NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 17-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
51.60 |
49.91 |
-1.69 |
-3.3% |
53.92 |
High |
51.62 |
49.91 |
-1.71 |
-3.3% |
54.95 |
Low |
49.69 |
46.22 |
-3.47 |
-7.0% |
49.69 |
Close |
50.17 |
46.46 |
-3.71 |
-7.4% |
50.17 |
Range |
1.93 |
3.69 |
1.76 |
91.2% |
5.26 |
ATR |
2.08 |
2.22 |
0.13 |
6.4% |
0.00 |
Volume |
6,194 |
10,217 |
4,023 |
64.9% |
28,373 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.60 |
56.22 |
48.49 |
|
R3 |
54.91 |
52.53 |
47.47 |
|
R2 |
51.22 |
51.22 |
47.14 |
|
R1 |
48.84 |
48.84 |
46.80 |
48.19 |
PP |
47.53 |
47.53 |
47.53 |
47.20 |
S1 |
45.15 |
45.15 |
46.12 |
44.50 |
S2 |
43.84 |
43.84 |
45.78 |
|
S3 |
40.15 |
41.46 |
45.45 |
|
S4 |
36.46 |
37.77 |
44.43 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.38 |
64.04 |
53.06 |
|
R3 |
62.12 |
58.78 |
51.62 |
|
R2 |
56.86 |
56.86 |
51.13 |
|
R1 |
53.52 |
53.52 |
50.65 |
52.56 |
PP |
51.60 |
51.60 |
51.60 |
51.13 |
S1 |
48.26 |
48.26 |
49.69 |
47.30 |
S2 |
46.34 |
46.34 |
49.21 |
|
S3 |
41.08 |
43.00 |
48.72 |
|
S4 |
35.82 |
37.74 |
47.28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.59 |
2.618 |
59.57 |
1.618 |
55.88 |
1.000 |
53.60 |
0.618 |
52.19 |
HIGH |
49.91 |
0.618 |
48.50 |
0.500 |
48.07 |
0.382 |
47.63 |
LOW |
46.22 |
0.618 |
43.94 |
1.000 |
42.53 |
1.618 |
40.25 |
2.618 |
36.56 |
4.250 |
30.54 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
48.07 |
49.05 |
PP |
47.53 |
48.18 |
S1 |
47.00 |
47.32 |
|