NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
42.55 |
44.62 |
2.07 |
4.9% |
45.06 |
| High |
44.93 |
47.55 |
2.62 |
5.8% |
45.64 |
| Low |
41.98 |
44.59 |
2.61 |
6.2% |
39.42 |
| Close |
44.66 |
47.47 |
2.81 |
6.3% |
42.17 |
| Range |
2.95 |
2.96 |
0.01 |
0.3% |
6.22 |
| ATR |
2.80 |
2.81 |
0.01 |
0.4% |
0.00 |
| Volume |
97,192 |
129,163 |
31,971 |
32.9% |
334,622 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.42 |
54.40 |
49.10 |
|
| R3 |
52.46 |
51.44 |
48.28 |
|
| R2 |
49.50 |
49.50 |
48.01 |
|
| R1 |
48.48 |
48.48 |
47.74 |
48.99 |
| PP |
46.54 |
46.54 |
46.54 |
46.79 |
| S1 |
45.52 |
45.52 |
47.20 |
46.03 |
| S2 |
43.58 |
43.58 |
46.93 |
|
| S3 |
40.62 |
42.56 |
46.66 |
|
| S4 |
37.66 |
39.60 |
45.84 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.07 |
57.84 |
45.59 |
|
| R3 |
54.85 |
51.62 |
43.88 |
|
| R2 |
48.63 |
48.63 |
43.31 |
|
| R1 |
45.40 |
45.40 |
42.74 |
43.91 |
| PP |
42.41 |
42.41 |
42.41 |
41.66 |
| S1 |
39.18 |
39.18 |
41.60 |
37.69 |
| S2 |
36.19 |
36.19 |
41.03 |
|
| S3 |
29.97 |
32.96 |
40.46 |
|
| S4 |
23.75 |
26.74 |
38.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.55 |
39.95 |
7.60 |
16.0% |
2.72 |
5.7% |
99% |
True |
False |
99,829 |
| 10 |
47.55 |
39.42 |
8.13 |
17.1% |
2.76 |
5.8% |
99% |
True |
False |
90,011 |
| 20 |
50.47 |
39.42 |
11.05 |
23.3% |
2.52 |
5.3% |
73% |
False |
False |
66,669 |
| 40 |
58.31 |
39.42 |
18.89 |
39.8% |
2.99 |
6.3% |
43% |
False |
False |
46,221 |
| 60 |
58.40 |
39.42 |
18.98 |
40.0% |
3.02 |
6.4% |
42% |
False |
False |
34,613 |
| 80 |
75.10 |
39.42 |
35.68 |
75.2% |
3.17 |
6.7% |
23% |
False |
False |
27,789 |
| 100 |
94.50 |
39.42 |
55.08 |
116.0% |
3.07 |
6.5% |
15% |
False |
False |
23,019 |
| 120 |
110.69 |
39.42 |
71.27 |
150.1% |
2.72 |
5.7% |
11% |
False |
False |
19,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.13 |
|
2.618 |
55.30 |
|
1.618 |
52.34 |
|
1.000 |
50.51 |
|
0.618 |
49.38 |
|
HIGH |
47.55 |
|
0.618 |
46.42 |
|
0.500 |
46.07 |
|
0.382 |
45.72 |
|
LOW |
44.59 |
|
0.618 |
42.76 |
|
1.000 |
41.63 |
|
1.618 |
39.80 |
|
2.618 |
36.84 |
|
4.250 |
32.01 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.00 |
46.36 |
| PP |
46.54 |
45.25 |
| S1 |
46.07 |
44.14 |
|