NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 09-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
52.50 |
52.51 |
0.01 |
0.0% |
51.80 |
High |
53.16 |
53.96 |
0.80 |
1.5% |
53.16 |
Low |
50.61 |
52.00 |
1.39 |
2.7% |
49.69 |
Close |
52.63 |
52.48 |
-0.15 |
-0.3% |
52.63 |
Range |
2.55 |
1.96 |
-0.59 |
-23.1% |
3.47 |
ATR |
2.04 |
2.04 |
-0.01 |
-0.3% |
0.00 |
Volume |
6,683 |
8,903 |
2,220 |
33.2% |
30,414 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.69 |
57.55 |
53.56 |
|
R3 |
56.73 |
55.59 |
53.02 |
|
R2 |
54.77 |
54.77 |
52.84 |
|
R1 |
53.63 |
53.63 |
52.66 |
53.22 |
PP |
52.81 |
52.81 |
52.81 |
52.61 |
S1 |
51.67 |
51.67 |
52.30 |
51.26 |
S2 |
50.85 |
50.85 |
52.12 |
|
S3 |
48.89 |
49.71 |
51.94 |
|
S4 |
46.93 |
47.75 |
51.40 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.24 |
60.90 |
54.54 |
|
R3 |
58.77 |
57.43 |
53.58 |
|
R2 |
55.30 |
55.30 |
53.27 |
|
R1 |
53.96 |
53.96 |
52.95 |
54.63 |
PP |
51.83 |
51.83 |
51.83 |
52.16 |
S1 |
50.49 |
50.49 |
52.31 |
51.16 |
S2 |
48.36 |
48.36 |
51.99 |
|
S3 |
44.89 |
47.02 |
51.68 |
|
S4 |
41.42 |
43.55 |
50.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.96 |
49.76 |
4.20 |
8.0% |
1.53 |
2.9% |
65% |
True |
False |
6,609 |
10 |
53.96 |
49.69 |
4.27 |
8.1% |
1.70 |
3.2% |
65% |
True |
False |
6,621 |
20 |
56.29 |
49.28 |
7.01 |
13.4% |
1.86 |
3.5% |
46% |
False |
False |
6,115 |
40 |
60.48 |
44.75 |
15.73 |
30.0% |
1.71 |
3.2% |
49% |
False |
False |
4,582 |
60 |
65.27 |
44.75 |
20.52 |
39.1% |
1.44 |
2.8% |
38% |
False |
False |
3,822 |
80 |
79.03 |
44.75 |
34.28 |
65.3% |
1.50 |
2.9% |
23% |
False |
False |
3,299 |
100 |
109.67 |
44.75 |
64.92 |
123.7% |
1.37 |
2.6% |
12% |
False |
False |
2,791 |
120 |
123.71 |
44.75 |
78.96 |
150.5% |
1.20 |
2.3% |
10% |
False |
False |
2,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.29 |
2.618 |
59.09 |
1.618 |
57.13 |
1.000 |
55.92 |
0.618 |
55.17 |
HIGH |
53.96 |
0.618 |
53.21 |
0.500 |
52.98 |
0.382 |
52.75 |
LOW |
52.00 |
0.618 |
50.79 |
1.000 |
50.04 |
1.618 |
48.83 |
2.618 |
46.87 |
4.250 |
43.67 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
52.98 |
52.42 |
PP |
52.81 |
52.35 |
S1 |
52.65 |
52.29 |
|