NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 10-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
51.79 |
51.53 |
-0.26 |
-0.5% |
50.29 |
High |
53.21 |
53.13 |
-0.08 |
-0.2% |
52.28 |
Low |
51.07 |
49.56 |
-1.51 |
-3.0% |
48.59 |
Close |
51.47 |
49.70 |
-1.77 |
-3.4% |
51.61 |
Range |
2.14 |
3.57 |
1.43 |
66.8% |
3.69 |
ATR |
2.62 |
2.69 |
0.07 |
2.6% |
0.00 |
Volume |
18,079 |
10,649 |
-7,430 |
-41.1% |
57,439 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.51 |
59.17 |
51.66 |
|
R3 |
57.94 |
55.60 |
50.68 |
|
R2 |
54.37 |
54.37 |
50.35 |
|
R1 |
52.03 |
52.03 |
50.03 |
51.42 |
PP |
50.80 |
50.80 |
50.80 |
50.49 |
S1 |
48.46 |
48.46 |
49.37 |
47.85 |
S2 |
47.23 |
47.23 |
49.05 |
|
S3 |
43.66 |
44.89 |
48.72 |
|
S4 |
40.09 |
41.32 |
47.74 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.90 |
60.44 |
53.64 |
|
R3 |
58.21 |
56.75 |
52.62 |
|
R2 |
54.52 |
54.52 |
52.29 |
|
R1 |
53.06 |
53.06 |
51.95 |
53.79 |
PP |
50.83 |
50.83 |
50.83 |
51.19 |
S1 |
49.37 |
49.37 |
51.27 |
50.10 |
S2 |
47.14 |
47.14 |
50.93 |
|
S3 |
43.45 |
45.68 |
50.60 |
|
S4 |
39.76 |
41.99 |
49.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.21 |
48.75 |
4.46 |
9.0% |
2.39 |
4.8% |
21% |
False |
False |
13,190 |
10 |
53.21 |
48.59 |
4.62 |
9.3% |
2.10 |
4.2% |
24% |
False |
False |
12,361 |
20 |
55.16 |
48.25 |
6.91 |
13.9% |
2.49 |
5.0% |
21% |
False |
False |
12,652 |
40 |
60.72 |
43.67 |
17.05 |
34.3% |
2.85 |
5.7% |
35% |
False |
False |
10,531 |
60 |
65.19 |
43.67 |
21.52 |
43.3% |
2.82 |
5.7% |
28% |
False |
False |
8,500 |
80 |
78.55 |
43.67 |
34.88 |
70.2% |
2.61 |
5.3% |
17% |
False |
False |
7,105 |
100 |
110.25 |
43.67 |
66.58 |
134.0% |
2.34 |
4.7% |
9% |
False |
False |
6,029 |
120 |
123.73 |
43.67 |
80.06 |
161.1% |
2.11 |
4.3% |
8% |
False |
False |
5,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.30 |
2.618 |
62.48 |
1.618 |
58.91 |
1.000 |
56.70 |
0.618 |
55.34 |
HIGH |
53.13 |
0.618 |
51.77 |
0.500 |
51.35 |
0.382 |
50.92 |
LOW |
49.56 |
0.618 |
47.35 |
1.000 |
45.99 |
1.618 |
43.78 |
2.618 |
40.21 |
4.250 |
34.39 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
51.35 |
51.27 |
PP |
50.80 |
50.74 |
S1 |
50.25 |
50.22 |
|