NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
49.05 |
48.75 |
-0.30 |
-0.6% |
52.04 |
| High |
49.50 |
50.15 |
0.65 |
1.3% |
54.24 |
| Low |
48.59 |
48.75 |
0.16 |
0.3% |
49.62 |
| Close |
48.81 |
49.48 |
0.67 |
1.4% |
51.17 |
| Range |
0.91 |
1.40 |
0.49 |
53.8% |
4.62 |
| ATR |
2.79 |
2.69 |
-0.10 |
-3.6% |
0.00 |
| Volume |
9,960 |
9,701 |
-259 |
-2.6% |
63,491 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.66 |
52.97 |
50.25 |
|
| R3 |
52.26 |
51.57 |
49.87 |
|
| R2 |
50.86 |
50.86 |
49.74 |
|
| R1 |
50.17 |
50.17 |
49.61 |
50.52 |
| PP |
49.46 |
49.46 |
49.46 |
49.63 |
| S1 |
48.77 |
48.77 |
49.35 |
49.12 |
| S2 |
48.06 |
48.06 |
49.22 |
|
| S3 |
46.66 |
47.37 |
49.10 |
|
| S4 |
45.26 |
45.97 |
48.71 |
|
|
| 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 |
8.8% |
1.55 |
3.1% |
20% |
False |
False |
10,525 |
| 10 |
54.24 |
48.37 |
5.87 |
11.9% |
2.31 |
4.7% |
19% |
False |
False |
12,063 |
| 20 |
59.10 |
48.25 |
10.85 |
21.9% |
2.47 |
5.0% |
11% |
False |
False |
12,145 |
| 40 |
60.72 |
43.67 |
17.05 |
34.5% |
2.92 |
5.9% |
34% |
False |
False |
9,781 |
| 60 |
70.85 |
43.67 |
27.18 |
54.9% |
2.79 |
5.6% |
21% |
False |
False |
7,751 |
| 80 |
85.30 |
43.67 |
41.63 |
84.1% |
2.57 |
5.2% |
14% |
False |
False |
6,504 |
| 100 |
110.25 |
43.67 |
66.58 |
134.6% |
2.33 |
4.7% |
9% |
False |
False |
5,496 |
| 120 |
123.73 |
43.67 |
80.06 |
161.8% |
2.03 |
4.1% |
7% |
False |
False |
4,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.10 |
|
2.618 |
53.82 |
|
1.618 |
52.42 |
|
1.000 |
51.55 |
|
0.618 |
51.02 |
|
HIGH |
50.15 |
|
0.618 |
49.62 |
|
0.500 |
49.45 |
|
0.382 |
49.28 |
|
LOW |
48.75 |
|
0.618 |
47.88 |
|
1.000 |
47.35 |
|
1.618 |
46.48 |
|
2.618 |
45.08 |
|
4.250 |
42.80 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.47 |
49.51 |
| PP |
49.46 |
49.50 |
| S1 |
49.45 |
49.49 |
|