NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
42.82 |
44.09 |
1.27 |
3.0% |
46.78 |
High |
44.33 |
46.10 |
1.77 |
4.0% |
47.26 |
Low |
42.27 |
43.48 |
1.21 |
2.9% |
40.85 |
Close |
44.23 |
45.89 |
1.66 |
3.8% |
43.56 |
Range |
2.06 |
2.62 |
0.56 |
27.2% |
6.41 |
ATR |
2.73 |
2.72 |
-0.01 |
-0.3% |
0.00 |
Volume |
40,633 |
40,743 |
110 |
0.3% |
190,530 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.02 |
52.07 |
47.33 |
|
R3 |
50.40 |
49.45 |
46.61 |
|
R2 |
47.78 |
47.78 |
46.37 |
|
R1 |
46.83 |
46.83 |
46.13 |
47.31 |
PP |
45.16 |
45.16 |
45.16 |
45.39 |
S1 |
44.21 |
44.21 |
45.65 |
44.69 |
S2 |
42.54 |
42.54 |
45.41 |
|
S3 |
39.92 |
41.59 |
45.17 |
|
S4 |
37.30 |
38.97 |
44.45 |
|
|
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 |
46.10 |
40.85 |
5.25 |
11.4% |
2.63 |
5.7% |
96% |
True |
False |
43,145 |
10 |
49.10 |
40.85 |
8.25 |
18.0% |
2.57 |
5.6% |
61% |
False |
False |
43,289 |
20 |
51.93 |
40.85 |
11.08 |
24.1% |
2.43 |
5.3% |
45% |
False |
False |
37,838 |
40 |
59.66 |
40.85 |
18.81 |
41.0% |
2.90 |
6.3% |
27% |
False |
False |
32,208 |
60 |
61.33 |
40.85 |
20.48 |
44.6% |
3.02 |
6.6% |
25% |
False |
False |
29,092 |
80 |
76.00 |
40.85 |
35.15 |
76.6% |
3.26 |
7.1% |
14% |
False |
False |
25,496 |
100 |
98.25 |
40.85 |
57.40 |
125.1% |
3.38 |
7.4% |
9% |
False |
False |
22,832 |
120 |
113.10 |
40.85 |
72.25 |
157.4% |
3.43 |
7.5% |
7% |
False |
False |
20,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.24 |
2.618 |
52.96 |
1.618 |
50.34 |
1.000 |
48.72 |
0.618 |
47.72 |
HIGH |
46.10 |
0.618 |
45.10 |
0.500 |
44.79 |
0.382 |
44.48 |
LOW |
43.48 |
0.618 |
41.86 |
1.000 |
40.86 |
1.618 |
39.24 |
2.618 |
36.62 |
4.250 |
32.35 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
45.52 |
45.31 |
PP |
45.16 |
44.72 |
S1 |
44.79 |
44.14 |
|