NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
49.74 |
50.51 |
0.77 |
1.5% |
48.83 |
| High |
51.95 |
51.24 |
-0.71 |
-1.4% |
51.95 |
| Low |
49.60 |
50.07 |
0.47 |
0.9% |
46.31 |
| Close |
51.95 |
51.24 |
-0.71 |
-1.4% |
51.24 |
| Range |
2.35 |
1.17 |
-1.18 |
-50.2% |
5.64 |
| ATR |
1.92 |
1.92 |
0.00 |
-0.1% |
0.00 |
| Volume |
6,488 |
6,587 |
99 |
1.5% |
27,329 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.36 |
53.97 |
51.88 |
|
| R3 |
53.19 |
52.80 |
51.56 |
|
| R2 |
52.02 |
52.02 |
51.45 |
|
| R1 |
51.63 |
51.63 |
51.35 |
51.83 |
| PP |
50.85 |
50.85 |
50.85 |
50.95 |
| S1 |
50.46 |
50.46 |
51.13 |
50.66 |
| S2 |
49.68 |
49.68 |
51.03 |
|
| S3 |
48.51 |
49.29 |
50.92 |
|
| S4 |
47.34 |
48.12 |
50.60 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.75 |
64.64 |
54.34 |
|
| R3 |
61.11 |
59.00 |
52.79 |
|
| R2 |
55.47 |
55.47 |
52.27 |
|
| R1 |
53.36 |
53.36 |
51.76 |
54.42 |
| PP |
49.83 |
49.83 |
49.83 |
50.36 |
| S1 |
47.72 |
47.72 |
50.72 |
48.78 |
| S2 |
44.19 |
44.19 |
50.21 |
|
| S3 |
38.55 |
42.08 |
49.69 |
|
| S4 |
32.91 |
36.44 |
48.14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.21 |
|
2.618 |
54.30 |
|
1.618 |
53.13 |
|
1.000 |
52.41 |
|
0.618 |
51.96 |
|
HIGH |
51.24 |
|
0.618 |
50.79 |
|
0.500 |
50.66 |
|
0.382 |
50.52 |
|
LOW |
50.07 |
|
0.618 |
49.35 |
|
1.000 |
48.90 |
|
1.618 |
48.18 |
|
2.618 |
47.01 |
|
4.250 |
45.10 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.05 |
50.79 |
| PP |
50.85 |
50.33 |
| S1 |
50.66 |
49.88 |
|