NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
48.70 |
48.07 |
-0.63 |
-1.3% |
50.55 |
| High |
49.10 |
48.50 |
-0.60 |
-1.2% |
51.07 |
| Low |
47.48 |
47.01 |
-0.47 |
-1.0% |
47.35 |
| Close |
47.83 |
47.81 |
-0.02 |
0.0% |
50.39 |
| Range |
1.62 |
1.49 |
-0.13 |
-8.0% |
3.72 |
| ATR |
2.74 |
2.65 |
-0.09 |
-3.3% |
0.00 |
| Volume |
36,511 |
40,868 |
4,357 |
11.9% |
143,253 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.24 |
51.52 |
48.63 |
|
| R3 |
50.75 |
50.03 |
48.22 |
|
| R2 |
49.26 |
49.26 |
48.08 |
|
| R1 |
48.54 |
48.54 |
47.95 |
48.16 |
| PP |
47.77 |
47.77 |
47.77 |
47.58 |
| S1 |
47.05 |
47.05 |
47.67 |
46.67 |
| S2 |
46.28 |
46.28 |
47.54 |
|
| S3 |
44.79 |
45.56 |
47.40 |
|
| S4 |
43.30 |
44.07 |
46.99 |
|
|
| 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 |
47.01 |
4.92 |
10.3% |
2.41 |
5.0% |
16% |
False |
True |
37,898 |
| 10 |
51.93 |
47.01 |
4.92 |
10.3% |
2.15 |
4.5% |
16% |
False |
True |
32,859 |
| 20 |
53.60 |
46.95 |
6.65 |
13.9% |
2.57 |
5.4% |
13% |
False |
False |
33,779 |
| 40 |
59.66 |
42.51 |
17.15 |
35.9% |
2.92 |
6.1% |
31% |
False |
False |
27,985 |
| 60 |
63.70 |
42.51 |
21.19 |
44.3% |
3.12 |
6.5% |
25% |
False |
False |
25,191 |
| 80 |
78.60 |
42.51 |
36.09 |
75.5% |
3.35 |
7.0% |
15% |
False |
False |
22,435 |
| 100 |
109.98 |
42.51 |
67.47 |
141.1% |
3.50 |
7.3% |
8% |
False |
False |
19,932 |
| 120 |
121.48 |
42.51 |
78.97 |
165.2% |
3.41 |
7.1% |
7% |
False |
False |
17,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.83 |
|
2.618 |
52.40 |
|
1.618 |
50.91 |
|
1.000 |
49.99 |
|
0.618 |
49.42 |
|
HIGH |
48.50 |
|
0.618 |
47.93 |
|
0.500 |
47.76 |
|
0.382 |
47.58 |
|
LOW |
47.01 |
|
0.618 |
46.09 |
|
1.000 |
45.52 |
|
1.618 |
44.60 |
|
2.618 |
43.11 |
|
4.250 |
40.68 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.79 |
49.47 |
| PP |
47.77 |
48.92 |
| S1 |
47.76 |
48.36 |
|