NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
48.25 |
49.74 |
1.49 |
3.1% |
48.21 |
| High |
50.18 |
51.95 |
1.77 |
3.5% |
48.21 |
| Low |
47.81 |
49.60 |
1.79 |
3.7% |
45.06 |
| Close |
49.30 |
51.95 |
2.65 |
5.4% |
47.34 |
| Range |
2.37 |
2.35 |
-0.02 |
-0.8% |
3.15 |
| ATR |
1.86 |
1.92 |
0.06 |
3.0% |
0.00 |
| Volume |
7,338 |
6,488 |
-850 |
-11.6% |
20,923 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.22 |
57.43 |
53.24 |
|
| R3 |
55.87 |
55.08 |
52.60 |
|
| R2 |
53.52 |
53.52 |
52.38 |
|
| R1 |
52.73 |
52.73 |
52.17 |
53.13 |
| PP |
51.17 |
51.17 |
51.17 |
51.36 |
| S1 |
50.38 |
50.38 |
51.73 |
50.78 |
| S2 |
48.82 |
48.82 |
51.52 |
|
| S3 |
46.47 |
48.03 |
51.30 |
|
| S4 |
44.12 |
45.68 |
50.66 |
|
|
| 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 |
61.94 |
|
2.618 |
58.10 |
|
1.618 |
55.75 |
|
1.000 |
54.30 |
|
0.618 |
53.40 |
|
HIGH |
51.95 |
|
0.618 |
51.05 |
|
0.500 |
50.78 |
|
0.382 |
50.50 |
|
LOW |
49.60 |
|
0.618 |
48.15 |
|
1.000 |
47.25 |
|
1.618 |
45.80 |
|
2.618 |
43.45 |
|
4.250 |
39.61 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.56 |
51.12 |
| PP |
51.17 |
50.30 |
| S1 |
50.78 |
49.47 |
|