NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 04-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
51.59 |
52.35 |
0.76 |
1.5% |
55.95 |
High |
51.69 |
52.51 |
0.82 |
1.6% |
55.95 |
Low |
51.32 |
51.50 |
0.18 |
0.4% |
52.26 |
Close |
51.42 |
52.13 |
0.71 |
1.4% |
53.52 |
Range |
0.37 |
1.01 |
0.64 |
173.0% |
3.69 |
ATR |
1.55 |
1.52 |
-0.03 |
-2.1% |
0.00 |
Volume |
2,173 |
2,721 |
548 |
25.2% |
16,780 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.08 |
54.61 |
52.69 |
|
R3 |
54.07 |
53.60 |
52.41 |
|
R2 |
53.06 |
53.06 |
52.32 |
|
R1 |
52.59 |
52.59 |
52.22 |
52.32 |
PP |
52.05 |
52.05 |
52.05 |
51.91 |
S1 |
51.58 |
51.58 |
52.04 |
51.31 |
S2 |
51.04 |
51.04 |
51.94 |
|
S3 |
50.03 |
50.57 |
51.85 |
|
S4 |
49.02 |
49.56 |
51.57 |
|
|
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 |
56.80 |
2.618 |
55.15 |
1.618 |
54.14 |
1.000 |
53.52 |
0.618 |
53.13 |
HIGH |
52.51 |
0.618 |
52.12 |
0.500 |
52.01 |
0.382 |
51.89 |
LOW |
51.50 |
0.618 |
50.88 |
1.000 |
50.49 |
1.618 |
49.87 |
2.618 |
48.86 |
4.250 |
47.21 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
52.09 |
52.10 |
PP |
52.05 |
52.06 |
S1 |
52.01 |
52.03 |
|