NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
49.00 |
45.70 |
-3.30 |
-6.7% |
52.51 |
High |
49.00 |
45.75 |
-3.25 |
-6.6% |
54.10 |
Low |
45.20 |
43.42 |
-1.78 |
-3.9% |
49.00 |
Close |
45.52 |
43.53 |
-1.99 |
-4.4% |
49.28 |
Range |
3.80 |
2.33 |
-1.47 |
-38.7% |
5.10 |
ATR |
2.12 |
2.13 |
0.02 |
0.7% |
0.00 |
Volume |
8,847 |
7,793 |
-1,054 |
-11.9% |
36,483 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.22 |
49.71 |
44.81 |
|
R3 |
48.89 |
47.38 |
44.17 |
|
R2 |
46.56 |
46.56 |
43.96 |
|
R1 |
45.05 |
45.05 |
43.74 |
44.64 |
PP |
44.23 |
44.23 |
44.23 |
44.03 |
S1 |
42.72 |
42.72 |
43.32 |
42.31 |
S2 |
41.90 |
41.90 |
43.10 |
|
S3 |
39.57 |
40.39 |
42.89 |
|
S4 |
37.24 |
38.06 |
42.25 |
|
|
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 |
51.32 |
43.42 |
7.90 |
18.1% |
1.91 |
4.4% |
1% |
False |
True |
7,875 |
10 |
54.10 |
43.42 |
10.68 |
24.5% |
2.03 |
4.7% |
1% |
False |
True |
7,227 |
20 |
54.45 |
43.42 |
11.03 |
25.3% |
1.96 |
4.5% |
1% |
False |
True |
6,818 |
40 |
60.48 |
43.42 |
17.06 |
39.2% |
1.83 |
4.2% |
1% |
False |
True |
5,245 |
60 |
62.08 |
43.42 |
18.66 |
42.9% |
1.53 |
3.5% |
1% |
False |
True |
4,395 |
80 |
76.95 |
43.42 |
33.53 |
77.0% |
1.58 |
3.6% |
0% |
False |
True |
3,756 |
100 |
108.14 |
43.42 |
64.72 |
148.7% |
1.46 |
3.3% |
0% |
False |
True |
3,213 |
120 |
119.89 |
43.42 |
76.47 |
175.7% |
1.30 |
3.0% |
0% |
False |
True |
2,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.65 |
2.618 |
51.85 |
1.618 |
49.52 |
1.000 |
48.08 |
0.618 |
47.19 |
HIGH |
45.75 |
0.618 |
44.86 |
0.500 |
44.59 |
0.382 |
44.31 |
LOW |
43.42 |
0.618 |
41.98 |
1.000 |
41.09 |
1.618 |
39.65 |
2.618 |
37.32 |
4.250 |
33.52 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
44.59 |
46.83 |
PP |
44.23 |
45.73 |
S1 |
43.88 |
44.63 |
|