NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
35.92 |
34.36 |
-1.56 |
-4.3% |
39.88 |
| High |
36.25 |
38.25 |
2.00 |
5.5% |
42.43 |
| Low |
33.55 |
33.81 |
0.26 |
0.8% |
33.55 |
| Close |
33.98 |
37.51 |
3.53 |
10.4% |
37.51 |
| Range |
2.70 |
4.44 |
1.74 |
64.4% |
8.88 |
| ATR |
3.38 |
3.45 |
0.08 |
2.2% |
0.00 |
| Volume |
315,650 |
326,176 |
10,526 |
3.3% |
1,837,378 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.84 |
48.12 |
39.95 |
|
| R3 |
45.40 |
43.68 |
38.73 |
|
| R2 |
40.96 |
40.96 |
38.32 |
|
| R1 |
39.24 |
39.24 |
37.92 |
40.10 |
| PP |
36.52 |
36.52 |
36.52 |
36.96 |
| S1 |
34.80 |
34.80 |
37.10 |
35.66 |
| S2 |
32.08 |
32.08 |
36.70 |
|
| S3 |
27.64 |
30.36 |
36.29 |
|
| S4 |
23.20 |
25.92 |
35.07 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.47 |
59.87 |
42.39 |
|
| R3 |
55.59 |
50.99 |
39.95 |
|
| R2 |
46.71 |
46.71 |
39.14 |
|
| R1 |
42.11 |
42.11 |
38.32 |
39.97 |
| PP |
37.83 |
37.83 |
37.83 |
36.76 |
| S1 |
33.23 |
33.23 |
36.70 |
31.09 |
| S2 |
28.95 |
28.95 |
35.88 |
|
| S3 |
20.07 |
24.35 |
35.07 |
|
| S4 |
11.19 |
15.47 |
32.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.43 |
33.55 |
8.88 |
23.7% |
3.48 |
9.3% |
45% |
False |
False |
367,475 |
| 10 |
42.68 |
33.55 |
9.13 |
24.3% |
2.95 |
7.9% |
43% |
False |
False |
306,730 |
| 20 |
48.59 |
33.55 |
15.04 |
40.1% |
3.40 |
9.1% |
26% |
False |
False |
297,012 |
| 40 |
54.74 |
33.55 |
21.19 |
56.5% |
3.67 |
9.8% |
19% |
False |
False |
199,432 |
| 60 |
58.48 |
33.55 |
24.93 |
66.5% |
3.72 |
9.9% |
16% |
False |
False |
145,187 |
| 80 |
77.04 |
33.55 |
43.49 |
115.9% |
3.95 |
10.5% |
9% |
False |
False |
112,394 |
| 100 |
108.99 |
33.55 |
75.44 |
201.1% |
4.13 |
11.0% |
5% |
False |
False |
91,567 |
| 120 |
121.38 |
33.55 |
87.83 |
234.2% |
4.11 |
10.9% |
5% |
False |
False |
77,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.12 |
|
2.618 |
49.87 |
|
1.618 |
45.43 |
|
1.000 |
42.69 |
|
0.618 |
40.99 |
|
HIGH |
38.25 |
|
0.618 |
36.55 |
|
0.500 |
36.03 |
|
0.382 |
35.51 |
|
LOW |
33.81 |
|
0.618 |
31.07 |
|
1.000 |
29.37 |
|
1.618 |
26.63 |
|
2.618 |
22.19 |
|
4.250 |
14.94 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
37.02 |
37.01 |
| PP |
36.52 |
36.51 |
| S1 |
36.03 |
36.01 |
|