NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 13-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
49.54 |
49.22 |
-0.32 |
-0.6% |
51.79 |
High |
49.98 |
49.38 |
-0.60 |
-1.2% |
53.21 |
Low |
48.55 |
47.57 |
-0.98 |
-2.0% |
47.57 |
Close |
49.34 |
48.14 |
-1.20 |
-2.4% |
48.14 |
Range |
1.43 |
1.81 |
0.38 |
26.6% |
5.64 |
ATR |
2.53 |
2.48 |
-0.05 |
-2.0% |
0.00 |
Volume |
16,030 |
18,053 |
2,023 |
12.6% |
74,648 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.79 |
52.78 |
49.14 |
|
R3 |
51.98 |
50.97 |
48.64 |
|
R2 |
50.17 |
50.17 |
48.47 |
|
R1 |
49.16 |
49.16 |
48.31 |
48.76 |
PP |
48.36 |
48.36 |
48.36 |
48.17 |
S1 |
47.35 |
47.35 |
47.97 |
46.95 |
S2 |
46.55 |
46.55 |
47.81 |
|
S3 |
44.74 |
45.54 |
47.64 |
|
S4 |
42.93 |
43.73 |
47.14 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.56 |
62.99 |
51.24 |
|
R3 |
60.92 |
57.35 |
49.69 |
|
R2 |
55.28 |
55.28 |
49.17 |
|
R1 |
51.71 |
51.71 |
48.66 |
50.68 |
PP |
49.64 |
49.64 |
49.64 |
49.12 |
S1 |
46.07 |
46.07 |
47.62 |
45.04 |
S2 |
44.00 |
44.00 |
47.11 |
|
S3 |
38.36 |
40.43 |
46.59 |
|
S4 |
32.72 |
34.79 |
45.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.21 |
47.57 |
5.64 |
11.7% |
2.12 |
4.4% |
10% |
False |
True |
14,929 |
10 |
53.21 |
47.57 |
5.64 |
11.7% |
1.95 |
4.1% |
10% |
False |
True |
13,208 |
20 |
54.72 |
47.57 |
7.15 |
14.9% |
2.27 |
4.7% |
8% |
False |
True |
13,097 |
40 |
60.72 |
43.67 |
17.05 |
35.4% |
2.68 |
5.6% |
26% |
False |
False |
11,222 |
60 |
61.20 |
43.67 |
17.53 |
36.4% |
2.75 |
5.7% |
25% |
False |
False |
9,088 |
80 |
76.25 |
43.67 |
32.58 |
67.7% |
2.59 |
5.4% |
14% |
False |
False |
7,549 |
100 |
108.05 |
43.67 |
64.38 |
133.7% |
2.35 |
4.9% |
7% |
False |
False |
6,459 |
120 |
119.87 |
43.67 |
76.20 |
158.3% |
2.12 |
4.4% |
6% |
False |
False |
5,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.07 |
2.618 |
54.12 |
1.618 |
52.31 |
1.000 |
51.19 |
0.618 |
50.50 |
HIGH |
49.38 |
0.618 |
48.69 |
0.500 |
48.48 |
0.382 |
48.26 |
LOW |
47.57 |
0.618 |
46.45 |
1.000 |
45.76 |
1.618 |
44.64 |
2.618 |
42.83 |
4.250 |
39.88 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
48.48 |
49.02 |
PP |
48.36 |
48.73 |
S1 |
48.25 |
48.43 |
|