NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
39.76 |
38.15 |
-1.61 |
-4.0% |
41.75 |
| High |
41.80 |
38.47 |
-3.33 |
-8.0% |
42.68 |
| Low |
37.35 |
35.65 |
-1.70 |
-4.6% |
38.60 |
| Close |
37.55 |
35.94 |
-1.61 |
-4.3% |
40.17 |
| Range |
4.45 |
2.82 |
-1.63 |
-36.6% |
4.08 |
| ATR |
3.48 |
3.43 |
-0.05 |
-1.4% |
0.00 |
| Volume |
317,497 |
359,674 |
42,177 |
13.3% |
1,229,922 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.15 |
43.36 |
37.49 |
|
| R3 |
42.33 |
40.54 |
36.72 |
|
| R2 |
39.51 |
39.51 |
36.46 |
|
| R1 |
37.72 |
37.72 |
36.20 |
37.21 |
| PP |
36.69 |
36.69 |
36.69 |
36.43 |
| S1 |
34.90 |
34.90 |
35.68 |
34.39 |
| S2 |
33.87 |
33.87 |
35.42 |
|
| S3 |
31.05 |
32.08 |
35.16 |
|
| S4 |
28.23 |
29.26 |
34.39 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.72 |
50.53 |
42.41 |
|
| R3 |
48.64 |
46.45 |
41.29 |
|
| R2 |
44.56 |
44.56 |
40.92 |
|
| R1 |
42.37 |
42.37 |
40.54 |
41.43 |
| PP |
40.48 |
40.48 |
40.48 |
40.01 |
| S1 |
38.29 |
38.29 |
39.80 |
37.35 |
| S2 |
36.40 |
36.40 |
39.42 |
|
| S3 |
32.32 |
34.21 |
39.05 |
|
| S4 |
28.24 |
30.13 |
37.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.68 |
35.65 |
7.03 |
19.6% |
3.23 |
9.0% |
4% |
False |
True |
335,897 |
| 10 |
43.44 |
35.65 |
7.79 |
21.7% |
2.69 |
7.5% |
4% |
False |
True |
296,274 |
| 20 |
48.59 |
35.65 |
12.94 |
36.0% |
3.43 |
9.6% |
2% |
False |
True |
290,028 |
| 40 |
55.30 |
35.65 |
19.65 |
54.7% |
3.72 |
10.3% |
1% |
False |
True |
185,489 |
| 60 |
61.28 |
35.65 |
25.63 |
71.3% |
3.72 |
10.4% |
1% |
False |
True |
135,153 |
| 80 |
77.08 |
35.65 |
41.43 |
115.3% |
3.95 |
11.0% |
1% |
False |
True |
104,676 |
| 100 |
111.00 |
35.65 |
75.35 |
209.7% |
4.19 |
11.7% |
0% |
False |
True |
85,290 |
| 120 |
123.30 |
35.65 |
87.65 |
243.9% |
4.09 |
11.4% |
0% |
False |
True |
71,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.46 |
|
2.618 |
45.85 |
|
1.618 |
43.03 |
|
1.000 |
41.29 |
|
0.618 |
40.21 |
|
HIGH |
38.47 |
|
0.618 |
37.39 |
|
0.500 |
37.06 |
|
0.382 |
36.73 |
|
LOW |
35.65 |
|
0.618 |
33.91 |
|
1.000 |
32.83 |
|
1.618 |
31.09 |
|
2.618 |
28.27 |
|
4.250 |
23.67 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
37.06 |
39.04 |
| PP |
36.69 |
38.01 |
| S1 |
36.31 |
36.97 |
|