NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
49.68 |
51.20 |
1.52 |
3.1% |
50.29 |
| High |
51.26 |
52.28 |
1.02 |
2.0% |
52.28 |
| Low |
49.36 |
49.32 |
-0.04 |
-0.1% |
48.59 |
| Close |
51.23 |
51.61 |
0.38 |
0.7% |
51.61 |
| Range |
1.90 |
2.96 |
1.06 |
55.8% |
3.69 |
| ATR |
2.63 |
2.66 |
0.02 |
0.9% |
0.00 |
| Volume |
12,521 |
15,004 |
2,483 |
19.8% |
57,439 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.95 |
58.74 |
53.24 |
|
| R3 |
56.99 |
55.78 |
52.42 |
|
| R2 |
54.03 |
54.03 |
52.15 |
|
| R1 |
52.82 |
52.82 |
51.88 |
53.43 |
| PP |
51.07 |
51.07 |
51.07 |
51.37 |
| S1 |
49.86 |
49.86 |
51.34 |
50.47 |
| S2 |
48.11 |
48.11 |
51.07 |
|
| S3 |
45.15 |
46.90 |
50.80 |
|
| S4 |
42.19 |
43.94 |
49.98 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.90 |
60.44 |
53.64 |
|
| R3 |
58.21 |
56.75 |
52.62 |
|
| R2 |
54.52 |
54.52 |
52.29 |
|
| R1 |
53.06 |
53.06 |
51.95 |
53.79 |
| PP |
50.83 |
50.83 |
50.83 |
51.19 |
| S1 |
49.37 |
49.37 |
51.27 |
50.10 |
| S2 |
47.14 |
47.14 |
50.93 |
|
| S3 |
43.45 |
45.68 |
50.60 |
|
| S4 |
39.76 |
41.99 |
49.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.28 |
48.59 |
3.69 |
7.1% |
1.78 |
3.4% |
82% |
True |
False |
11,487 |
| 10 |
54.24 |
48.59 |
5.65 |
10.9% |
2.13 |
4.1% |
53% |
False |
False |
12,093 |
| 20 |
55.16 |
48.25 |
6.91 |
13.4% |
2.34 |
4.5% |
49% |
False |
False |
12,341 |
| 40 |
60.72 |
43.67 |
17.05 |
33.0% |
2.91 |
5.6% |
47% |
False |
False |
10,163 |
| 60 |
66.15 |
43.67 |
22.48 |
43.6% |
2.77 |
5.4% |
35% |
False |
False |
8,116 |
| 80 |
85.30 |
43.67 |
41.63 |
80.7% |
2.58 |
5.0% |
19% |
False |
False |
6,811 |
| 100 |
110.25 |
43.67 |
66.58 |
129.0% |
2.35 |
4.6% |
12% |
False |
False |
5,760 |
| 120 |
123.73 |
43.67 |
80.06 |
155.1% |
2.07 |
4.0% |
10% |
False |
False |
4,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.86 |
|
2.618 |
60.03 |
|
1.618 |
57.07 |
|
1.000 |
55.24 |
|
0.618 |
54.11 |
|
HIGH |
52.28 |
|
0.618 |
51.15 |
|
0.500 |
50.80 |
|
0.382 |
50.45 |
|
LOW |
49.32 |
|
0.618 |
47.49 |
|
1.000 |
46.36 |
|
1.618 |
44.53 |
|
2.618 |
41.57 |
|
4.250 |
36.74 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.34 |
51.25 |
| PP |
51.07 |
50.88 |
| S1 |
50.80 |
50.52 |
|