NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
46.96 |
48.80 |
1.84 |
3.9% |
52.25 |
| High |
49.60 |
49.06 |
-0.54 |
-1.1% |
53.00 |
| Low |
46.14 |
47.19 |
1.05 |
2.3% |
46.14 |
| Close |
49.54 |
48.90 |
-0.64 |
-1.3% |
48.90 |
| Range |
3.46 |
1.87 |
-1.59 |
-46.0% |
6.86 |
| ATR |
2.57 |
2.56 |
-0.02 |
-0.6% |
0.00 |
| Volume |
23,419 |
29,928 |
6,509 |
27.8% |
92,767 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.99 |
53.32 |
49.93 |
|
| R3 |
52.12 |
51.45 |
49.41 |
|
| R2 |
50.25 |
50.25 |
49.24 |
|
| R1 |
49.58 |
49.58 |
49.07 |
49.92 |
| PP |
48.38 |
48.38 |
48.38 |
48.55 |
| S1 |
47.71 |
47.71 |
48.73 |
48.05 |
| S2 |
46.51 |
46.51 |
48.56 |
|
| S3 |
44.64 |
45.84 |
48.39 |
|
| S4 |
42.77 |
43.97 |
47.87 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.93 |
66.27 |
52.67 |
|
| R3 |
63.07 |
59.41 |
50.79 |
|
| R2 |
56.21 |
56.21 |
50.16 |
|
| R1 |
52.55 |
52.55 |
49.53 |
50.95 |
| PP |
49.35 |
49.35 |
49.35 |
48.55 |
| S1 |
45.69 |
45.69 |
48.27 |
44.09 |
| S2 |
42.49 |
42.49 |
47.64 |
|
| S3 |
35.63 |
38.83 |
47.01 |
|
| S4 |
28.77 |
31.97 |
45.13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.01 |
|
2.618 |
53.96 |
|
1.618 |
52.09 |
|
1.000 |
50.93 |
|
0.618 |
50.22 |
|
HIGH |
49.06 |
|
0.618 |
48.35 |
|
0.500 |
48.13 |
|
0.382 |
47.90 |
|
LOW |
47.19 |
|
0.618 |
46.03 |
|
1.000 |
45.32 |
|
1.618 |
44.16 |
|
2.618 |
42.29 |
|
4.250 |
39.24 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.64 |
48.56 |
| PP |
48.38 |
48.21 |
| S1 |
48.13 |
47.87 |
|