NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
47.76 |
48.25 |
0.49 |
1.0% |
48.21 |
| High |
48.11 |
50.18 |
2.07 |
4.3% |
48.21 |
| Low |
46.99 |
47.81 |
0.82 |
1.7% |
45.06 |
| Close |
48.11 |
49.30 |
1.19 |
2.5% |
47.34 |
| Range |
1.12 |
2.37 |
1.25 |
111.6% |
3.15 |
| ATR |
1.82 |
1.86 |
0.04 |
2.1% |
0.00 |
| Volume |
3,633 |
7,338 |
3,705 |
102.0% |
20,923 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.21 |
55.12 |
50.60 |
|
| R3 |
53.84 |
52.75 |
49.95 |
|
| R2 |
51.47 |
51.47 |
49.73 |
|
| R1 |
50.38 |
50.38 |
49.52 |
50.93 |
| PP |
49.10 |
49.10 |
49.10 |
49.37 |
| S1 |
48.01 |
48.01 |
49.08 |
48.56 |
| S2 |
46.73 |
46.73 |
48.87 |
|
| S3 |
44.36 |
45.64 |
48.65 |
|
| S4 |
41.99 |
43.27 |
48.00 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.32 |
54.98 |
49.07 |
|
| R3 |
53.17 |
51.83 |
48.21 |
|
| R2 |
50.02 |
50.02 |
47.92 |
|
| R1 |
48.68 |
48.68 |
47.63 |
47.78 |
| PP |
46.87 |
46.87 |
46.87 |
46.42 |
| S1 |
45.53 |
45.53 |
47.05 |
44.63 |
| S2 |
43.72 |
43.72 |
46.76 |
|
| S3 |
40.57 |
42.38 |
46.47 |
|
| S4 |
37.42 |
39.23 |
45.61 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.25 |
|
2.618 |
56.38 |
|
1.618 |
54.01 |
|
1.000 |
52.55 |
|
0.618 |
51.64 |
|
HIGH |
50.18 |
|
0.618 |
49.27 |
|
0.500 |
49.00 |
|
0.382 |
48.72 |
|
LOW |
47.81 |
|
0.618 |
46.35 |
|
1.000 |
45.44 |
|
1.618 |
43.98 |
|
2.618 |
41.61 |
|
4.250 |
37.74 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.20 |
48.95 |
| PP |
49.10 |
48.60 |
| S1 |
49.00 |
48.25 |
|