NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
50.75 |
50.40 |
-0.35 |
-0.7% |
51.80 |
| High |
51.32 |
50.80 |
-0.52 |
-1.0% |
53.16 |
| Low |
50.09 |
49.82 |
-0.27 |
-0.5% |
49.69 |
| Close |
50.43 |
50.53 |
0.10 |
0.2% |
52.63 |
| Range |
1.23 |
0.98 |
-0.25 |
-20.3% |
3.47 |
| ATR |
2.08 |
2.00 |
-0.08 |
-3.8% |
0.00 |
| Volume |
6,682 |
7,015 |
333 |
5.0% |
30,414 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.32 |
52.91 |
51.07 |
|
| R3 |
52.34 |
51.93 |
50.80 |
|
| R2 |
51.36 |
51.36 |
50.71 |
|
| R1 |
50.95 |
50.95 |
50.62 |
51.16 |
| PP |
50.38 |
50.38 |
50.38 |
50.49 |
| S1 |
49.97 |
49.97 |
50.44 |
50.18 |
| S2 |
49.40 |
49.40 |
50.35 |
|
| S3 |
48.42 |
48.99 |
50.26 |
|
| S4 |
47.44 |
48.01 |
49.99 |
|
|
| 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 |
54.10 |
49.82 |
4.28 |
8.5% |
2.04 |
4.0% |
17% |
False |
True |
6,825 |
| 10 |
54.10 |
49.69 |
4.41 |
8.7% |
1.71 |
3.4% |
19% |
False |
False |
6,367 |
| 20 |
56.29 |
49.28 |
7.01 |
13.9% |
2.00 |
4.0% |
18% |
False |
False |
6,291 |
| 40 |
60.48 |
44.75 |
15.73 |
31.1% |
1.75 |
3.5% |
37% |
False |
False |
4,849 |
| 60 |
65.09 |
44.75 |
20.34 |
40.3% |
1.48 |
2.9% |
28% |
False |
False |
4,056 |
| 80 |
79.03 |
44.75 |
34.28 |
67.8% |
1.55 |
3.1% |
17% |
False |
False |
3,497 |
| 100 |
109.67 |
44.75 |
64.92 |
128.5% |
1.38 |
2.7% |
9% |
False |
False |
2,963 |
| 120 |
119.89 |
44.75 |
75.14 |
148.7% |
1.24 |
2.5% |
8% |
False |
False |
2,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.97 |
|
2.618 |
53.37 |
|
1.618 |
52.39 |
|
1.000 |
51.78 |
|
0.618 |
51.41 |
|
HIGH |
50.80 |
|
0.618 |
50.43 |
|
0.500 |
50.31 |
|
0.382 |
50.19 |
|
LOW |
49.82 |
|
0.618 |
49.21 |
|
1.000 |
48.84 |
|
1.618 |
48.23 |
|
2.618 |
47.25 |
|
4.250 |
45.66 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.46 |
51.96 |
| PP |
50.38 |
51.48 |
| S1 |
50.31 |
51.01 |
|