NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
45.36 |
46.91 |
1.55 |
3.4% |
49.91 |
High |
46.61 |
48.07 |
1.46 |
3.1% |
49.91 |
Low |
44.76 |
45.32 |
0.56 |
1.3% |
44.19 |
Close |
46.55 |
46.08 |
-0.47 |
-1.0% |
46.55 |
Range |
1.85 |
2.75 |
0.90 |
48.6% |
5.72 |
ATR |
2.29 |
2.32 |
0.03 |
1.4% |
0.00 |
Volume |
4,895 |
6,624 |
1,729 |
35.3% |
29,930 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.74 |
53.16 |
47.59 |
|
R3 |
51.99 |
50.41 |
46.84 |
|
R2 |
49.24 |
49.24 |
46.58 |
|
R1 |
47.66 |
47.66 |
46.33 |
47.08 |
PP |
46.49 |
46.49 |
46.49 |
46.20 |
S1 |
44.91 |
44.91 |
45.83 |
44.33 |
S2 |
43.74 |
43.74 |
45.58 |
|
S3 |
40.99 |
42.16 |
45.32 |
|
S4 |
38.24 |
39.41 |
44.57 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.04 |
61.02 |
49.70 |
|
R3 |
58.32 |
55.30 |
48.12 |
|
R2 |
52.60 |
52.60 |
47.60 |
|
R1 |
49.58 |
49.58 |
47.07 |
48.23 |
PP |
46.88 |
46.88 |
46.88 |
46.21 |
S1 |
43.86 |
43.86 |
46.03 |
42.51 |
S2 |
41.16 |
41.16 |
45.50 |
|
S3 |
35.44 |
38.14 |
44.98 |
|
S4 |
29.72 |
32.42 |
43.40 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.76 |
2.618 |
55.27 |
1.618 |
52.52 |
1.000 |
50.82 |
0.618 |
49.77 |
HIGH |
48.07 |
0.618 |
47.02 |
0.500 |
46.70 |
0.382 |
46.37 |
LOW |
45.32 |
0.618 |
43.62 |
1.000 |
42.57 |
1.618 |
40.87 |
2.618 |
38.12 |
4.250 |
33.63 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
46.70 |
46.13 |
PP |
46.49 |
46.11 |
S1 |
46.29 |
46.10 |
|