NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
51.53 |
50.03 |
-1.50 |
-2.9% |
50.29 |
| High |
53.13 |
50.47 |
-2.66 |
-5.0% |
52.28 |
| Low |
49.56 |
48.81 |
-0.75 |
-1.5% |
48.59 |
| Close |
49.70 |
49.28 |
-0.42 |
-0.8% |
51.61 |
| Range |
3.57 |
1.66 |
-1.91 |
-53.5% |
3.69 |
| ATR |
2.69 |
2.61 |
-0.07 |
-2.7% |
0.00 |
| Volume |
10,649 |
11,837 |
1,188 |
11.2% |
57,439 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.50 |
53.55 |
50.19 |
|
| R3 |
52.84 |
51.89 |
49.74 |
|
| R2 |
51.18 |
51.18 |
49.58 |
|
| R1 |
50.23 |
50.23 |
49.43 |
49.88 |
| PP |
49.52 |
49.52 |
49.52 |
49.34 |
| S1 |
48.57 |
48.57 |
49.13 |
48.22 |
| S2 |
47.86 |
47.86 |
48.98 |
|
| S3 |
46.20 |
46.91 |
48.82 |
|
| S4 |
44.54 |
45.25 |
48.37 |
|
|
| 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 |
53.21 |
48.81 |
4.40 |
8.9% |
2.45 |
5.0% |
11% |
False |
True |
13,618 |
| 10 |
53.21 |
48.59 |
4.62 |
9.4% |
2.00 |
4.1% |
15% |
False |
False |
12,071 |
| 20 |
55.16 |
48.25 |
6.91 |
14.0% |
2.43 |
4.9% |
15% |
False |
False |
12,830 |
| 40 |
60.72 |
43.67 |
17.05 |
34.6% |
2.81 |
5.7% |
33% |
False |
False |
10,586 |
| 60 |
64.57 |
43.67 |
20.90 |
42.4% |
2.79 |
5.7% |
27% |
False |
False |
8,656 |
| 80 |
78.55 |
43.67 |
34.88 |
70.8% |
2.57 |
5.2% |
16% |
False |
False |
7,206 |
| 100 |
110.25 |
43.67 |
66.58 |
135.1% |
2.35 |
4.8% |
8% |
False |
False |
6,135 |
| 120 |
123.73 |
43.67 |
80.06 |
162.5% |
2.13 |
4.3% |
7% |
False |
False |
5,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.53 |
|
2.618 |
54.82 |
|
1.618 |
53.16 |
|
1.000 |
52.13 |
|
0.618 |
51.50 |
|
HIGH |
50.47 |
|
0.618 |
49.84 |
|
0.500 |
49.64 |
|
0.382 |
49.44 |
|
LOW |
48.81 |
|
0.618 |
47.78 |
|
1.000 |
47.15 |
|
1.618 |
46.12 |
|
2.618 |
44.46 |
|
4.250 |
41.76 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.64 |
51.01 |
| PP |
49.52 |
50.43 |
| S1 |
49.40 |
49.86 |
|