NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
46.34 |
46.50 |
0.16 |
0.3% |
50.36 |
| High |
46.88 |
47.57 |
0.69 |
1.5% |
52.34 |
| Low |
45.95 |
46.00 |
0.05 |
0.1% |
47.00 |
| Close |
46.13 |
46.68 |
0.55 |
1.2% |
48.52 |
| Range |
0.93 |
1.57 |
0.64 |
68.8% |
5.34 |
| ATR |
3.00 |
2.90 |
-0.10 |
-3.4% |
0.00 |
| Volume |
35,203 |
41,220 |
6,017 |
17.1% |
185,017 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.46 |
50.64 |
47.54 |
|
| R3 |
49.89 |
49.07 |
47.11 |
|
| R2 |
48.32 |
48.32 |
46.97 |
|
| R1 |
47.50 |
47.50 |
46.82 |
47.91 |
| PP |
46.75 |
46.75 |
46.75 |
46.96 |
| S1 |
45.93 |
45.93 |
46.54 |
46.34 |
| S2 |
45.18 |
45.18 |
46.39 |
|
| S3 |
43.61 |
44.36 |
46.25 |
|
| S4 |
42.04 |
42.79 |
45.82 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.31 |
62.25 |
51.46 |
|
| R3 |
59.97 |
56.91 |
49.99 |
|
| R2 |
54.63 |
54.63 |
49.50 |
|
| R1 |
51.57 |
51.57 |
49.01 |
50.43 |
| PP |
49.29 |
49.29 |
49.29 |
48.72 |
| S1 |
46.23 |
46.23 |
48.03 |
45.09 |
| S2 |
43.95 |
43.95 |
47.54 |
|
| S3 |
38.61 |
40.89 |
47.05 |
|
| S4 |
33.27 |
35.55 |
45.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.30 |
45.95 |
4.35 |
9.3% |
1.91 |
4.1% |
17% |
False |
False |
34,729 |
| 10 |
52.34 |
45.46 |
6.88 |
14.7% |
2.73 |
5.8% |
18% |
False |
False |
36,252 |
| 20 |
56.93 |
45.40 |
11.53 |
24.7% |
2.87 |
6.2% |
11% |
False |
False |
31,478 |
| 40 |
58.31 |
41.25 |
17.06 |
36.5% |
3.16 |
6.8% |
32% |
False |
False |
21,698 |
| 60 |
69.72 |
41.25 |
28.47 |
61.0% |
3.15 |
6.7% |
19% |
False |
False |
17,103 |
| 80 |
86.05 |
41.25 |
44.80 |
96.0% |
3.17 |
6.8% |
12% |
False |
False |
14,103 |
| 100 |
109.58 |
41.25 |
68.33 |
146.4% |
2.84 |
6.1% |
8% |
False |
False |
11,722 |
| 120 |
123.71 |
41.25 |
82.46 |
176.6% |
2.40 |
5.1% |
7% |
False |
False |
9,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.24 |
|
2.618 |
51.68 |
|
1.618 |
50.11 |
|
1.000 |
49.14 |
|
0.618 |
48.54 |
|
HIGH |
47.57 |
|
0.618 |
46.97 |
|
0.500 |
46.79 |
|
0.382 |
46.60 |
|
LOW |
46.00 |
|
0.618 |
45.03 |
|
1.000 |
44.43 |
|
1.618 |
43.46 |
|
2.618 |
41.89 |
|
4.250 |
39.33 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
46.79 |
47.49 |
| PP |
46.75 |
47.22 |
| S1 |
46.72 |
46.95 |
|