NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
46.50 |
46.68 |
0.18 |
0.4% |
50.36 |
| High |
47.57 |
48.44 |
0.87 |
1.8% |
52.34 |
| Low |
46.00 |
46.46 |
0.46 |
1.0% |
47.00 |
| Close |
46.68 |
48.38 |
1.70 |
3.6% |
48.52 |
| Range |
1.57 |
1.98 |
0.41 |
26.1% |
5.34 |
| ATR |
2.90 |
2.83 |
-0.07 |
-2.3% |
0.00 |
| Volume |
41,220 |
31,977 |
-9,243 |
-22.4% |
185,017 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.70 |
53.02 |
49.47 |
|
| R3 |
51.72 |
51.04 |
48.92 |
|
| R2 |
49.74 |
49.74 |
48.74 |
|
| R1 |
49.06 |
49.06 |
48.56 |
49.40 |
| PP |
47.76 |
47.76 |
47.76 |
47.93 |
| S1 |
47.08 |
47.08 |
48.20 |
47.42 |
| S2 |
45.78 |
45.78 |
48.02 |
|
| S3 |
43.80 |
45.10 |
47.84 |
|
| S4 |
41.82 |
43.12 |
47.29 |
|
|
| 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 |
9.0% |
1.92 |
4.0% |
56% |
False |
False |
33,545 |
| 10 |
52.34 |
45.95 |
6.39 |
13.2% |
2.63 |
5.4% |
38% |
False |
False |
35,601 |
| 20 |
52.76 |
45.40 |
7.36 |
15.2% |
2.72 |
5.6% |
40% |
False |
False |
32,178 |
| 40 |
58.31 |
41.25 |
17.06 |
35.3% |
3.14 |
6.5% |
42% |
False |
False |
22,072 |
| 60 |
69.72 |
41.25 |
28.47 |
58.8% |
3.15 |
6.5% |
25% |
False |
False |
17,521 |
| 80 |
86.05 |
41.25 |
44.80 |
92.6% |
3.16 |
6.5% |
16% |
False |
False |
14,476 |
| 100 |
109.58 |
41.25 |
68.33 |
141.2% |
2.86 |
5.9% |
10% |
False |
False |
12,030 |
| 120 |
123.71 |
41.25 |
82.46 |
170.4% |
2.42 |
5.0% |
9% |
False |
False |
10,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.86 |
|
2.618 |
53.62 |
|
1.618 |
51.64 |
|
1.000 |
50.42 |
|
0.618 |
49.66 |
|
HIGH |
48.44 |
|
0.618 |
47.68 |
|
0.500 |
47.45 |
|
0.382 |
47.22 |
|
LOW |
46.46 |
|
0.618 |
45.24 |
|
1.000 |
44.48 |
|
1.618 |
43.26 |
|
2.618 |
41.28 |
|
4.250 |
38.05 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.07 |
47.99 |
| PP |
47.76 |
47.59 |
| S1 |
47.45 |
47.20 |
|