NYMEX Light Sweet Crude Oil Future July 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 |
44.09 |
45.16 |
1.07 |
2.4% |
48.62 |
High |
45.57 |
47.78 |
2.21 |
4.8% |
48.65 |
Low |
43.69 |
44.80 |
1.11 |
2.5% |
42.19 |
Close |
45.43 |
46.90 |
1.47 |
3.2% |
44.76 |
Range |
1.88 |
2.98 |
1.10 |
58.5% |
6.46 |
ATR |
2.63 |
2.65 |
0.03 |
1.0% |
0.00 |
Volume |
14,343 |
14,165 |
-178 |
-1.2% |
76,469 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.43 |
54.15 |
48.54 |
|
R3 |
52.45 |
51.17 |
47.72 |
|
R2 |
49.47 |
49.47 |
47.45 |
|
R1 |
48.19 |
48.19 |
47.17 |
48.83 |
PP |
46.49 |
46.49 |
46.49 |
46.82 |
S1 |
45.21 |
45.21 |
46.63 |
45.85 |
S2 |
43.51 |
43.51 |
46.35 |
|
S3 |
40.53 |
42.23 |
46.08 |
|
S4 |
37.55 |
39.25 |
45.26 |
|
|
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 |
47.78 |
42.19 |
5.59 |
11.9% |
2.64 |
5.6% |
84% |
True |
False |
15,135 |
10 |
50.47 |
42.19 |
8.28 |
17.7% |
2.55 |
5.4% |
57% |
False |
False |
16,291 |
20 |
53.21 |
42.19 |
11.02 |
23.5% |
2.32 |
5.0% |
43% |
False |
False |
14,326 |
40 |
60.72 |
42.19 |
18.53 |
39.5% |
2.72 |
5.8% |
25% |
False |
False |
12,782 |
60 |
61.20 |
42.19 |
19.01 |
40.5% |
2.81 |
6.0% |
25% |
False |
False |
10,602 |
80 |
76.25 |
42.19 |
34.06 |
72.6% |
2.70 |
5.8% |
14% |
False |
False |
8,763 |
100 |
94.90 |
42.19 |
52.71 |
112.4% |
2.52 |
5.4% |
9% |
False |
False |
7,538 |
120 |
112.96 |
42.19 |
70.77 |
150.9% |
2.27 |
4.8% |
7% |
False |
False |
6,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.45 |
2.618 |
55.58 |
1.618 |
52.60 |
1.000 |
50.76 |
0.618 |
49.62 |
HIGH |
47.78 |
0.618 |
46.64 |
0.500 |
46.29 |
0.382 |
45.94 |
LOW |
44.80 |
0.618 |
42.96 |
1.000 |
41.82 |
1.618 |
39.98 |
2.618 |
37.00 |
4.250 |
32.14 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
46.70 |
46.47 |
PP |
46.49 |
46.03 |
S1 |
46.29 |
45.60 |
|