NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
47.80 |
46.78 |
-1.02 |
-2.1% |
50.40 |
| High |
48.20 |
47.26 |
-0.94 |
-2.0% |
51.93 |
| Low |
46.09 |
42.19 |
-3.90 |
-8.5% |
46.09 |
| Close |
46.67 |
42.88 |
-3.79 |
-8.1% |
46.67 |
| Range |
2.11 |
5.07 |
2.96 |
140.3% |
5.84 |
| ATR |
2.61 |
2.78 |
0.18 |
6.7% |
0.00 |
| Volume |
47,393 |
43,251 |
-4,142 |
-8.7% |
206,030 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.32 |
56.17 |
45.67 |
|
| R3 |
54.25 |
51.10 |
44.27 |
|
| R2 |
49.18 |
49.18 |
43.81 |
|
| R1 |
46.03 |
46.03 |
43.34 |
45.07 |
| PP |
44.11 |
44.11 |
44.11 |
43.63 |
| S1 |
40.96 |
40.96 |
42.42 |
40.00 |
| S2 |
39.04 |
39.04 |
41.95 |
|
| S3 |
33.97 |
35.89 |
41.49 |
|
| S4 |
28.90 |
30.82 |
40.09 |
|
|
| 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 |
42.19 |
9.74 |
22.7% |
2.79 |
6.5% |
7% |
False |
True |
40,508 |
| 10 |
51.93 |
42.19 |
9.74 |
22.7% |
2.37 |
5.5% |
7% |
False |
True |
36,462 |
| 20 |
53.37 |
42.19 |
11.18 |
26.1% |
2.62 |
6.1% |
6% |
False |
True |
34,897 |
| 40 |
59.66 |
42.19 |
17.47 |
40.7% |
2.93 |
6.8% |
4% |
False |
True |
28,894 |
| 60 |
61.33 |
42.19 |
19.14 |
44.6% |
3.14 |
7.3% |
4% |
False |
True |
26,345 |
| 80 |
76.00 |
42.19 |
33.81 |
78.8% |
3.34 |
7.8% |
2% |
False |
True |
23,267 |
| 100 |
108.35 |
42.19 |
66.16 |
154.3% |
3.46 |
8.1% |
1% |
False |
True |
20,679 |
| 120 |
121.37 |
42.19 |
79.18 |
184.7% |
3.43 |
8.0% |
1% |
False |
True |
18,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.81 |
|
2.618 |
60.53 |
|
1.618 |
55.46 |
|
1.000 |
52.33 |
|
0.618 |
50.39 |
|
HIGH |
47.26 |
|
0.618 |
45.32 |
|
0.500 |
44.73 |
|
0.382 |
44.13 |
|
LOW |
42.19 |
|
0.618 |
39.06 |
|
1.000 |
37.12 |
|
1.618 |
33.99 |
|
2.618 |
28.92 |
|
4.250 |
20.64 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
44.73 |
45.35 |
| PP |
44.11 |
44.52 |
| S1 |
43.50 |
43.70 |
|