NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 11-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
55.40 |
52.55 |
-2.85 |
-5.1% |
52.50 |
High |
55.40 |
52.70 |
-2.70 |
-4.9% |
54.50 |
Low |
52.31 |
52.00 |
-0.31 |
-0.6% |
51.32 |
Close |
52.31 |
52.12 |
-0.19 |
-0.4% |
54.12 |
Range |
3.09 |
0.70 |
-2.39 |
-77.3% |
3.18 |
ATR |
1.63 |
1.57 |
-0.07 |
-4.1% |
0.00 |
Volume |
3,617 |
3,545 |
-72 |
-2.0% |
14,156 |
|
Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.37 |
53.95 |
52.51 |
|
R3 |
53.67 |
53.25 |
52.31 |
|
R2 |
52.97 |
52.97 |
52.25 |
|
R1 |
52.55 |
52.55 |
52.18 |
52.41 |
PP |
52.27 |
52.27 |
52.27 |
52.21 |
S1 |
51.85 |
51.85 |
52.06 |
51.71 |
S2 |
51.57 |
51.57 |
51.99 |
|
S3 |
50.87 |
51.15 |
51.93 |
|
S4 |
50.17 |
50.45 |
51.74 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.85 |
61.67 |
55.87 |
|
R3 |
59.67 |
58.49 |
54.99 |
|
R2 |
56.49 |
56.49 |
54.70 |
|
R1 |
55.31 |
55.31 |
54.41 |
55.90 |
PP |
53.31 |
53.31 |
53.31 |
53.61 |
S1 |
52.13 |
52.13 |
53.83 |
52.72 |
S2 |
50.13 |
50.13 |
53.54 |
|
S3 |
46.95 |
48.95 |
53.25 |
|
S4 |
43.77 |
45.77 |
52.37 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.68 |
2.618 |
54.53 |
1.618 |
53.83 |
1.000 |
53.40 |
0.618 |
53.13 |
HIGH |
52.70 |
0.618 |
52.43 |
0.500 |
52.35 |
0.382 |
52.27 |
LOW |
52.00 |
0.618 |
51.57 |
1.000 |
51.30 |
1.618 |
50.87 |
2.618 |
50.17 |
4.250 |
49.03 |
|
|
Fisher Pivots for day following 11-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
52.35 |
53.70 |
PP |
52.27 |
53.17 |
S1 |
52.20 |
52.65 |
|