NYMEX Light Sweet Crude Oil Future April 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 |
38.32 |
37.54 |
-0.78 |
-2.0% |
45.83 |
| High |
38.95 |
40.27 |
1.32 |
3.4% |
47.99 |
| Low |
37.22 |
37.12 |
-0.10 |
-0.3% |
41.34 |
| Close |
37.41 |
40.18 |
2.77 |
7.4% |
41.97 |
| Range |
1.73 |
3.15 |
1.42 |
82.1% |
6.65 |
| ATR |
2.91 |
2.93 |
0.02 |
0.6% |
0.00 |
| Volume |
202,333 |
219,110 |
16,777 |
8.3% |
1,178,171 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.64 |
47.56 |
41.91 |
|
| R3 |
45.49 |
44.41 |
41.05 |
|
| R2 |
42.34 |
42.34 |
40.76 |
|
| R1 |
41.26 |
41.26 |
40.47 |
41.80 |
| PP |
39.19 |
39.19 |
39.19 |
39.46 |
| S1 |
38.11 |
38.11 |
39.89 |
38.65 |
| S2 |
36.04 |
36.04 |
39.60 |
|
| S3 |
32.89 |
34.96 |
39.31 |
|
| S4 |
29.74 |
31.81 |
38.45 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.72 |
59.49 |
45.63 |
|
| R3 |
57.07 |
52.84 |
43.80 |
|
| R2 |
50.42 |
50.42 |
43.19 |
|
| R1 |
46.19 |
46.19 |
42.58 |
44.98 |
| PP |
43.77 |
43.77 |
43.77 |
43.16 |
| S1 |
39.54 |
39.54 |
41.36 |
38.33 |
| S2 |
37.12 |
37.12 |
40.75 |
|
| S3 |
30.47 |
32.89 |
40.14 |
|
| S4 |
23.82 |
26.24 |
38.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.06 |
37.12 |
5.94 |
14.8% |
2.57 |
6.4% |
52% |
False |
True |
217,653 |
| 10 |
47.99 |
37.12 |
10.87 |
27.1% |
2.73 |
6.8% |
28% |
False |
True |
202,196 |
| 20 |
50.88 |
37.12 |
13.76 |
34.2% |
2.83 |
7.0% |
22% |
False |
True |
151,067 |
| 40 |
56.86 |
37.12 |
19.74 |
49.1% |
3.25 |
8.1% |
16% |
False |
True |
95,369 |
| 60 |
59.57 |
37.12 |
22.45 |
55.9% |
3.38 |
8.4% |
14% |
False |
True |
69,811 |
| 80 |
74.05 |
37.12 |
36.93 |
91.9% |
3.54 |
8.8% |
8% |
False |
True |
54,303 |
| 100 |
105.85 |
37.12 |
68.73 |
171.1% |
3.69 |
9.2% |
4% |
False |
True |
44,326 |
| 120 |
120.30 |
37.12 |
83.18 |
207.0% |
3.44 |
8.6% |
4% |
False |
True |
37,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.66 |
|
2.618 |
48.52 |
|
1.618 |
45.37 |
|
1.000 |
43.42 |
|
0.618 |
42.22 |
|
HIGH |
40.27 |
|
0.618 |
39.07 |
|
0.500 |
38.70 |
|
0.382 |
38.32 |
|
LOW |
37.12 |
|
0.618 |
35.17 |
|
1.000 |
33.97 |
|
1.618 |
32.02 |
|
2.618 |
28.87 |
|
4.250 |
23.73 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
39.69 |
40.09 |
| PP |
39.19 |
40.01 |
| S1 |
38.70 |
39.92 |
|