NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
48.07 |
47.80 |
-0.27 |
-0.6% |
50.40 |
| High |
48.50 |
48.20 |
-0.30 |
-0.6% |
51.93 |
| Low |
47.01 |
46.09 |
-0.92 |
-2.0% |
46.09 |
| Close |
47.81 |
46.67 |
-1.14 |
-2.4% |
46.67 |
| Range |
1.49 |
2.11 |
0.62 |
41.6% |
5.84 |
| ATR |
2.65 |
2.61 |
-0.04 |
-1.5% |
0.00 |
| Volume |
40,868 |
47,393 |
6,525 |
16.0% |
206,030 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.32 |
52.10 |
47.83 |
|
| R3 |
51.21 |
49.99 |
47.25 |
|
| R2 |
49.10 |
49.10 |
47.06 |
|
| R1 |
47.88 |
47.88 |
46.86 |
47.44 |
| PP |
46.99 |
46.99 |
46.99 |
46.76 |
| S1 |
45.77 |
45.77 |
46.48 |
45.33 |
| S2 |
44.88 |
44.88 |
46.28 |
|
| S3 |
42.77 |
43.66 |
46.09 |
|
| S4 |
40.66 |
41.55 |
45.51 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.75 |
62.05 |
49.88 |
|
| R3 |
59.91 |
56.21 |
48.28 |
|
| R2 |
54.07 |
54.07 |
47.74 |
|
| R1 |
50.37 |
50.37 |
47.21 |
49.30 |
| PP |
48.23 |
48.23 |
48.23 |
47.70 |
| S1 |
44.53 |
44.53 |
46.13 |
43.46 |
| S2 |
42.39 |
42.39 |
45.60 |
|
| S3 |
36.55 |
38.69 |
45.06 |
|
| S4 |
30.71 |
32.85 |
43.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.93 |
46.09 |
5.84 |
12.5% |
2.21 |
4.7% |
10% |
False |
True |
41,206 |
| 10 |
51.93 |
46.09 |
5.84 |
12.5% |
2.17 |
4.6% |
10% |
False |
True |
34,928 |
| 20 |
53.37 |
46.09 |
7.28 |
15.6% |
2.49 |
5.3% |
8% |
False |
True |
34,494 |
| 40 |
59.66 |
42.51 |
17.15 |
36.7% |
2.89 |
6.2% |
24% |
False |
False |
28,528 |
| 60 |
61.33 |
42.51 |
18.82 |
40.3% |
3.09 |
6.6% |
22% |
False |
False |
25,759 |
| 80 |
77.65 |
42.51 |
35.14 |
75.3% |
3.33 |
7.1% |
12% |
False |
False |
22,907 |
| 100 |
109.72 |
42.51 |
67.21 |
144.0% |
3.46 |
7.4% |
6% |
False |
False |
20,324 |
| 120 |
121.37 |
42.51 |
78.86 |
169.0% |
3.39 |
7.3% |
5% |
False |
False |
17,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.17 |
|
2.618 |
53.72 |
|
1.618 |
51.61 |
|
1.000 |
50.31 |
|
0.618 |
49.50 |
|
HIGH |
48.20 |
|
0.618 |
47.39 |
|
0.500 |
47.15 |
|
0.382 |
46.90 |
|
LOW |
46.09 |
|
0.618 |
44.79 |
|
1.000 |
43.98 |
|
1.618 |
42.68 |
|
2.618 |
40.57 |
|
4.250 |
37.12 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.15 |
47.60 |
| PP |
46.99 |
47.29 |
| S1 |
46.83 |
46.98 |
|