NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
50.40 |
50.40 |
0.00 |
0.0% |
50.55 |
| High |
51.92 |
51.93 |
0.01 |
0.0% |
51.07 |
| Low |
49.75 |
48.28 |
-1.47 |
-3.0% |
47.35 |
| Close |
50.25 |
48.41 |
-1.84 |
-3.7% |
50.39 |
| Range |
2.17 |
3.65 |
1.48 |
68.2% |
3.72 |
| ATR |
2.76 |
2.82 |
0.06 |
2.3% |
0.00 |
| Volume |
46,739 |
34,519 |
-12,220 |
-26.1% |
143,253 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.49 |
58.10 |
50.42 |
|
| R3 |
56.84 |
54.45 |
49.41 |
|
| R2 |
53.19 |
53.19 |
49.08 |
|
| R1 |
50.80 |
50.80 |
48.74 |
50.17 |
| PP |
49.54 |
49.54 |
49.54 |
49.23 |
| S1 |
47.15 |
47.15 |
48.08 |
46.52 |
| S2 |
45.89 |
45.89 |
47.74 |
|
| S3 |
42.24 |
43.50 |
47.41 |
|
| S4 |
38.59 |
39.85 |
46.40 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.76 |
59.30 |
52.44 |
|
| R3 |
57.04 |
55.58 |
51.41 |
|
| R2 |
53.32 |
53.32 |
51.07 |
|
| R1 |
51.86 |
51.86 |
50.73 |
50.73 |
| PP |
49.60 |
49.60 |
49.60 |
49.04 |
| S1 |
48.14 |
48.14 |
50.05 |
47.01 |
| S2 |
45.88 |
45.88 |
49.71 |
|
| S3 |
42.16 |
44.42 |
49.37 |
|
| S4 |
38.44 |
40.70 |
48.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.93 |
47.48 |
4.45 |
9.2% |
2.47 |
5.1% |
21% |
True |
False |
33,522 |
| 10 |
51.93 |
47.35 |
4.58 |
9.5% |
2.30 |
4.7% |
23% |
True |
False |
32,387 |
| 20 |
53.60 |
46.95 |
6.65 |
13.7% |
2.70 |
5.6% |
22% |
False |
False |
32,812 |
| 40 |
59.66 |
42.51 |
17.15 |
35.4% |
3.05 |
6.3% |
34% |
False |
False |
27,260 |
| 60 |
65.00 |
42.51 |
22.49 |
46.5% |
3.21 |
6.6% |
26% |
False |
False |
24,367 |
| 80 |
78.60 |
42.51 |
36.09 |
74.6% |
3.43 |
7.1% |
16% |
False |
False |
21,869 |
| 100 |
109.98 |
42.51 |
67.47 |
139.4% |
3.54 |
7.3% |
9% |
False |
False |
19,326 |
| 120 |
123.85 |
42.51 |
81.34 |
168.0% |
3.44 |
7.1% |
7% |
False |
False |
16,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.44 |
|
2.618 |
61.49 |
|
1.618 |
57.84 |
|
1.000 |
55.58 |
|
0.618 |
54.19 |
|
HIGH |
51.93 |
|
0.618 |
50.54 |
|
0.500 |
50.11 |
|
0.382 |
49.67 |
|
LOW |
48.28 |
|
0.618 |
46.02 |
|
1.000 |
44.63 |
|
1.618 |
42.37 |
|
2.618 |
38.72 |
|
4.250 |
32.77 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.11 |
49.95 |
| PP |
49.54 |
49.43 |
| S1 |
48.98 |
48.92 |
|