NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
49.22 |
48.62 |
-0.60 |
-1.2% |
51.79 |
| High |
49.38 |
48.65 |
-0.73 |
-1.5% |
53.21 |
| Low |
47.57 |
43.71 |
-3.86 |
-8.1% |
47.57 |
| Close |
48.14 |
44.34 |
-3.80 |
-7.9% |
48.14 |
| Range |
1.81 |
4.94 |
3.13 |
172.9% |
5.64 |
| ATR |
2.48 |
2.65 |
0.18 |
7.1% |
0.00 |
| Volume |
18,053 |
21,073 |
3,020 |
16.7% |
74,648 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.39 |
57.30 |
47.06 |
|
| R3 |
55.45 |
52.36 |
45.70 |
|
| R2 |
50.51 |
50.51 |
45.25 |
|
| R1 |
47.42 |
47.42 |
44.79 |
46.50 |
| PP |
45.57 |
45.57 |
45.57 |
45.10 |
| S1 |
42.48 |
42.48 |
43.89 |
41.56 |
| S2 |
40.63 |
40.63 |
43.43 |
|
| S3 |
35.69 |
37.54 |
42.98 |
|
| S4 |
30.75 |
32.60 |
41.62 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.56 |
62.99 |
51.24 |
|
| R3 |
60.92 |
57.35 |
49.69 |
|
| R2 |
55.28 |
55.28 |
49.17 |
|
| R1 |
51.71 |
51.71 |
48.66 |
50.68 |
| PP |
49.64 |
49.64 |
49.64 |
49.12 |
| S1 |
46.07 |
46.07 |
47.62 |
45.04 |
| S2 |
44.00 |
44.00 |
47.11 |
|
| S3 |
38.36 |
40.43 |
46.59 |
|
| S4 |
32.72 |
34.79 |
45.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.13 |
43.71 |
9.42 |
21.2% |
2.68 |
6.0% |
7% |
False |
True |
15,528 |
| 10 |
53.21 |
43.71 |
9.50 |
21.4% |
2.27 |
5.1% |
7% |
False |
True |
14,290 |
| 20 |
54.24 |
43.71 |
10.53 |
23.7% |
2.39 |
5.4% |
6% |
False |
True |
13,547 |
| 40 |
60.72 |
43.67 |
17.05 |
38.5% |
2.74 |
6.2% |
4% |
False |
False |
11,577 |
| 60 |
61.20 |
43.67 |
17.53 |
39.5% |
2.81 |
6.3% |
4% |
False |
False |
9,397 |
| 80 |
76.25 |
43.67 |
32.58 |
73.5% |
2.64 |
6.0% |
2% |
False |
False |
7,790 |
| 100 |
108.05 |
43.67 |
64.38 |
145.2% |
2.40 |
5.4% |
1% |
False |
False |
6,664 |
| 120 |
119.87 |
43.67 |
76.20 |
171.9% |
2.16 |
4.9% |
1% |
False |
False |
5,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.65 |
|
2.618 |
61.58 |
|
1.618 |
56.64 |
|
1.000 |
53.59 |
|
0.618 |
51.70 |
|
HIGH |
48.65 |
|
0.618 |
46.76 |
|
0.500 |
46.18 |
|
0.382 |
45.60 |
|
LOW |
43.71 |
|
0.618 |
40.66 |
|
1.000 |
38.77 |
|
1.618 |
35.72 |
|
2.618 |
30.78 |
|
4.250 |
22.72 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
46.18 |
46.85 |
| PP |
45.57 |
46.01 |
| S1 |
44.95 |
45.18 |
|