NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
50.29 |
49.05 |
-1.24 |
-2.5% |
52.04 |
| High |
50.43 |
49.50 |
-0.93 |
-1.8% |
54.24 |
| Low |
48.70 |
48.59 |
-0.11 |
-0.2% |
49.62 |
| Close |
48.82 |
48.81 |
-0.01 |
0.0% |
51.17 |
| Range |
1.73 |
0.91 |
-0.82 |
-47.4% |
4.62 |
| ATR |
2.93 |
2.79 |
-0.14 |
-4.9% |
0.00 |
| Volume |
10,253 |
9,960 |
-293 |
-2.9% |
63,491 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.70 |
51.16 |
49.31 |
|
| R3 |
50.79 |
50.25 |
49.06 |
|
| R2 |
49.88 |
49.88 |
48.98 |
|
| R1 |
49.34 |
49.34 |
48.89 |
49.16 |
| PP |
48.97 |
48.97 |
48.97 |
48.87 |
| S1 |
48.43 |
48.43 |
48.73 |
48.25 |
| S2 |
48.06 |
48.06 |
48.64 |
|
| S3 |
47.15 |
47.52 |
48.56 |
|
| S4 |
46.24 |
46.61 |
48.31 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.54 |
62.97 |
53.71 |
|
| R3 |
60.92 |
58.35 |
52.44 |
|
| R2 |
56.30 |
56.30 |
52.02 |
|
| R1 |
53.73 |
53.73 |
51.59 |
52.71 |
| PP |
51.68 |
51.68 |
51.68 |
51.16 |
| S1 |
49.11 |
49.11 |
50.75 |
48.09 |
| S2 |
47.06 |
47.06 |
50.32 |
|
| S3 |
42.44 |
44.49 |
49.90 |
|
| S4 |
37.82 |
39.87 |
48.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.94 |
48.59 |
4.35 |
8.9% |
1.81 |
3.7% |
5% |
False |
True |
11,532 |
| 10 |
54.24 |
48.25 |
5.99 |
12.3% |
2.38 |
4.9% |
9% |
False |
False |
12,863 |
| 20 |
60.72 |
48.25 |
12.47 |
25.5% |
2.53 |
5.2% |
4% |
False |
False |
12,242 |
| 40 |
60.72 |
43.67 |
17.05 |
34.9% |
2.97 |
6.1% |
30% |
False |
False |
9,710 |
| 60 |
70.85 |
43.67 |
27.18 |
55.7% |
2.82 |
5.8% |
19% |
False |
False |
7,634 |
| 80 |
88.71 |
43.67 |
45.04 |
92.3% |
2.58 |
5.3% |
11% |
False |
False |
6,416 |
| 100 |
110.25 |
43.67 |
66.58 |
136.4% |
2.32 |
4.8% |
8% |
False |
False |
5,402 |
| 120 |
123.73 |
43.67 |
80.06 |
164.0% |
2.01 |
4.1% |
6% |
False |
False |
4,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.37 |
|
2.618 |
51.88 |
|
1.618 |
50.97 |
|
1.000 |
50.41 |
|
0.618 |
50.06 |
|
HIGH |
49.50 |
|
0.618 |
49.15 |
|
0.500 |
49.05 |
|
0.382 |
48.94 |
|
LOW |
48.59 |
|
0.618 |
48.03 |
|
1.000 |
47.68 |
|
1.618 |
47.12 |
|
2.618 |
46.21 |
|
4.250 |
44.72 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.05 |
50.77 |
| PP |
48.97 |
50.11 |
| S1 |
48.89 |
49.46 |
|