NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
45.16 |
46.88 |
1.72 |
3.8% |
48.62 |
| High |
47.78 |
49.74 |
1.96 |
4.1% |
48.65 |
| Low |
44.80 |
46.80 |
2.00 |
4.5% |
42.19 |
| Close |
46.90 |
49.69 |
2.79 |
5.9% |
44.76 |
| Range |
2.98 |
2.94 |
-0.04 |
-1.3% |
6.46 |
| ATR |
2.65 |
2.67 |
0.02 |
0.8% |
0.00 |
| Volume |
14,165 |
26,912 |
12,747 |
90.0% |
76,469 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.56 |
56.57 |
51.31 |
|
| R3 |
54.62 |
53.63 |
50.50 |
|
| R2 |
51.68 |
51.68 |
50.23 |
|
| R1 |
50.69 |
50.69 |
49.96 |
51.19 |
| PP |
48.74 |
48.74 |
48.74 |
48.99 |
| S1 |
47.75 |
47.75 |
49.42 |
48.25 |
| S2 |
45.80 |
45.80 |
49.15 |
|
| S3 |
42.86 |
44.81 |
48.88 |
|
| S4 |
39.92 |
41.87 |
48.07 |
|
|
| 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 |
49.74 |
42.80 |
6.94 |
14.0% |
2.59 |
5.2% |
99% |
True |
False |
17,242 |
| 10 |
49.98 |
42.19 |
7.79 |
15.7% |
2.67 |
5.4% |
96% |
False |
False |
17,799 |
| 20 |
53.21 |
42.19 |
11.02 |
22.2% |
2.34 |
4.7% |
68% |
False |
False |
14,935 |
| 40 |
60.72 |
42.19 |
18.53 |
37.3% |
2.72 |
5.5% |
40% |
False |
False |
13,328 |
| 60 |
60.72 |
42.19 |
18.53 |
37.3% |
2.84 |
5.7% |
40% |
False |
False |
10,974 |
| 80 |
76.25 |
42.19 |
34.06 |
68.5% |
2.74 |
5.5% |
22% |
False |
False |
9,066 |
| 100 |
94.07 |
42.19 |
51.88 |
104.4% |
2.55 |
5.1% |
14% |
False |
False |
7,795 |
| 120 |
110.25 |
42.19 |
68.06 |
137.0% |
2.29 |
4.6% |
11% |
False |
False |
6,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.24 |
|
2.618 |
57.44 |
|
1.618 |
54.50 |
|
1.000 |
52.68 |
|
0.618 |
51.56 |
|
HIGH |
49.74 |
|
0.618 |
48.62 |
|
0.500 |
48.27 |
|
0.382 |
47.92 |
|
LOW |
46.80 |
|
0.618 |
44.98 |
|
1.000 |
43.86 |
|
1.618 |
42.04 |
|
2.618 |
39.10 |
|
4.250 |
34.31 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.22 |
48.70 |
| PP |
48.74 |
47.71 |
| S1 |
48.27 |
46.72 |
|