NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
47.30 |
48.72 |
1.42 |
3.0% |
49.91 |
| High |
49.42 |
51.29 |
1.87 |
3.8% |
49.91 |
| Low |
46.72 |
48.37 |
1.65 |
3.5% |
44.19 |
| Close |
48.54 |
51.25 |
2.71 |
5.6% |
46.55 |
| Range |
2.70 |
2.92 |
0.22 |
8.1% |
5.72 |
| ATR |
2.27 |
2.32 |
0.05 |
2.0% |
0.00 |
| Volume |
9,785 |
8,118 |
-1,667 |
-17.0% |
29,930 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.06 |
58.08 |
52.86 |
|
| R3 |
56.14 |
55.16 |
52.05 |
|
| R2 |
53.22 |
53.22 |
51.79 |
|
| R1 |
52.24 |
52.24 |
51.52 |
52.73 |
| PP |
50.30 |
50.30 |
50.30 |
50.55 |
| S1 |
49.32 |
49.32 |
50.98 |
49.81 |
| S2 |
47.38 |
47.38 |
50.71 |
|
| S3 |
44.46 |
46.40 |
50.45 |
|
| S4 |
41.54 |
43.48 |
49.64 |
|
|
| 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 |
63.70 |
|
2.618 |
58.93 |
|
1.618 |
56.01 |
|
1.000 |
54.21 |
|
0.618 |
53.09 |
|
HIGH |
51.29 |
|
0.618 |
50.17 |
|
0.500 |
49.83 |
|
0.382 |
49.49 |
|
LOW |
48.37 |
|
0.618 |
46.57 |
|
1.000 |
45.45 |
|
1.618 |
43.65 |
|
2.618 |
40.73 |
|
4.250 |
35.96 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.78 |
50.41 |
| PP |
50.30 |
49.56 |
| S1 |
49.83 |
48.72 |
|