NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
50.15 |
50.55 |
0.40 |
0.8% |
51.28 |
| High |
51.77 |
50.55 |
-1.22 |
-2.4% |
53.37 |
| Low |
49.80 |
47.50 |
-2.30 |
-4.6% |
48.63 |
| Close |
49.98 |
47.62 |
-2.36 |
-4.7% |
49.98 |
| Range |
1.97 |
3.05 |
1.08 |
54.8% |
4.74 |
| ATR |
3.10 |
3.10 |
0.00 |
-0.1% |
0.00 |
| Volume |
26,701 |
27,907 |
1,206 |
4.5% |
163,751 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.71 |
55.71 |
49.30 |
|
| R3 |
54.66 |
52.66 |
48.46 |
|
| R2 |
51.61 |
51.61 |
48.18 |
|
| R1 |
49.61 |
49.61 |
47.90 |
49.09 |
| PP |
48.56 |
48.56 |
48.56 |
48.29 |
| S1 |
46.56 |
46.56 |
47.34 |
46.04 |
| S2 |
45.51 |
45.51 |
47.06 |
|
| S3 |
42.46 |
43.51 |
46.78 |
|
| S4 |
39.41 |
40.46 |
45.94 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.88 |
62.17 |
52.59 |
|
| R3 |
60.14 |
57.43 |
51.28 |
|
| R2 |
55.40 |
55.40 |
50.85 |
|
| R1 |
52.69 |
52.69 |
50.41 |
51.68 |
| PP |
50.66 |
50.66 |
50.66 |
50.15 |
| S1 |
47.95 |
47.95 |
49.55 |
46.94 |
| S2 |
45.92 |
45.92 |
49.11 |
|
| S3 |
41.18 |
43.21 |
48.68 |
|
| S4 |
36.44 |
38.47 |
47.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.37 |
47.50 |
4.87 |
10.2% |
2.66 |
5.6% |
2% |
False |
True |
32,796 |
| 10 |
53.37 |
46.95 |
6.42 |
13.5% |
2.87 |
6.0% |
10% |
False |
False |
33,331 |
| 20 |
59.66 |
46.95 |
12.71 |
26.7% |
2.97 |
6.2% |
5% |
False |
False |
30,130 |
| 40 |
59.66 |
42.51 |
17.15 |
36.0% |
3.25 |
6.8% |
30% |
False |
False |
26,384 |
| 60 |
73.80 |
42.51 |
31.29 |
65.7% |
3.32 |
7.0% |
16% |
False |
False |
22,573 |
| 80 |
90.16 |
42.51 |
47.65 |
100.1% |
3.54 |
7.4% |
11% |
False |
False |
20,256 |
| 100 |
109.98 |
42.51 |
67.47 |
141.7% |
3.60 |
7.6% |
8% |
False |
False |
17,791 |
| 120 |
123.85 |
42.51 |
81.34 |
170.8% |
3.40 |
7.1% |
6% |
False |
False |
15,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.51 |
|
2.618 |
58.53 |
|
1.618 |
55.48 |
|
1.000 |
53.60 |
|
0.618 |
52.43 |
|
HIGH |
50.55 |
|
0.618 |
49.38 |
|
0.500 |
49.03 |
|
0.382 |
48.67 |
|
LOW |
47.50 |
|
0.618 |
45.62 |
|
1.000 |
44.45 |
|
1.618 |
42.57 |
|
2.618 |
39.52 |
|
4.250 |
34.54 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.03 |
49.64 |
| PP |
48.56 |
48.96 |
| S1 |
48.09 |
48.29 |
|