NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
48.25 |
48.60 |
0.35 |
0.7% |
48.90 |
| High |
49.59 |
50.47 |
0.88 |
1.8% |
49.59 |
| Low |
46.27 |
48.15 |
1.88 |
4.1% |
45.95 |
| Close |
48.85 |
48.69 |
-0.16 |
-0.3% |
48.85 |
| Range |
3.32 |
2.32 |
-1.00 |
-30.1% |
3.64 |
| ATR |
2.87 |
2.83 |
-0.04 |
-1.4% |
0.00 |
| Volume |
33,811 |
65,785 |
31,974 |
94.6% |
166,965 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.06 |
54.70 |
49.97 |
|
| R3 |
53.74 |
52.38 |
49.33 |
|
| R2 |
51.42 |
51.42 |
49.12 |
|
| R1 |
50.06 |
50.06 |
48.90 |
50.74 |
| PP |
49.10 |
49.10 |
49.10 |
49.45 |
| S1 |
47.74 |
47.74 |
48.48 |
48.42 |
| S2 |
46.78 |
46.78 |
48.26 |
|
| S3 |
44.46 |
45.42 |
48.05 |
|
| S4 |
42.14 |
43.10 |
47.41 |
|
|
| 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 |
50.47 |
45.95 |
4.52 |
9.3% |
2.02 |
4.2% |
61% |
True |
False |
41,599 |
| 10 |
51.40 |
45.95 |
5.45 |
11.2% |
2.44 |
5.0% |
50% |
False |
False |
39,135 |
| 20 |
52.34 |
45.40 |
6.94 |
14.3% |
2.75 |
5.7% |
47% |
False |
False |
34,708 |
| 40 |
58.31 |
41.25 |
17.06 |
35.0% |
3.16 |
6.5% |
44% |
False |
False |
23,937 |
| 60 |
64.10 |
41.25 |
22.85 |
46.9% |
3.11 |
6.4% |
33% |
False |
False |
18,971 |
| 80 |
80.05 |
41.25 |
38.80 |
79.7% |
3.15 |
6.5% |
19% |
False |
False |
15,610 |
| 100 |
109.58 |
41.25 |
68.33 |
140.3% |
2.90 |
5.9% |
11% |
False |
False |
12,997 |
| 120 |
123.71 |
41.25 |
82.46 |
169.4% |
2.46 |
5.1% |
9% |
False |
False |
11,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.33 |
|
2.618 |
56.54 |
|
1.618 |
54.22 |
|
1.000 |
52.79 |
|
0.618 |
51.90 |
|
HIGH |
50.47 |
|
0.618 |
49.58 |
|
0.500 |
49.31 |
|
0.382 |
49.04 |
|
LOW |
48.15 |
|
0.618 |
46.72 |
|
1.000 |
45.83 |
|
1.618 |
44.40 |
|
2.618 |
42.08 |
|
4.250 |
38.29 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.31 |
48.58 |
| PP |
49.10 |
48.48 |
| S1 |
48.90 |
48.37 |
|