NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
48.89 |
46.95 |
-1.94 |
-4.0% |
48.90 |
| High |
50.44 |
47.46 |
-2.98 |
-5.9% |
49.59 |
| Low |
46.62 |
45.61 |
-1.01 |
-2.2% |
45.95 |
| Close |
46.76 |
45.95 |
-0.81 |
-1.7% |
48.85 |
| Range |
3.82 |
1.85 |
-1.97 |
-51.6% |
3.64 |
| ATR |
2.90 |
2.82 |
-0.07 |
-2.6% |
0.00 |
| Volume |
55,078 |
72,982 |
17,904 |
32.5% |
166,965 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.89 |
50.77 |
46.97 |
|
| R3 |
50.04 |
48.92 |
46.46 |
|
| R2 |
48.19 |
48.19 |
46.29 |
|
| R1 |
47.07 |
47.07 |
46.12 |
46.71 |
| PP |
46.34 |
46.34 |
46.34 |
46.16 |
| S1 |
45.22 |
45.22 |
45.78 |
44.86 |
| S2 |
44.49 |
44.49 |
45.61 |
|
| S3 |
42.64 |
43.37 |
45.44 |
|
| S4 |
40.79 |
41.52 |
44.93 |
|
|
| 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 |
45.61 |
4.86 |
10.6% |
2.66 |
5.8% |
7% |
False |
True |
51,926 |
| 10 |
50.47 |
45.61 |
4.86 |
10.6% |
2.28 |
5.0% |
7% |
False |
True |
43,327 |
| 20 |
52.34 |
45.40 |
6.94 |
15.1% |
2.77 |
6.0% |
8% |
False |
False |
38,968 |
| 40 |
58.31 |
41.25 |
17.06 |
37.1% |
3.08 |
6.7% |
28% |
False |
False |
26,223 |
| 60 |
63.11 |
41.25 |
21.86 |
47.6% |
3.07 |
6.7% |
22% |
False |
False |
20,944 |
| 80 |
76.16 |
41.25 |
34.91 |
76.0% |
3.13 |
6.8% |
13% |
False |
False |
17,149 |
| 100 |
109.58 |
41.25 |
68.33 |
148.7% |
2.90 |
6.3% |
7% |
False |
False |
14,218 |
| 120 |
123.71 |
41.25 |
82.46 |
179.5% |
2.51 |
5.5% |
6% |
False |
False |
12,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.32 |
|
2.618 |
52.30 |
|
1.618 |
50.45 |
|
1.000 |
49.31 |
|
0.618 |
48.60 |
|
HIGH |
47.46 |
|
0.618 |
46.75 |
|
0.500 |
46.54 |
|
0.382 |
46.32 |
|
LOW |
45.61 |
|
0.618 |
44.47 |
|
1.000 |
43.76 |
|
1.618 |
42.62 |
|
2.618 |
40.77 |
|
4.250 |
37.75 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
46.54 |
48.04 |
| PP |
46.34 |
47.34 |
| S1 |
46.15 |
46.65 |
|