NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
54.86 |
52.50 |
-2.36 |
-4.3% |
55.95 |
| High |
54.86 |
52.74 |
-2.12 |
-3.9% |
55.95 |
| Low |
53.61 |
51.81 |
-1.80 |
-3.4% |
52.26 |
| Close |
53.52 |
51.38 |
-2.14 |
-4.0% |
53.52 |
| Range |
1.25 |
0.93 |
-0.32 |
-25.6% |
3.69 |
| ATR |
1.64 |
1.65 |
0.00 |
0.3% |
0.00 |
| Volume |
2,501 |
3,025 |
524 |
21.0% |
16,780 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.77 |
54.00 |
51.89 |
|
| R3 |
53.84 |
53.07 |
51.64 |
|
| R2 |
52.91 |
52.91 |
51.55 |
|
| R1 |
52.14 |
52.14 |
51.47 |
52.06 |
| PP |
51.98 |
51.98 |
51.98 |
51.94 |
| S1 |
51.21 |
51.21 |
51.29 |
51.13 |
| S2 |
51.05 |
51.05 |
51.21 |
|
| S3 |
50.12 |
50.28 |
51.12 |
|
| S4 |
49.19 |
49.35 |
50.87 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.98 |
62.94 |
55.55 |
|
| R3 |
61.29 |
59.25 |
54.53 |
|
| R2 |
57.60 |
57.60 |
54.20 |
|
| R1 |
55.56 |
55.56 |
53.86 |
54.74 |
| PP |
53.91 |
53.91 |
53.91 |
53.50 |
| S1 |
51.87 |
51.87 |
53.18 |
51.05 |
| S2 |
50.22 |
50.22 |
52.84 |
|
| S3 |
46.53 |
48.18 |
52.51 |
|
| S4 |
42.84 |
44.49 |
51.49 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.69 |
|
2.618 |
55.17 |
|
1.618 |
54.24 |
|
1.000 |
53.67 |
|
0.618 |
53.31 |
|
HIGH |
52.74 |
|
0.618 |
52.38 |
|
0.500 |
52.28 |
|
0.382 |
52.17 |
|
LOW |
51.81 |
|
0.618 |
51.24 |
|
1.000 |
50.88 |
|
1.618 |
50.31 |
|
2.618 |
49.38 |
|
4.250 |
47.86 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.28 |
53.34 |
| PP |
51.98 |
52.68 |
| S1 |
51.68 |
52.03 |
|