NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
52.00 |
50.50 |
-1.50 |
-2.9% |
53.58 |
| High |
52.15 |
50.94 |
-1.21 |
-2.3% |
55.68 |
| Low |
50.53 |
50.50 |
-0.03 |
-0.1% |
51.49 |
| Close |
50.64 |
50.68 |
0.04 |
0.1% |
52.85 |
| Range |
1.62 |
0.44 |
-1.18 |
-72.8% |
4.19 |
| ATR |
2.35 |
2.22 |
-0.14 |
-5.8% |
0.00 |
| Volume |
3,304 |
3,463 |
159 |
4.8% |
21,372 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.03 |
51.79 |
50.92 |
|
| R3 |
51.59 |
51.35 |
50.80 |
|
| R2 |
51.15 |
51.15 |
50.76 |
|
| R1 |
50.91 |
50.91 |
50.72 |
51.03 |
| PP |
50.71 |
50.71 |
50.71 |
50.77 |
| S1 |
50.47 |
50.47 |
50.64 |
50.59 |
| S2 |
50.27 |
50.27 |
50.60 |
|
| S3 |
49.83 |
50.03 |
50.56 |
|
| S4 |
49.39 |
49.59 |
50.44 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.91 |
63.57 |
55.15 |
|
| R3 |
61.72 |
59.38 |
54.00 |
|
| R2 |
57.53 |
57.53 |
53.62 |
|
| R1 |
55.19 |
55.19 |
53.23 |
54.27 |
| PP |
53.34 |
53.34 |
53.34 |
52.88 |
| S1 |
51.00 |
51.00 |
52.47 |
50.08 |
| S2 |
49.15 |
49.15 |
52.08 |
|
| S3 |
44.96 |
46.81 |
51.70 |
|
| S4 |
40.77 |
42.62 |
50.55 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.81 |
|
2.618 |
52.09 |
|
1.618 |
51.65 |
|
1.000 |
51.38 |
|
0.618 |
51.21 |
|
HIGH |
50.94 |
|
0.618 |
50.77 |
|
0.500 |
50.72 |
|
0.382 |
50.67 |
|
LOW |
50.50 |
|
0.618 |
50.23 |
|
1.000 |
50.06 |
|
1.618 |
49.79 |
|
2.618 |
49.35 |
|
4.250 |
48.63 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.72 |
52.40 |
| PP |
50.71 |
51.83 |
| S1 |
50.69 |
51.25 |
|