NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
40.93 |
40.30 |
-0.63 |
-1.5% |
46.05 |
| High |
41.92 |
41.25 |
-0.67 |
-1.6% |
48.59 |
| Low |
39.74 |
39.46 |
-0.28 |
-0.7% |
40.18 |
| Close |
40.32 |
41.17 |
0.85 |
2.1% |
41.68 |
| Range |
2.18 |
1.79 |
-0.39 |
-17.9% |
8.41 |
| ATR |
3.51 |
3.38 |
-0.12 |
-3.5% |
0.00 |
| Volume |
244,614 |
254,203 |
9,589 |
3.9% |
1,392,961 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.00 |
45.37 |
42.15 |
|
| R3 |
44.21 |
43.58 |
41.66 |
|
| R2 |
42.42 |
42.42 |
41.50 |
|
| R1 |
41.79 |
41.79 |
41.33 |
42.11 |
| PP |
40.63 |
40.63 |
40.63 |
40.78 |
| S1 |
40.00 |
40.00 |
41.01 |
40.32 |
| S2 |
38.84 |
38.84 |
40.84 |
|
| S3 |
37.05 |
38.21 |
40.68 |
|
| S4 |
35.26 |
36.42 |
40.19 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.71 |
63.61 |
46.31 |
|
| R3 |
60.30 |
55.20 |
43.99 |
|
| R2 |
51.89 |
51.89 |
43.22 |
|
| R1 |
46.79 |
46.79 |
42.45 |
45.14 |
| PP |
43.48 |
43.48 |
43.48 |
42.66 |
| S1 |
38.38 |
38.38 |
40.91 |
36.73 |
| S2 |
35.07 |
35.07 |
40.14 |
|
| S3 |
26.66 |
29.97 |
39.37 |
|
| S4 |
18.25 |
21.56 |
37.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.44 |
39.46 |
3.98 |
9.7% |
2.08 |
5.0% |
43% |
False |
True |
249,208 |
| 10 |
48.59 |
39.46 |
9.13 |
22.2% |
3.06 |
7.4% |
19% |
False |
True |
271,071 |
| 20 |
48.59 |
39.11 |
9.48 |
23.0% |
3.33 |
8.1% |
22% |
False |
False |
251,897 |
| 40 |
55.30 |
38.00 |
17.30 |
42.0% |
3.76 |
9.1% |
18% |
False |
False |
156,059 |
| 60 |
68.06 |
38.00 |
30.06 |
73.0% |
3.75 |
9.1% |
11% |
False |
False |
112,276 |
| 80 |
86.05 |
38.00 |
48.05 |
116.7% |
4.01 |
9.7% |
7% |
False |
False |
87,307 |
| 100 |
111.00 |
38.00 |
73.00 |
177.3% |
4.25 |
10.3% |
4% |
False |
False |
71,272 |
| 120 |
123.30 |
38.00 |
85.30 |
207.2% |
4.06 |
9.9% |
4% |
False |
False |
59,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.86 |
|
2.618 |
45.94 |
|
1.618 |
44.15 |
|
1.000 |
43.04 |
|
0.618 |
42.36 |
|
HIGH |
41.25 |
|
0.618 |
40.57 |
|
0.500 |
40.36 |
|
0.382 |
40.14 |
|
LOW |
39.46 |
|
0.618 |
38.35 |
|
1.000 |
37.67 |
|
1.618 |
36.56 |
|
2.618 |
34.77 |
|
4.250 |
31.85 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
40.90 |
41.01 |
| PP |
40.63 |
40.85 |
| S1 |
40.36 |
40.69 |
|