NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
42.39 |
44.59 |
2.20 |
5.2% |
39.73 |
| High |
45.30 |
44.91 |
-0.39 |
-0.9% |
45.30 |
| Low |
42.27 |
42.55 |
0.28 |
0.7% |
37.65 |
| Close |
45.22 |
44.76 |
-0.46 |
-1.0% |
44.76 |
| Range |
3.03 |
2.36 |
-0.67 |
-22.1% |
7.65 |
| ATR |
2.97 |
2.95 |
-0.02 |
-0.7% |
0.00 |
| Volume |
323,428 |
287,202 |
-36,226 |
-11.2% |
1,379,531 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.15 |
50.32 |
46.06 |
|
| R3 |
48.79 |
47.96 |
45.41 |
|
| R2 |
46.43 |
46.43 |
45.19 |
|
| R1 |
45.60 |
45.60 |
44.98 |
46.02 |
| PP |
44.07 |
44.07 |
44.07 |
44.28 |
| S1 |
43.24 |
43.24 |
44.54 |
43.66 |
| S2 |
41.71 |
41.71 |
44.33 |
|
| S3 |
39.35 |
40.88 |
44.11 |
|
| S4 |
36.99 |
38.52 |
43.46 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.52 |
62.79 |
48.97 |
|
| R3 |
57.87 |
55.14 |
46.86 |
|
| R2 |
50.22 |
50.22 |
46.16 |
|
| R1 |
47.49 |
47.49 |
45.46 |
48.86 |
| PP |
42.57 |
42.57 |
42.57 |
43.25 |
| S1 |
39.84 |
39.84 |
44.06 |
41.21 |
| S2 |
34.92 |
34.92 |
43.36 |
|
| S3 |
27.27 |
32.19 |
42.66 |
|
| S4 |
19.62 |
24.54 |
40.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.30 |
37.65 |
7.65 |
17.1% |
2.98 |
6.7% |
93% |
False |
False |
275,906 |
| 10 |
45.30 |
37.12 |
8.18 |
18.3% |
2.87 |
6.4% |
93% |
False |
False |
254,659 |
| 20 |
47.99 |
37.12 |
10.87 |
24.3% |
2.62 |
5.9% |
70% |
False |
False |
204,488 |
| 40 |
56.86 |
37.12 |
19.74 |
44.1% |
3.22 |
7.2% |
39% |
False |
False |
134,718 |
| 60 |
56.96 |
37.12 |
19.84 |
44.3% |
3.26 |
7.3% |
39% |
False |
False |
96,432 |
| 80 |
74.05 |
37.12 |
36.93 |
82.5% |
3.43 |
7.7% |
21% |
False |
False |
74,540 |
| 100 |
91.65 |
37.12 |
54.53 |
121.8% |
3.59 |
8.0% |
14% |
False |
False |
60,768 |
| 120 |
111.15 |
37.12 |
74.03 |
165.4% |
3.47 |
7.8% |
10% |
False |
False |
51,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.94 |
|
2.618 |
51.09 |
|
1.618 |
48.73 |
|
1.000 |
47.27 |
|
0.618 |
46.37 |
|
HIGH |
44.91 |
|
0.618 |
44.01 |
|
0.500 |
43.73 |
|
0.382 |
43.45 |
|
LOW |
42.55 |
|
0.618 |
41.09 |
|
1.000 |
40.19 |
|
1.618 |
38.73 |
|
2.618 |
36.37 |
|
4.250 |
32.52 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
44.42 |
43.96 |
| PP |
44.07 |
43.15 |
| S1 |
43.73 |
42.35 |
|