NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
48.30 |
47.90 |
-0.40 |
-0.8% |
51.28 |
| High |
48.39 |
49.00 |
0.61 |
1.3% |
53.37 |
| Low |
47.35 |
47.48 |
0.13 |
0.3% |
48.63 |
| Close |
47.59 |
48.24 |
0.65 |
1.4% |
49.98 |
| Range |
1.04 |
1.52 |
0.48 |
46.2% |
4.74 |
| ATR |
2.95 |
2.85 |
-0.10 |
-3.5% |
0.00 |
| Volume |
28,994 |
29,093 |
99 |
0.3% |
163,751 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.80 |
52.04 |
49.08 |
|
| R3 |
51.28 |
50.52 |
48.66 |
|
| R2 |
49.76 |
49.76 |
48.52 |
|
| R1 |
49.00 |
49.00 |
48.38 |
49.38 |
| PP |
48.24 |
48.24 |
48.24 |
48.43 |
| S1 |
47.48 |
47.48 |
48.10 |
47.86 |
| S2 |
46.72 |
46.72 |
47.96 |
|
| S3 |
45.20 |
45.96 |
47.82 |
|
| S4 |
43.68 |
44.44 |
47.40 |
|
|
| 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 |
9.2% |
1.87 |
3.9% |
20% |
False |
False |
29,339 |
| 10 |
53.37 |
47.10 |
6.27 |
13.0% |
2.53 |
5.2% |
18% |
False |
False |
32,460 |
| 20 |
57.95 |
46.95 |
11.00 |
22.8% |
2.74 |
5.7% |
12% |
False |
False |
31,255 |
| 40 |
59.66 |
42.51 |
17.15 |
35.6% |
3.14 |
6.5% |
33% |
False |
False |
26,474 |
| 60 |
70.47 |
42.51 |
27.96 |
58.0% |
3.23 |
6.7% |
20% |
False |
False |
23,009 |
| 80 |
87.13 |
42.51 |
44.62 |
92.5% |
3.47 |
7.2% |
13% |
False |
False |
20,735 |
| 100 |
109.98 |
42.51 |
67.47 |
139.9% |
3.58 |
7.4% |
8% |
False |
False |
18,261 |
| 120 |
123.85 |
42.51 |
81.34 |
168.6% |
3.39 |
7.0% |
7% |
False |
False |
15,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.46 |
|
2.618 |
52.98 |
|
1.618 |
51.46 |
|
1.000 |
50.52 |
|
0.618 |
49.94 |
|
HIGH |
49.00 |
|
0.618 |
48.42 |
|
0.500 |
48.24 |
|
0.382 |
48.06 |
|
LOW |
47.48 |
|
0.618 |
46.54 |
|
1.000 |
45.96 |
|
1.618 |
45.02 |
|
2.618 |
43.50 |
|
4.250 |
41.02 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.24 |
48.95 |
| PP |
48.24 |
48.71 |
| S1 |
48.24 |
48.48 |
|