NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
46.68 |
48.25 |
1.57 |
3.4% |
48.90 |
| High |
48.44 |
49.59 |
1.15 |
2.4% |
49.59 |
| Low |
46.46 |
46.27 |
-0.19 |
-0.4% |
45.95 |
| Close |
48.38 |
48.85 |
0.47 |
1.0% |
48.85 |
| Range |
1.98 |
3.32 |
1.34 |
67.7% |
3.64 |
| ATR |
2.83 |
2.87 |
0.03 |
1.2% |
0.00 |
| Volume |
31,977 |
33,811 |
1,834 |
5.7% |
166,965 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.20 |
56.84 |
50.68 |
|
| R3 |
54.88 |
53.52 |
49.76 |
|
| R2 |
51.56 |
51.56 |
49.46 |
|
| R1 |
50.20 |
50.20 |
49.15 |
50.88 |
| PP |
48.24 |
48.24 |
48.24 |
48.58 |
| S1 |
46.88 |
46.88 |
48.55 |
47.56 |
| S2 |
44.92 |
44.92 |
48.24 |
|
| S3 |
41.60 |
43.56 |
47.94 |
|
| S4 |
38.28 |
40.24 |
47.02 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.05 |
57.59 |
50.85 |
|
| R3 |
55.41 |
53.95 |
49.85 |
|
| R2 |
51.77 |
51.77 |
49.52 |
|
| R1 |
50.31 |
50.31 |
49.18 |
49.22 |
| PP |
48.13 |
48.13 |
48.13 |
47.59 |
| S1 |
46.67 |
46.67 |
48.52 |
45.58 |
| S2 |
44.49 |
44.49 |
48.18 |
|
| S3 |
40.85 |
43.03 |
47.85 |
|
| S4 |
37.21 |
39.39 |
46.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.59 |
45.95 |
3.64 |
7.5% |
2.15 |
4.4% |
80% |
True |
False |
33,393 |
| 10 |
52.34 |
45.95 |
6.39 |
13.1% |
2.49 |
5.1% |
45% |
False |
False |
35,198 |
| 20 |
52.34 |
45.40 |
6.94 |
14.2% |
2.76 |
5.7% |
50% |
False |
False |
32,591 |
| 40 |
58.31 |
41.25 |
17.06 |
34.9% |
3.16 |
6.5% |
45% |
False |
False |
22,537 |
| 60 |
65.96 |
41.25 |
24.71 |
50.6% |
3.12 |
6.4% |
31% |
False |
False |
17,994 |
| 80 |
86.05 |
41.25 |
44.80 |
91.7% |
3.18 |
6.5% |
17% |
False |
False |
14,837 |
| 100 |
109.58 |
41.25 |
68.33 |
139.9% |
2.87 |
5.9% |
11% |
False |
False |
12,356 |
| 120 |
123.71 |
41.25 |
82.46 |
168.8% |
2.44 |
5.0% |
9% |
False |
False |
10,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.70 |
|
2.618 |
58.28 |
|
1.618 |
54.96 |
|
1.000 |
52.91 |
|
0.618 |
51.64 |
|
HIGH |
49.59 |
|
0.618 |
48.32 |
|
0.500 |
47.93 |
|
0.382 |
47.54 |
|
LOW |
46.27 |
|
0.618 |
44.22 |
|
1.000 |
42.95 |
|
1.618 |
40.90 |
|
2.618 |
37.58 |
|
4.250 |
32.16 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.54 |
48.50 |
| PP |
48.24 |
48.15 |
| S1 |
47.93 |
47.80 |
|