NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
46.95 |
46.03 |
-0.92 |
-2.0% |
48.90 |
| High |
47.46 |
46.59 |
-0.87 |
-1.8% |
49.59 |
| Low |
45.61 |
45.07 |
-0.54 |
-1.2% |
45.95 |
| Close |
45.95 |
45.92 |
-0.03 |
-0.1% |
48.85 |
| Range |
1.85 |
1.52 |
-0.33 |
-17.8% |
3.64 |
| ATR |
2.82 |
2.73 |
-0.09 |
-3.3% |
0.00 |
| Volume |
72,982 |
79,247 |
6,265 |
8.6% |
166,965 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.42 |
49.69 |
46.76 |
|
| R3 |
48.90 |
48.17 |
46.34 |
|
| R2 |
47.38 |
47.38 |
46.20 |
|
| R1 |
46.65 |
46.65 |
46.06 |
46.26 |
| PP |
45.86 |
45.86 |
45.86 |
45.66 |
| S1 |
45.13 |
45.13 |
45.78 |
44.74 |
| S2 |
44.34 |
44.34 |
45.64 |
|
| S3 |
42.82 |
43.61 |
45.50 |
|
| S4 |
41.30 |
42.09 |
45.08 |
|
|
| 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 |
45.07 |
5.40 |
11.8% |
2.57 |
5.6% |
16% |
False |
True |
61,380 |
| 10 |
50.47 |
45.07 |
5.40 |
11.8% |
2.25 |
4.9% |
16% |
False |
True |
47,462 |
| 20 |
52.34 |
45.07 |
7.27 |
15.8% |
2.73 |
5.9% |
12% |
False |
True |
41,618 |
| 40 |
58.31 |
41.25 |
17.06 |
37.2% |
2.99 |
6.5% |
27% |
False |
False |
27,908 |
| 60 |
62.18 |
41.25 |
20.93 |
45.6% |
3.06 |
6.7% |
22% |
False |
False |
22,169 |
| 80 |
75.91 |
41.25 |
34.66 |
75.5% |
3.10 |
6.8% |
13% |
False |
False |
18,045 |
| 100 |
109.58 |
41.25 |
68.33 |
148.8% |
2.92 |
6.4% |
7% |
False |
False |
14,989 |
| 120 |
119.79 |
41.25 |
78.54 |
171.0% |
2.52 |
5.5% |
6% |
False |
False |
12,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.05 |
|
2.618 |
50.57 |
|
1.618 |
49.05 |
|
1.000 |
48.11 |
|
0.618 |
47.53 |
|
HIGH |
46.59 |
|
0.618 |
46.01 |
|
0.500 |
45.83 |
|
0.382 |
45.65 |
|
LOW |
45.07 |
|
0.618 |
44.13 |
|
1.000 |
43.55 |
|
1.618 |
42.61 |
|
2.618 |
41.09 |
|
4.250 |
38.61 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
45.89 |
47.76 |
| PP |
45.86 |
47.14 |
| S1 |
45.83 |
46.53 |
|