NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
48.72 |
50.66 |
1.94 |
4.0% |
46.91 |
| High |
51.29 |
50.99 |
-0.30 |
-0.6% |
51.29 |
| Low |
48.37 |
49.05 |
0.68 |
1.4% |
45.32 |
| Close |
51.25 |
50.57 |
-0.68 |
-1.3% |
50.57 |
| Range |
2.92 |
1.94 |
-0.98 |
-33.6% |
5.97 |
| ATR |
2.32 |
2.31 |
-0.01 |
-0.4% |
0.00 |
| Volume |
8,118 |
10,477 |
2,359 |
29.1% |
42,306 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.02 |
55.24 |
51.64 |
|
| R3 |
54.08 |
53.30 |
51.10 |
|
| R2 |
52.14 |
52.14 |
50.93 |
|
| R1 |
51.36 |
51.36 |
50.75 |
50.78 |
| PP |
50.20 |
50.20 |
50.20 |
49.92 |
| S1 |
49.42 |
49.42 |
50.39 |
48.84 |
| S2 |
48.26 |
48.26 |
50.21 |
|
| S3 |
46.32 |
47.48 |
50.04 |
|
| S4 |
44.38 |
45.54 |
49.50 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.97 |
64.74 |
53.85 |
|
| R3 |
61.00 |
58.77 |
52.21 |
|
| R2 |
55.03 |
55.03 |
51.66 |
|
| R1 |
52.80 |
52.80 |
51.12 |
53.92 |
| PP |
49.06 |
49.06 |
49.06 |
49.62 |
| S1 |
46.83 |
46.83 |
50.02 |
47.95 |
| S2 |
43.09 |
43.09 |
49.48 |
|
| S3 |
37.12 |
40.86 |
48.93 |
|
| S4 |
31.15 |
34.89 |
47.29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.24 |
|
2.618 |
56.07 |
|
1.618 |
54.13 |
|
1.000 |
52.93 |
|
0.618 |
52.19 |
|
HIGH |
50.99 |
|
0.618 |
50.25 |
|
0.500 |
50.02 |
|
0.382 |
49.79 |
|
LOW |
49.05 |
|
0.618 |
47.85 |
|
1.000 |
47.11 |
|
1.618 |
45.91 |
|
2.618 |
43.97 |
|
4.250 |
40.81 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.39 |
50.05 |
| PP |
50.20 |
49.53 |
| S1 |
50.02 |
49.01 |
|