NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
50.03 |
49.54 |
-0.49 |
-1.0% |
50.29 |
| High |
50.47 |
49.98 |
-0.49 |
-1.0% |
52.28 |
| Low |
48.81 |
48.55 |
-0.26 |
-0.5% |
48.59 |
| Close |
49.28 |
49.34 |
0.06 |
0.1% |
51.61 |
| Range |
1.66 |
1.43 |
-0.23 |
-13.9% |
3.69 |
| ATR |
2.61 |
2.53 |
-0.08 |
-3.2% |
0.00 |
| Volume |
11,837 |
16,030 |
4,193 |
35.4% |
57,439 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.58 |
52.89 |
50.13 |
|
| R3 |
52.15 |
51.46 |
49.73 |
|
| R2 |
50.72 |
50.72 |
49.60 |
|
| R1 |
50.03 |
50.03 |
49.47 |
49.66 |
| PP |
49.29 |
49.29 |
49.29 |
49.11 |
| S1 |
48.60 |
48.60 |
49.21 |
48.23 |
| S2 |
47.86 |
47.86 |
49.08 |
|
| S3 |
46.43 |
47.17 |
48.95 |
|
| S4 |
45.00 |
45.74 |
48.55 |
|
|
| 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 |
48.55 |
4.66 |
9.4% |
2.35 |
4.8% |
17% |
False |
True |
14,319 |
| 10 |
53.21 |
48.55 |
4.66 |
9.4% |
1.97 |
4.0% |
17% |
False |
True |
12,470 |
| 20 |
55.16 |
48.25 |
6.91 |
14.0% |
2.36 |
4.8% |
16% |
False |
False |
12,897 |
| 40 |
60.72 |
43.67 |
17.05 |
34.6% |
2.72 |
5.5% |
33% |
False |
False |
10,872 |
| 60 |
64.57 |
43.67 |
20.90 |
42.4% |
2.78 |
5.6% |
27% |
False |
False |
8,842 |
| 80 |
78.55 |
43.67 |
34.88 |
70.7% |
2.59 |
5.2% |
16% |
False |
False |
7,345 |
| 100 |
110.25 |
43.67 |
66.58 |
134.9% |
2.34 |
4.8% |
9% |
False |
False |
6,286 |
| 120 |
120.29 |
43.67 |
76.62 |
155.3% |
2.13 |
4.3% |
7% |
False |
False |
5,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.06 |
|
2.618 |
53.72 |
|
1.618 |
52.29 |
|
1.000 |
51.41 |
|
0.618 |
50.86 |
|
HIGH |
49.98 |
|
0.618 |
49.43 |
|
0.500 |
49.27 |
|
0.382 |
49.10 |
|
LOW |
48.55 |
|
0.618 |
47.67 |
|
1.000 |
47.12 |
|
1.618 |
46.24 |
|
2.618 |
44.81 |
|
4.250 |
42.47 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.32 |
50.84 |
| PP |
49.29 |
50.34 |
| S1 |
49.27 |
49.84 |
|