NYMEX Light Sweet Crude Oil Future November 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 |
50.13 |
51.11 |
0.98 |
2.0% |
49.00 |
| High |
52.63 |
51.89 |
-0.74 |
-1.4% |
52.63 |
| Low |
50.13 |
50.40 |
0.27 |
0.5% |
47.00 |
| Close |
52.63 |
51.89 |
-0.74 |
-1.4% |
51.89 |
| Range |
2.50 |
1.49 |
-1.01 |
-40.4% |
5.63 |
| ATR |
1.90 |
1.92 |
0.02 |
1.3% |
0.00 |
| Volume |
4,662 |
6,457 |
1,795 |
38.5% |
26,336 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.86 |
55.37 |
52.71 |
|
| R3 |
54.37 |
53.88 |
52.30 |
|
| R2 |
52.88 |
52.88 |
52.16 |
|
| R1 |
52.39 |
52.39 |
52.03 |
52.64 |
| PP |
51.39 |
51.39 |
51.39 |
51.52 |
| S1 |
50.90 |
50.90 |
51.75 |
51.15 |
| S2 |
49.90 |
49.90 |
51.62 |
|
| S3 |
48.41 |
49.41 |
51.48 |
|
| S4 |
46.92 |
47.92 |
51.07 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.40 |
65.27 |
54.99 |
|
| R3 |
61.77 |
59.64 |
53.44 |
|
| R2 |
56.14 |
56.14 |
52.92 |
|
| R1 |
54.01 |
54.01 |
52.41 |
55.08 |
| PP |
50.51 |
50.51 |
50.51 |
51.04 |
| S1 |
48.38 |
48.38 |
51.37 |
49.45 |
| S2 |
44.88 |
44.88 |
50.86 |
|
| S3 |
39.25 |
42.75 |
50.34 |
|
| S4 |
33.62 |
37.12 |
48.79 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.22 |
|
2.618 |
55.79 |
|
1.618 |
54.30 |
|
1.000 |
53.38 |
|
0.618 |
52.81 |
|
HIGH |
51.89 |
|
0.618 |
51.32 |
|
0.500 |
51.15 |
|
0.382 |
50.97 |
|
LOW |
50.40 |
|
0.618 |
49.48 |
|
1.000 |
48.91 |
|
1.618 |
47.99 |
|
2.618 |
46.50 |
|
4.250 |
44.07 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.64 |
51.45 |
| PP |
51.39 |
51.00 |
| S1 |
51.15 |
50.56 |
|