NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
47.90 |
48.13 |
0.23 |
0.5% |
51.28 |
| High |
49.00 |
50.00 |
1.00 |
2.0% |
53.37 |
| Low |
47.48 |
48.09 |
0.61 |
1.3% |
48.63 |
| Close |
48.24 |
49.96 |
1.72 |
3.6% |
49.98 |
| Range |
1.52 |
1.91 |
0.39 |
25.7% |
4.74 |
| ATR |
2.85 |
2.78 |
-0.07 |
-2.4% |
0.00 |
| Volume |
29,093 |
26,402 |
-2,691 |
-9.2% |
163,751 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.08 |
54.43 |
51.01 |
|
| R3 |
53.17 |
52.52 |
50.49 |
|
| R2 |
51.26 |
51.26 |
50.31 |
|
| R1 |
50.61 |
50.61 |
50.14 |
50.94 |
| PP |
49.35 |
49.35 |
49.35 |
49.51 |
| S1 |
48.70 |
48.70 |
49.78 |
49.03 |
| S2 |
47.44 |
47.44 |
49.61 |
|
| S3 |
45.53 |
46.79 |
49.43 |
|
| S4 |
43.62 |
44.88 |
48.91 |
|
|
| 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 |
8.8% |
1.90 |
3.8% |
59% |
False |
False |
27,819 |
| 10 |
53.37 |
47.35 |
6.02 |
12.0% |
2.47 |
5.0% |
43% |
False |
False |
31,504 |
| 20 |
54.05 |
46.95 |
7.10 |
14.2% |
2.59 |
5.2% |
42% |
False |
False |
31,249 |
| 40 |
59.66 |
42.51 |
17.15 |
34.3% |
3.11 |
6.2% |
43% |
False |
False |
26,480 |
| 60 |
70.47 |
42.51 |
27.96 |
56.0% |
3.23 |
6.5% |
27% |
False |
False |
23,136 |
| 80 |
87.13 |
42.51 |
44.62 |
89.3% |
3.44 |
6.9% |
17% |
False |
False |
20,989 |
| 100 |
109.98 |
42.51 |
67.47 |
135.0% |
3.60 |
7.2% |
11% |
False |
False |
18,434 |
| 120 |
123.85 |
42.51 |
81.34 |
162.8% |
3.40 |
6.8% |
9% |
False |
False |
16,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.12 |
|
2.618 |
55.00 |
|
1.618 |
53.09 |
|
1.000 |
51.91 |
|
0.618 |
51.18 |
|
HIGH |
50.00 |
|
0.618 |
49.27 |
|
0.500 |
49.05 |
|
0.382 |
48.82 |
|
LOW |
48.09 |
|
0.618 |
46.91 |
|
1.000 |
46.18 |
|
1.618 |
45.00 |
|
2.618 |
43.09 |
|
4.250 |
39.97 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.66 |
49.53 |
| PP |
49.35 |
49.10 |
| S1 |
49.05 |
48.68 |
|