NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
51.27 |
48.21 |
-3.06 |
-6.0% |
54.82 |
| High |
52.15 |
48.21 |
-3.94 |
-7.6% |
55.40 |
| Low |
50.57 |
46.98 |
-3.59 |
-7.1% |
50.57 |
| Close |
50.96 |
47.25 |
-3.71 |
-7.3% |
50.96 |
| Range |
1.58 |
1.23 |
-0.35 |
-22.2% |
4.83 |
| ATR |
1.51 |
1.69 |
0.18 |
11.6% |
0.00 |
| Volume |
6,551 |
6,096 |
-455 |
-6.9% |
21,716 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.17 |
50.44 |
47.93 |
|
| R3 |
49.94 |
49.21 |
47.59 |
|
| R2 |
48.71 |
48.71 |
47.48 |
|
| R1 |
47.98 |
47.98 |
47.36 |
47.73 |
| PP |
47.48 |
47.48 |
47.48 |
47.36 |
| S1 |
46.75 |
46.75 |
47.14 |
46.50 |
| S2 |
46.25 |
46.25 |
47.02 |
|
| S3 |
45.02 |
45.52 |
46.91 |
|
| S4 |
43.79 |
44.29 |
46.57 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.80 |
63.71 |
53.62 |
|
| R3 |
61.97 |
58.88 |
52.29 |
|
| R2 |
57.14 |
57.14 |
51.85 |
|
| R1 |
54.05 |
54.05 |
51.40 |
53.18 |
| PP |
52.31 |
52.31 |
52.31 |
51.88 |
| S1 |
49.22 |
49.22 |
50.52 |
48.35 |
| S2 |
47.48 |
47.48 |
50.07 |
|
| S3 |
42.65 |
44.39 |
49.63 |
|
| S4 |
37.82 |
39.56 |
48.30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.44 |
|
2.618 |
51.43 |
|
1.618 |
50.20 |
|
1.000 |
49.44 |
|
0.618 |
48.97 |
|
HIGH |
48.21 |
|
0.618 |
47.74 |
|
0.500 |
47.60 |
|
0.382 |
47.45 |
|
LOW |
46.98 |
|
0.618 |
46.22 |
|
1.000 |
45.75 |
|
1.618 |
44.99 |
|
2.618 |
43.76 |
|
4.250 |
41.75 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.60 |
49.69 |
| PP |
47.48 |
48.87 |
| S1 |
47.37 |
48.06 |
|