NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
48.76 |
48.75 |
-0.01 |
0.0% |
52.25 |
| High |
50.51 |
49.82 |
-0.69 |
-1.4% |
53.00 |
| Low |
47.81 |
48.16 |
0.35 |
0.7% |
46.14 |
| Close |
48.63 |
49.82 |
1.19 |
2.4% |
48.90 |
| Range |
2.70 |
1.66 |
-1.04 |
-38.5% |
6.86 |
| ATR |
2.57 |
2.50 |
-0.06 |
-2.5% |
0.00 |
| Volume |
17,391 |
18,245 |
854 |
4.9% |
92,767 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.25 |
53.69 |
50.73 |
|
| R3 |
52.59 |
52.03 |
50.28 |
|
| R2 |
50.93 |
50.93 |
50.12 |
|
| R1 |
50.37 |
50.37 |
49.97 |
50.65 |
| PP |
49.27 |
49.27 |
49.27 |
49.41 |
| S1 |
48.71 |
48.71 |
49.67 |
48.99 |
| S2 |
47.61 |
47.61 |
49.52 |
|
| S3 |
45.95 |
47.05 |
49.36 |
|
| S4 |
44.29 |
45.39 |
48.91 |
|
|
| 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 |
56.88 |
|
2.618 |
54.17 |
|
1.618 |
52.51 |
|
1.000 |
51.48 |
|
0.618 |
50.85 |
|
HIGH |
49.82 |
|
0.618 |
49.19 |
|
0.500 |
48.99 |
|
0.382 |
48.79 |
|
LOW |
48.16 |
|
0.618 |
47.13 |
|
1.000 |
46.50 |
|
1.618 |
45.47 |
|
2.618 |
43.81 |
|
4.250 |
41.11 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.54 |
49.50 |
| PP |
49.27 |
49.17 |
| S1 |
48.99 |
48.85 |
|