NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
46.03 |
45.94 |
-0.09 |
-0.2% |
48.60 |
| High |
46.59 |
46.45 |
-0.14 |
-0.3% |
50.47 |
| Low |
45.07 |
44.37 |
-0.70 |
-1.6% |
44.37 |
| Close |
45.92 |
44.94 |
-0.98 |
-2.1% |
44.94 |
| Range |
1.52 |
2.08 |
0.56 |
36.8% |
6.10 |
| ATR |
2.73 |
2.68 |
-0.05 |
-1.7% |
0.00 |
| Volume |
79,247 |
84,913 |
5,666 |
7.1% |
358,005 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.49 |
50.30 |
46.08 |
|
| R3 |
49.41 |
48.22 |
45.51 |
|
| R2 |
47.33 |
47.33 |
45.32 |
|
| R1 |
46.14 |
46.14 |
45.13 |
45.70 |
| PP |
45.25 |
45.25 |
45.25 |
45.03 |
| S1 |
44.06 |
44.06 |
44.75 |
43.62 |
| S2 |
43.17 |
43.17 |
44.56 |
|
| S3 |
41.09 |
41.98 |
44.37 |
|
| S4 |
39.01 |
39.90 |
43.80 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.89 |
61.02 |
48.30 |
|
| R3 |
58.79 |
54.92 |
46.62 |
|
| R2 |
52.69 |
52.69 |
46.06 |
|
| R1 |
48.82 |
48.82 |
45.50 |
47.71 |
| PP |
46.59 |
46.59 |
46.59 |
46.04 |
| S1 |
42.72 |
42.72 |
44.38 |
41.61 |
| S2 |
40.49 |
40.49 |
43.82 |
|
| S3 |
34.39 |
36.62 |
43.26 |
|
| S4 |
28.29 |
30.52 |
41.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.47 |
44.37 |
6.10 |
13.6% |
2.32 |
5.2% |
9% |
False |
True |
71,601 |
| 10 |
50.47 |
44.37 |
6.10 |
13.6% |
2.23 |
5.0% |
9% |
False |
True |
52,497 |
| 20 |
52.34 |
44.37 |
7.97 |
17.7% |
2.64 |
5.9% |
7% |
False |
True |
44,208 |
| 40 |
58.31 |
41.25 |
17.06 |
38.0% |
2.99 |
6.7% |
22% |
False |
False |
29,836 |
| 60 |
59.89 |
41.25 |
18.64 |
41.5% |
3.04 |
6.8% |
20% |
False |
False |
23,444 |
| 80 |
75.10 |
41.25 |
33.85 |
75.3% |
3.12 |
6.9% |
11% |
False |
False |
19,060 |
| 100 |
109.58 |
41.25 |
68.33 |
152.0% |
2.94 |
6.5% |
5% |
False |
False |
15,816 |
| 120 |
119.79 |
41.25 |
78.54 |
174.8% |
2.54 |
5.6% |
5% |
False |
False |
13,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.29 |
|
2.618 |
51.90 |
|
1.618 |
49.82 |
|
1.000 |
48.53 |
|
0.618 |
47.74 |
|
HIGH |
46.45 |
|
0.618 |
45.66 |
|
0.500 |
45.41 |
|
0.382 |
45.16 |
|
LOW |
44.37 |
|
0.618 |
43.08 |
|
1.000 |
42.29 |
|
1.618 |
41.00 |
|
2.618 |
38.92 |
|
4.250 |
35.53 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
45.41 |
45.92 |
| PP |
45.25 |
45.59 |
| S1 |
45.10 |
45.27 |
|