NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
35.02 |
34.75 |
-0.27 |
-0.8% |
39.88 |
| High |
36.22 |
39.85 |
3.63 |
10.0% |
42.43 |
| Low |
34.13 |
34.59 |
0.46 |
1.3% |
33.55 |
| Close |
34.62 |
39.48 |
4.86 |
14.0% |
37.51 |
| Range |
2.09 |
5.26 |
3.17 |
151.7% |
8.88 |
| ATR |
3.40 |
3.53 |
0.13 |
3.9% |
0.00 |
| Volume |
153,708 |
73,864 |
-79,844 |
-51.9% |
1,837,378 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.75 |
51.88 |
42.37 |
|
| R3 |
48.49 |
46.62 |
40.93 |
|
| R2 |
43.23 |
43.23 |
40.44 |
|
| R1 |
41.36 |
41.36 |
39.96 |
42.30 |
| PP |
37.97 |
37.97 |
37.97 |
38.44 |
| S1 |
36.10 |
36.10 |
39.00 |
37.04 |
| S2 |
32.71 |
32.71 |
38.52 |
|
| S3 |
27.45 |
30.84 |
38.03 |
|
| S4 |
22.19 |
25.58 |
36.59 |
|
|
| 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 |
39.85 |
33.55 |
6.30 |
16.0% |
3.71 |
9.4% |
94% |
True |
False |
230,221 |
| 10 |
42.68 |
33.55 |
9.13 |
23.1% |
3.47 |
8.8% |
65% |
False |
False |
283,059 |
| 20 |
48.59 |
33.55 |
15.04 |
38.1% |
3.41 |
8.6% |
39% |
False |
False |
278,168 |
| 40 |
54.74 |
33.55 |
21.19 |
53.7% |
3.68 |
9.3% |
28% |
False |
False |
207,686 |
| 60 |
58.48 |
33.55 |
24.93 |
63.1% |
3.76 |
9.5% |
24% |
False |
False |
152,766 |
| 80 |
73.54 |
33.55 |
39.99 |
101.3% |
3.92 |
9.9% |
15% |
False |
False |
118,387 |
| 100 |
106.89 |
33.55 |
73.34 |
185.8% |
4.11 |
10.4% |
8% |
False |
False |
96,417 |
| 120 |
121.38 |
33.55 |
87.83 |
222.5% |
4.13 |
10.5% |
7% |
False |
False |
81,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.21 |
|
2.618 |
53.62 |
|
1.618 |
48.36 |
|
1.000 |
45.11 |
|
0.618 |
43.10 |
|
HIGH |
39.85 |
|
0.618 |
37.84 |
|
0.500 |
37.22 |
|
0.382 |
36.60 |
|
LOW |
34.59 |
|
0.618 |
31.34 |
|
1.000 |
29.33 |
|
1.618 |
26.08 |
|
2.618 |
20.82 |
|
4.250 |
12.24 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
38.73 |
38.65 |
| PP |
37.97 |
37.82 |
| S1 |
37.22 |
36.99 |
|