NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
50.40 |
50.00 |
-0.40 |
-0.8% |
52.51 |
| High |
50.80 |
50.23 |
-0.57 |
-1.1% |
54.10 |
| Low |
49.82 |
49.00 |
-0.82 |
-1.6% |
49.00 |
| Close |
50.53 |
49.28 |
-1.25 |
-2.5% |
49.28 |
| Range |
0.98 |
1.23 |
0.25 |
25.5% |
5.10 |
| ATR |
2.00 |
1.96 |
-0.03 |
-1.7% |
0.00 |
| Volume |
7,015 |
9,040 |
2,025 |
28.9% |
36,483 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.19 |
52.47 |
49.96 |
|
| R3 |
51.96 |
51.24 |
49.62 |
|
| R2 |
50.73 |
50.73 |
49.51 |
|
| R1 |
50.01 |
50.01 |
49.39 |
49.76 |
| PP |
49.50 |
49.50 |
49.50 |
49.38 |
| S1 |
48.78 |
48.78 |
49.17 |
48.53 |
| S2 |
48.27 |
48.27 |
49.05 |
|
| S3 |
47.04 |
47.55 |
48.94 |
|
| S4 |
45.81 |
46.32 |
48.60 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.09 |
62.79 |
52.09 |
|
| R3 |
60.99 |
57.69 |
50.68 |
|
| R2 |
55.89 |
55.89 |
50.22 |
|
| R1 |
52.59 |
52.59 |
49.75 |
51.69 |
| PP |
50.79 |
50.79 |
50.79 |
50.35 |
| S1 |
47.49 |
47.49 |
48.81 |
46.59 |
| S2 |
45.69 |
45.69 |
48.35 |
|
| S3 |
40.59 |
42.39 |
47.88 |
|
| S4 |
35.49 |
37.29 |
46.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.10 |
49.00 |
5.10 |
10.3% |
1.78 |
3.6% |
5% |
False |
True |
7,296 |
| 10 |
54.10 |
49.00 |
5.10 |
10.3% |
1.67 |
3.4% |
5% |
False |
True |
6,689 |
| 20 |
55.29 |
49.00 |
6.29 |
12.8% |
1.88 |
3.8% |
4% |
False |
True |
6,493 |
| 40 |
60.48 |
44.75 |
15.73 |
31.9% |
1.75 |
3.6% |
29% |
False |
False |
5,018 |
| 60 |
62.08 |
44.75 |
17.33 |
35.2% |
1.44 |
2.9% |
26% |
False |
False |
4,176 |
| 80 |
76.95 |
44.75 |
32.20 |
65.3% |
1.53 |
3.1% |
14% |
False |
False |
3,575 |
| 100 |
108.14 |
44.75 |
63.39 |
128.6% |
1.40 |
2.8% |
7% |
False |
False |
3,052 |
| 120 |
119.89 |
44.75 |
75.14 |
152.5% |
1.25 |
2.5% |
6% |
False |
False |
2,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.46 |
|
2.618 |
53.45 |
|
1.618 |
52.22 |
|
1.000 |
51.46 |
|
0.618 |
50.99 |
|
HIGH |
50.23 |
|
0.618 |
49.76 |
|
0.500 |
49.62 |
|
0.382 |
49.47 |
|
LOW |
49.00 |
|
0.618 |
48.24 |
|
1.000 |
47.77 |
|
1.618 |
47.01 |
|
2.618 |
45.78 |
|
4.250 |
43.77 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.62 |
50.16 |
| PP |
49.50 |
49.87 |
| S1 |
49.39 |
49.57 |
|