NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
52.50 |
51.59 |
-0.91 |
-1.7% |
55.95 |
| High |
52.74 |
51.69 |
-1.05 |
-2.0% |
55.95 |
| Low |
51.81 |
51.32 |
-0.49 |
-0.9% |
52.26 |
| Close |
51.38 |
51.42 |
0.04 |
0.1% |
53.52 |
| Range |
0.93 |
0.37 |
-0.56 |
-60.2% |
3.69 |
| ATR |
1.65 |
1.55 |
-0.09 |
-5.5% |
0.00 |
| Volume |
3,025 |
2,173 |
-852 |
-28.2% |
16,780 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.59 |
52.37 |
51.62 |
|
| R3 |
52.22 |
52.00 |
51.52 |
|
| R2 |
51.85 |
51.85 |
51.49 |
|
| R1 |
51.63 |
51.63 |
51.45 |
51.56 |
| PP |
51.48 |
51.48 |
51.48 |
51.44 |
| S1 |
51.26 |
51.26 |
51.39 |
51.19 |
| S2 |
51.11 |
51.11 |
51.35 |
|
| S3 |
50.74 |
50.89 |
51.32 |
|
| S4 |
50.37 |
50.52 |
51.22 |
|
|
| 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 |
53.26 |
|
2.618 |
52.66 |
|
1.618 |
52.29 |
|
1.000 |
52.06 |
|
0.618 |
51.92 |
|
HIGH |
51.69 |
|
0.618 |
51.55 |
|
0.500 |
51.51 |
|
0.382 |
51.46 |
|
LOW |
51.32 |
|
0.618 |
51.09 |
|
1.000 |
50.95 |
|
1.618 |
50.72 |
|
2.618 |
50.35 |
|
4.250 |
49.75 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.51 |
53.09 |
| PP |
51.48 |
52.53 |
| S1 |
51.45 |
51.98 |
|