NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
50.55 |
48.30 |
-2.25 |
-4.5% |
51.28 |
| High |
50.55 |
48.39 |
-2.16 |
-4.3% |
53.37 |
| Low |
47.50 |
47.35 |
-0.15 |
-0.3% |
48.63 |
| Close |
47.62 |
47.59 |
-0.03 |
-0.1% |
49.98 |
| Range |
3.05 |
1.04 |
-2.01 |
-65.9% |
4.74 |
| ATR |
3.10 |
2.95 |
-0.15 |
-4.7% |
0.00 |
| Volume |
27,907 |
28,994 |
1,087 |
3.9% |
163,751 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.90 |
50.28 |
48.16 |
|
| R3 |
49.86 |
49.24 |
47.88 |
|
| R2 |
48.82 |
48.82 |
47.78 |
|
| R1 |
48.20 |
48.20 |
47.69 |
47.99 |
| PP |
47.78 |
47.78 |
47.78 |
47.67 |
| S1 |
47.16 |
47.16 |
47.49 |
46.95 |
| S2 |
46.74 |
46.74 |
47.40 |
|
| S3 |
45.70 |
46.12 |
47.30 |
|
| S4 |
44.66 |
45.08 |
47.02 |
|
|
| 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 |
51.77 |
47.35 |
4.42 |
9.3% |
2.12 |
4.5% |
5% |
False |
True |
31,252 |
| 10 |
53.37 |
46.95 |
6.42 |
13.5% |
2.61 |
5.5% |
10% |
False |
False |
33,332 |
| 20 |
59.66 |
46.95 |
12.71 |
26.7% |
2.83 |
6.0% |
5% |
False |
False |
30,907 |
| 40 |
59.66 |
42.51 |
17.15 |
36.0% |
3.19 |
6.7% |
30% |
False |
False |
26,506 |
| 60 |
70.47 |
42.51 |
27.96 |
58.8% |
3.27 |
6.9% |
18% |
False |
False |
22,749 |
| 80 |
90.00 |
42.51 |
47.49 |
99.8% |
3.50 |
7.4% |
11% |
False |
False |
20,528 |
| 100 |
109.98 |
42.51 |
67.47 |
141.8% |
3.58 |
7.5% |
8% |
False |
False |
18,030 |
| 120 |
123.85 |
42.51 |
81.34 |
170.9% |
3.40 |
7.1% |
6% |
False |
False |
15,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.81 |
|
2.618 |
51.11 |
|
1.618 |
50.07 |
|
1.000 |
49.43 |
|
0.618 |
49.03 |
|
HIGH |
48.39 |
|
0.618 |
47.99 |
|
0.500 |
47.87 |
|
0.382 |
47.75 |
|
LOW |
47.35 |
|
0.618 |
46.71 |
|
1.000 |
46.31 |
|
1.618 |
45.67 |
|
2.618 |
44.63 |
|
4.250 |
42.93 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.87 |
49.56 |
| PP |
47.78 |
48.90 |
| S1 |
47.68 |
48.25 |
|