NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
44.46 |
44.93 |
0.47 |
1.1% |
48.62 |
| High |
45.00 |
46.36 |
1.36 |
3.0% |
48.65 |
| Low |
42.80 |
43.42 |
0.62 |
1.4% |
42.19 |
| Close |
44.76 |
44.16 |
-0.60 |
-1.3% |
44.76 |
| Range |
2.20 |
2.94 |
0.74 |
33.6% |
6.46 |
| ATR |
2.67 |
2.69 |
0.02 |
0.7% |
0.00 |
| Volume |
18,771 |
12,022 |
-6,749 |
-36.0% |
76,469 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.47 |
51.75 |
45.78 |
|
| R3 |
50.53 |
48.81 |
44.97 |
|
| R2 |
47.59 |
47.59 |
44.70 |
|
| R1 |
45.87 |
45.87 |
44.43 |
45.26 |
| PP |
44.65 |
44.65 |
44.65 |
44.34 |
| S1 |
42.93 |
42.93 |
43.89 |
42.32 |
| S2 |
41.71 |
41.71 |
43.62 |
|
| S3 |
38.77 |
39.99 |
43.35 |
|
| S4 |
35.83 |
37.05 |
42.54 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.58 |
61.13 |
48.31 |
|
| R3 |
58.12 |
54.67 |
46.54 |
|
| R2 |
51.66 |
51.66 |
45.94 |
|
| R1 |
48.21 |
48.21 |
45.35 |
46.71 |
| PP |
45.20 |
45.20 |
45.20 |
44.45 |
| S1 |
41.75 |
41.75 |
44.17 |
40.25 |
| S2 |
38.74 |
38.74 |
43.58 |
|
| S3 |
32.28 |
35.29 |
42.98 |
|
| S4 |
25.82 |
28.83 |
41.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.65 |
42.19 |
6.46 |
14.6% |
3.14 |
7.1% |
30% |
False |
False |
17,698 |
| 10 |
53.21 |
42.19 |
11.02 |
25.0% |
2.63 |
6.0% |
18% |
False |
False |
16,313 |
| 20 |
54.24 |
42.19 |
12.05 |
27.3% |
2.38 |
5.4% |
16% |
False |
False |
14,203 |
| 40 |
60.72 |
42.19 |
18.53 |
42.0% |
2.74 |
6.2% |
11% |
False |
False |
12,363 |
| 60 |
61.20 |
42.19 |
19.01 |
43.0% |
2.81 |
6.4% |
10% |
False |
False |
10,283 |
| 80 |
76.25 |
42.19 |
34.06 |
77.1% |
2.69 |
6.1% |
6% |
False |
False |
8,461 |
| 100 |
102.25 |
42.19 |
60.06 |
136.0% |
2.48 |
5.6% |
3% |
False |
False |
7,294 |
| 120 |
113.84 |
42.19 |
71.65 |
162.3% |
2.24 |
5.1% |
3% |
False |
False |
6,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.86 |
|
2.618 |
54.06 |
|
1.618 |
51.12 |
|
1.000 |
49.30 |
|
0.618 |
48.18 |
|
HIGH |
46.36 |
|
0.618 |
45.24 |
|
0.500 |
44.89 |
|
0.382 |
44.54 |
|
LOW |
43.42 |
|
0.618 |
41.60 |
|
1.000 |
40.48 |
|
1.618 |
38.66 |
|
2.618 |
35.72 |
|
4.250 |
30.93 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
44.89 |
44.28 |
| PP |
44.65 |
44.24 |
| S1 |
44.40 |
44.20 |
|