NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
48.60 |
48.89 |
0.29 |
0.6% |
48.90 |
| High |
50.47 |
50.44 |
-0.03 |
-0.1% |
49.59 |
| Low |
48.15 |
46.62 |
-1.53 |
-3.2% |
45.95 |
| Close |
48.69 |
46.76 |
-1.93 |
-4.0% |
48.85 |
| Range |
2.32 |
3.82 |
1.50 |
64.7% |
3.64 |
| ATR |
2.83 |
2.90 |
0.07 |
2.5% |
0.00 |
| Volume |
65,785 |
55,078 |
-10,707 |
-16.3% |
166,965 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.40 |
56.90 |
48.86 |
|
| R3 |
55.58 |
53.08 |
47.81 |
|
| R2 |
51.76 |
51.76 |
47.46 |
|
| R1 |
49.26 |
49.26 |
47.11 |
48.60 |
| PP |
47.94 |
47.94 |
47.94 |
47.61 |
| S1 |
45.44 |
45.44 |
46.41 |
44.78 |
| S2 |
44.12 |
44.12 |
46.06 |
|
| S3 |
40.30 |
41.62 |
45.71 |
|
| S4 |
36.48 |
37.80 |
44.66 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.05 |
57.59 |
50.85 |
|
| R3 |
55.41 |
53.95 |
49.85 |
|
| R2 |
51.77 |
51.77 |
49.52 |
|
| R1 |
50.31 |
50.31 |
49.18 |
49.22 |
| PP |
48.13 |
48.13 |
48.13 |
47.59 |
| S1 |
46.67 |
46.67 |
48.52 |
45.58 |
| S2 |
44.49 |
44.49 |
48.18 |
|
| S3 |
40.85 |
43.03 |
47.85 |
|
| S4 |
37.21 |
39.39 |
46.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.47 |
46.00 |
4.47 |
9.6% |
2.60 |
5.6% |
17% |
False |
False |
45,574 |
| 10 |
50.47 |
45.95 |
4.52 |
9.7% |
2.38 |
5.1% |
18% |
False |
False |
41,407 |
| 20 |
52.34 |
45.40 |
6.94 |
14.8% |
2.82 |
6.0% |
20% |
False |
False |
36,395 |
| 40 |
58.31 |
41.25 |
17.06 |
36.5% |
3.11 |
6.7% |
32% |
False |
False |
24,853 |
| 60 |
63.71 |
41.25 |
22.46 |
48.0% |
3.11 |
6.7% |
25% |
False |
False |
19,809 |
| 80 |
77.15 |
41.25 |
35.90 |
76.8% |
3.16 |
6.8% |
15% |
False |
False |
16,265 |
| 100 |
109.58 |
41.25 |
68.33 |
146.1% |
2.89 |
6.2% |
8% |
False |
False |
13,521 |
| 120 |
123.71 |
41.25 |
82.46 |
176.3% |
2.49 |
5.3% |
7% |
False |
False |
11,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.68 |
|
2.618 |
60.44 |
|
1.618 |
56.62 |
|
1.000 |
54.26 |
|
0.618 |
52.80 |
|
HIGH |
50.44 |
|
0.618 |
48.98 |
|
0.500 |
48.53 |
|
0.382 |
48.08 |
|
LOW |
46.62 |
|
0.618 |
44.26 |
|
1.000 |
42.80 |
|
1.618 |
40.44 |
|
2.618 |
36.62 |
|
4.250 |
30.39 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.53 |
48.37 |
| PP |
47.94 |
47.83 |
| S1 |
47.35 |
47.30 |
|