NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
50.78 |
52.50 |
1.72 |
3.4% |
51.80 |
| High |
52.24 |
53.16 |
0.92 |
1.8% |
53.16 |
| Low |
50.65 |
50.61 |
-0.04 |
-0.1% |
49.69 |
| Close |
52.24 |
52.63 |
0.39 |
0.7% |
52.63 |
| Range |
1.59 |
2.55 |
0.96 |
60.4% |
3.47 |
| ATR |
2.00 |
2.04 |
0.04 |
1.9% |
0.00 |
| Volume |
7,335 |
6,683 |
-652 |
-8.9% |
30,414 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.78 |
58.76 |
54.03 |
|
| R3 |
57.23 |
56.21 |
53.33 |
|
| R2 |
54.68 |
54.68 |
53.10 |
|
| R1 |
53.66 |
53.66 |
52.86 |
54.17 |
| PP |
52.13 |
52.13 |
52.13 |
52.39 |
| S1 |
51.11 |
51.11 |
52.40 |
51.62 |
| S2 |
49.58 |
49.58 |
52.16 |
|
| S3 |
47.03 |
48.56 |
51.93 |
|
| S4 |
44.48 |
46.01 |
51.23 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.24 |
60.90 |
54.54 |
|
| R3 |
58.77 |
57.43 |
53.58 |
|
| R2 |
55.30 |
55.30 |
53.27 |
|
| R1 |
53.96 |
53.96 |
52.95 |
54.63 |
| PP |
51.83 |
51.83 |
51.83 |
52.16 |
| S1 |
50.49 |
50.49 |
52.31 |
51.16 |
| S2 |
48.36 |
48.36 |
51.99 |
|
| S3 |
44.89 |
47.02 |
51.68 |
|
| S4 |
41.42 |
43.55 |
50.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.16 |
49.69 |
3.47 |
6.6% |
1.56 |
3.0% |
85% |
True |
False |
6,082 |
| 10 |
54.45 |
49.69 |
4.76 |
9.0% |
1.70 |
3.2% |
62% |
False |
False |
6,187 |
| 20 |
56.29 |
49.28 |
7.01 |
13.3% |
1.80 |
3.4% |
48% |
False |
False |
5,894 |
| 40 |
60.48 |
44.75 |
15.73 |
29.9% |
1.71 |
3.2% |
50% |
False |
False |
4,414 |
| 60 |
66.38 |
44.75 |
21.63 |
41.1% |
1.42 |
2.7% |
36% |
False |
False |
3,691 |
| 80 |
83.75 |
44.75 |
39.00 |
74.1% |
1.51 |
2.9% |
20% |
False |
False |
3,193 |
| 100 |
109.67 |
44.75 |
64.92 |
123.4% |
1.35 |
2.6% |
12% |
False |
False |
2,703 |
| 120 |
123.71 |
44.75 |
78.96 |
150.0% |
1.18 |
2.2% |
10% |
False |
False |
2,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.00 |
|
2.618 |
59.84 |
|
1.618 |
57.29 |
|
1.000 |
55.71 |
|
0.618 |
54.74 |
|
HIGH |
53.16 |
|
0.618 |
52.19 |
|
0.500 |
51.89 |
|
0.382 |
51.58 |
|
LOW |
50.61 |
|
0.618 |
49.03 |
|
1.000 |
48.06 |
|
1.618 |
46.48 |
|
2.618 |
43.93 |
|
4.250 |
39.77 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.38 |
52.26 |
| PP |
52.13 |
51.88 |
| S1 |
51.89 |
51.51 |
|