NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
48.80 |
48.76 |
-0.04 |
-0.1% |
52.25 |
| High |
49.06 |
50.51 |
1.45 |
3.0% |
53.00 |
| Low |
47.19 |
47.81 |
0.62 |
1.3% |
46.14 |
| Close |
48.90 |
48.63 |
-0.27 |
-0.6% |
48.90 |
| Range |
1.87 |
2.70 |
0.83 |
44.4% |
6.86 |
| ATR |
2.56 |
2.57 |
0.01 |
0.4% |
0.00 |
| Volume |
29,928 |
17,391 |
-12,537 |
-41.9% |
92,767 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.08 |
55.56 |
50.12 |
|
| R3 |
54.38 |
52.86 |
49.37 |
|
| R2 |
51.68 |
51.68 |
49.13 |
|
| R1 |
50.16 |
50.16 |
48.88 |
49.57 |
| PP |
48.98 |
48.98 |
48.98 |
48.69 |
| S1 |
47.46 |
47.46 |
48.38 |
46.87 |
| S2 |
46.28 |
46.28 |
48.14 |
|
| S3 |
43.58 |
44.76 |
47.89 |
|
| S4 |
40.88 |
42.06 |
47.15 |
|
|
| 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 |
61.99 |
|
2.618 |
57.58 |
|
1.618 |
54.88 |
|
1.000 |
53.21 |
|
0.618 |
52.18 |
|
HIGH |
50.51 |
|
0.618 |
49.48 |
|
0.500 |
49.16 |
|
0.382 |
48.84 |
|
LOW |
47.81 |
|
0.618 |
46.14 |
|
1.000 |
45.11 |
|
1.618 |
43.44 |
|
2.618 |
40.74 |
|
4.250 |
36.34 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.16 |
48.53 |
| PP |
48.98 |
48.43 |
| S1 |
48.81 |
48.33 |
|