NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
44.09 |
45.74 |
1.65 |
3.7% |
46.78 |
| High |
46.10 |
48.80 |
2.70 |
5.9% |
47.26 |
| Low |
43.48 |
45.74 |
2.26 |
5.2% |
40.85 |
| Close |
45.89 |
48.74 |
2.85 |
6.2% |
43.56 |
| Range |
2.62 |
3.06 |
0.44 |
16.8% |
6.41 |
| ATR |
2.72 |
2.75 |
0.02 |
0.9% |
0.00 |
| Volume |
40,743 |
66,178 |
25,435 |
62.4% |
190,530 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.94 |
55.90 |
50.42 |
|
| R3 |
53.88 |
52.84 |
49.58 |
|
| R2 |
50.82 |
50.82 |
49.30 |
|
| R1 |
49.78 |
49.78 |
49.02 |
50.30 |
| PP |
47.76 |
47.76 |
47.76 |
48.02 |
| S1 |
46.72 |
46.72 |
48.46 |
47.24 |
| S2 |
44.70 |
44.70 |
48.18 |
|
| S3 |
41.64 |
43.66 |
47.90 |
|
| S4 |
38.58 |
40.60 |
47.06 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.12 |
59.75 |
47.09 |
|
| R3 |
56.71 |
53.34 |
45.32 |
|
| R2 |
50.30 |
50.30 |
44.74 |
|
| R1 |
46.93 |
46.93 |
44.15 |
45.41 |
| PP |
43.89 |
43.89 |
43.89 |
43.13 |
| S1 |
40.52 |
40.52 |
42.97 |
39.00 |
| S2 |
37.48 |
37.48 |
42.38 |
|
| S3 |
31.07 |
34.11 |
41.80 |
|
| S4 |
24.66 |
27.70 |
40.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.80 |
41.46 |
7.34 |
15.1% |
2.60 |
5.3% |
99% |
True |
False |
46,646 |
| 10 |
48.80 |
40.85 |
7.95 |
16.3% |
2.72 |
5.6% |
99% |
True |
False |
46,256 |
| 20 |
51.93 |
40.85 |
11.08 |
22.7% |
2.45 |
5.0% |
71% |
False |
False |
39,214 |
| 40 |
59.66 |
40.85 |
18.81 |
38.6% |
2.90 |
6.0% |
42% |
False |
False |
33,756 |
| 60 |
59.66 |
40.85 |
18.81 |
38.6% |
3.01 |
6.2% |
42% |
False |
False |
29,940 |
| 80 |
76.00 |
40.85 |
35.15 |
72.1% |
3.23 |
6.6% |
22% |
False |
False |
26,173 |
| 100 |
95.75 |
40.85 |
54.90 |
112.6% |
3.37 |
6.9% |
14% |
False |
False |
23,422 |
| 120 |
112.04 |
40.85 |
71.19 |
146.1% |
3.43 |
7.0% |
11% |
False |
False |
20,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.81 |
|
2.618 |
56.81 |
|
1.618 |
53.75 |
|
1.000 |
51.86 |
|
0.618 |
50.69 |
|
HIGH |
48.80 |
|
0.618 |
47.63 |
|
0.500 |
47.27 |
|
0.382 |
46.91 |
|
LOW |
45.74 |
|
0.618 |
43.85 |
|
1.000 |
42.68 |
|
1.618 |
40.79 |
|
2.618 |
37.73 |
|
4.250 |
32.74 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.25 |
47.67 |
| PP |
47.76 |
46.60 |
| S1 |
47.27 |
45.54 |
|