NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
46.25 |
44.08 |
-2.17 |
-4.7% |
48.97 |
| High |
46.56 |
44.72 |
-1.84 |
-4.0% |
50.88 |
| Low |
43.83 |
43.76 |
-0.07 |
-0.2% |
44.55 |
| Close |
43.92 |
44.04 |
0.12 |
0.3% |
46.13 |
| Range |
2.73 |
0.96 |
-1.77 |
-64.8% |
6.33 |
| ATR |
3.45 |
3.27 |
-0.18 |
-5.2% |
0.00 |
| Volume |
80,703 |
116,779 |
36,076 |
44.7% |
460,206 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.05 |
46.51 |
44.57 |
|
| R3 |
46.09 |
45.55 |
44.30 |
|
| R2 |
45.13 |
45.13 |
44.22 |
|
| R1 |
44.59 |
44.59 |
44.13 |
44.38 |
| PP |
44.17 |
44.17 |
44.17 |
44.07 |
| S1 |
43.63 |
43.63 |
43.95 |
43.42 |
| S2 |
43.21 |
43.21 |
43.86 |
|
| S3 |
42.25 |
42.67 |
43.78 |
|
| S4 |
41.29 |
41.71 |
43.51 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.18 |
62.48 |
49.61 |
|
| R3 |
59.85 |
56.15 |
47.87 |
|
| R2 |
53.52 |
53.52 |
47.29 |
|
| R1 |
49.82 |
49.82 |
46.71 |
48.51 |
| PP |
47.19 |
47.19 |
47.19 |
46.53 |
| S1 |
43.49 |
43.49 |
45.55 |
42.18 |
| S2 |
40.86 |
40.86 |
44.97 |
|
| S3 |
34.53 |
37.16 |
44.39 |
|
| S4 |
28.20 |
30.83 |
42.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.86 |
43.76 |
4.10 |
9.3% |
2.22 |
5.0% |
7% |
False |
True |
99,919 |
| 10 |
50.88 |
43.35 |
7.53 |
17.1% |
3.08 |
7.0% |
9% |
False |
False |
101,901 |
| 20 |
56.86 |
43.19 |
13.67 |
31.0% |
3.22 |
7.3% |
6% |
False |
False |
76,644 |
| 40 |
56.96 |
39.82 |
17.14 |
38.9% |
3.53 |
8.0% |
25% |
False |
False |
48,672 |
| 60 |
68.86 |
39.82 |
29.04 |
65.9% |
3.52 |
8.0% |
15% |
False |
False |
35,602 |
| 80 |
89.50 |
39.82 |
49.68 |
112.8% |
3.77 |
8.6% |
8% |
False |
False |
28,305 |
| 100 |
111.15 |
39.82 |
71.33 |
162.0% |
3.68 |
8.4% |
6% |
False |
False |
23,287 |
| 120 |
123.58 |
39.82 |
83.76 |
190.2% |
3.25 |
7.4% |
5% |
False |
False |
19,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.80 |
|
2.618 |
47.23 |
|
1.618 |
46.27 |
|
1.000 |
45.68 |
|
0.618 |
45.31 |
|
HIGH |
44.72 |
|
0.618 |
44.35 |
|
0.500 |
44.24 |
|
0.382 |
44.13 |
|
LOW |
43.76 |
|
0.618 |
43.17 |
|
1.000 |
42.80 |
|
1.618 |
42.21 |
|
2.618 |
41.25 |
|
4.250 |
39.68 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
44.24 |
45.81 |
| PP |
44.17 |
45.22 |
| S1 |
44.11 |
44.63 |
|