NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
48.62 |
44.02 |
-4.60 |
-9.5% |
51.79 |
High |
48.65 |
44.64 |
-4.01 |
-8.2% |
53.21 |
Low |
43.71 |
42.22 |
-1.49 |
-3.4% |
47.57 |
Close |
44.34 |
42.44 |
-1.90 |
-4.3% |
48.14 |
Range |
4.94 |
2.42 |
-2.52 |
-51.0% |
5.64 |
ATR |
2.65 |
2.64 |
-0.02 |
-0.6% |
0.00 |
Volume |
21,073 |
20,250 |
-823 |
-3.9% |
74,648 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.36 |
48.82 |
43.77 |
|
R3 |
47.94 |
46.40 |
43.11 |
|
R2 |
45.52 |
45.52 |
42.88 |
|
R1 |
43.98 |
43.98 |
42.66 |
43.54 |
PP |
43.10 |
43.10 |
43.10 |
42.88 |
S1 |
41.56 |
41.56 |
42.22 |
41.12 |
S2 |
40.68 |
40.68 |
42.00 |
|
S3 |
38.26 |
39.14 |
41.77 |
|
S4 |
35.84 |
36.72 |
41.11 |
|
|
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 |
50.47 |
42.22 |
8.25 |
19.4% |
2.45 |
5.8% |
3% |
False |
True |
17,448 |
10 |
53.21 |
42.22 |
10.99 |
25.9% |
2.42 |
5.7% |
2% |
False |
True |
15,319 |
20 |
54.24 |
42.22 |
12.02 |
28.3% |
2.40 |
5.7% |
2% |
False |
True |
14,091 |
40 |
60.72 |
42.22 |
18.50 |
43.6% |
2.72 |
6.4% |
1% |
False |
True |
11,824 |
60 |
61.20 |
42.22 |
18.98 |
44.7% |
2.82 |
6.6% |
1% |
False |
True |
9,688 |
80 |
76.25 |
42.22 |
34.03 |
80.2% |
2.65 |
6.2% |
1% |
False |
True |
8,013 |
100 |
108.05 |
42.22 |
65.83 |
155.1% |
2.42 |
5.7% |
0% |
False |
True |
6,851 |
120 |
119.87 |
42.22 |
77.65 |
183.0% |
2.18 |
5.1% |
0% |
False |
True |
5,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.93 |
2.618 |
50.98 |
1.618 |
48.56 |
1.000 |
47.06 |
0.618 |
46.14 |
HIGH |
44.64 |
0.618 |
43.72 |
0.500 |
43.43 |
0.382 |
43.14 |
LOW |
42.22 |
0.618 |
40.72 |
1.000 |
39.80 |
1.618 |
38.30 |
2.618 |
35.88 |
4.250 |
31.94 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
43.43 |
45.80 |
PP |
43.10 |
44.68 |
S1 |
42.77 |
43.56 |
|