NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
50.50 |
51.34 |
0.84 |
1.7% |
53.58 |
| High |
50.94 |
51.90 |
0.96 |
1.9% |
55.68 |
| Low |
50.50 |
50.86 |
0.36 |
0.7% |
51.49 |
| Close |
50.68 |
51.37 |
0.69 |
1.4% |
52.85 |
| Range |
0.44 |
1.04 |
0.60 |
136.4% |
4.19 |
| ATR |
2.22 |
2.14 |
-0.07 |
-3.2% |
0.00 |
| Volume |
3,463 |
3,361 |
-102 |
-2.9% |
21,372 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.50 |
53.97 |
51.94 |
|
| R3 |
53.46 |
52.93 |
51.66 |
|
| R2 |
52.42 |
52.42 |
51.56 |
|
| R1 |
51.89 |
51.89 |
51.47 |
52.16 |
| PP |
51.38 |
51.38 |
51.38 |
51.51 |
| S1 |
50.85 |
50.85 |
51.27 |
51.12 |
| S2 |
50.34 |
50.34 |
51.18 |
|
| S3 |
49.30 |
49.81 |
51.08 |
|
| S4 |
48.26 |
48.77 |
50.80 |
|
|
| 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 |
56.32 |
|
2.618 |
54.62 |
|
1.618 |
53.58 |
|
1.000 |
52.94 |
|
0.618 |
52.54 |
|
HIGH |
51.90 |
|
0.618 |
51.50 |
|
0.500 |
51.38 |
|
0.382 |
51.26 |
|
LOW |
50.86 |
|
0.618 |
50.22 |
|
1.000 |
49.82 |
|
1.618 |
49.18 |
|
2.618 |
48.14 |
|
4.250 |
46.44 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.38 |
51.36 |
| PP |
51.38 |
51.34 |
| S1 |
51.37 |
51.33 |
|