.618 |
45.60 |
HIGH |
44.33 |
0.618 |
43.54 |
0.500 |
43.30 |
0.382 |
43.06 |
LOW |
42.27 |
0.618 |
41.00 |
1.000 |
40.21 |
1.618 |
38.94 |
2.618 |
36.88 |
4.250 |
33.52 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
43.92 |
43.93 |
PP |
43.61 |
43.63 |
S1 |
43.30 |
43.33 |
|