NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
34.36 |
37.81 |
3.45 |
10.0% |
39.88 |
| High |
38.25 |
38.49 |
0.24 |
0.6% |
42.43 |
| Low |
33.81 |
34.45 |
0.64 |
1.9% |
33.55 |
| Close |
37.51 |
34.93 |
-2.58 |
-6.9% |
37.51 |
| Range |
4.44 |
4.04 |
-0.40 |
-9.0% |
8.88 |
| ATR |
3.45 |
3.50 |
0.04 |
1.2% |
0.00 |
| Volume |
326,176 |
281,710 |
-44,466 |
-13.6% |
1,837,378 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.08 |
45.54 |
37.15 |
|
| R3 |
44.04 |
41.50 |
36.04 |
|
| R2 |
40.00 |
40.00 |
35.67 |
|
| R1 |
37.46 |
37.46 |
35.30 |
36.71 |
| PP |
35.96 |
35.96 |
35.96 |
35.58 |
| S1 |
33.42 |
33.42 |
34.56 |
32.67 |
| S2 |
31.92 |
31.92 |
34.19 |
|
| S3 |
27.88 |
29.38 |
33.82 |
|
| S4 |
23.84 |
25.34 |
32.71 |
|
|
| 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 |
41.80 |
33.55 |
8.25 |
23.6% |
3.69 |
10.6% |
17% |
False |
False |
320,141 |
| 10 |
42.68 |
33.55 |
9.13 |
26.1% |
3.10 |
8.9% |
15% |
False |
False |
311,128 |
| 20 |
48.59 |
33.55 |
15.04 |
43.1% |
3.48 |
10.0% |
9% |
False |
False |
297,467 |
| 40 |
54.74 |
33.55 |
21.19 |
60.7% |
3.66 |
10.5% |
7% |
False |
False |
205,352 |
| 60 |
58.48 |
33.55 |
24.93 |
71.4% |
3.76 |
10.8% |
6% |
False |
False |
149,648 |
| 80 |
73.54 |
33.55 |
39.99 |
114.5% |
3.93 |
11.3% |
3% |
False |
False |
115,847 |
| 100 |
108.15 |
33.55 |
74.60 |
213.6% |
4.12 |
11.8% |
2% |
False |
False |
94,298 |
| 120 |
121.38 |
33.55 |
87.83 |
251.4% |
4.13 |
11.8% |
2% |
False |
False |
79,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.66 |
|
2.618 |
49.07 |
|
1.618 |
45.03 |
|
1.000 |
42.53 |
|
0.618 |
40.99 |
|
HIGH |
38.49 |
|
0.618 |
36.95 |
|
0.500 |
36.47 |
|
0.382 |
35.99 |
|
LOW |
34.45 |
|
0.618 |
31.95 |
|
1.000 |
30.41 |
|
1.618 |
27.91 |
|
2.618 |
23.87 |
|
4.250 |
17.28 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
36.47 |
36.02 |
| PP |
35.96 |
35.66 |
| S1 |
35.44 |
35.29 |
|