NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
44.02 |
42.82 |
-1.20 |
-2.7% |
51.79 |
| High |
44.64 |
45.39 |
0.75 |
1.7% |
53.21 |
| Low |
42.22 |
42.19 |
-0.03 |
-0.1% |
47.57 |
| Close |
42.44 |
45.31 |
2.87 |
6.8% |
48.14 |
| Range |
2.42 |
3.20 |
0.78 |
32.2% |
5.64 |
| ATR |
2.64 |
2.68 |
0.04 |
1.5% |
0.00 |
| Volume |
20,250 |
16,375 |
-3,875 |
-19.1% |
74,648 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.90 |
52.80 |
47.07 |
|
| R3 |
50.70 |
49.60 |
46.19 |
|
| R2 |
47.50 |
47.50 |
45.90 |
|
| R1 |
46.40 |
46.40 |
45.60 |
46.95 |
| PP |
44.30 |
44.30 |
44.30 |
44.57 |
| S1 |
43.20 |
43.20 |
45.02 |
43.75 |
| S2 |
41.10 |
41.10 |
44.72 |
|
| S3 |
37.90 |
40.00 |
44.43 |
|
| S4 |
34.70 |
36.80 |
43.55 |
|
|
| 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 |
49.98 |
42.19 |
7.79 |
17.2% |
2.76 |
6.1% |
40% |
False |
True |
18,356 |
| 10 |
53.21 |
42.19 |
11.02 |
24.3% |
2.60 |
5.7% |
28% |
False |
True |
15,987 |
| 20 |
54.24 |
42.19 |
12.05 |
26.6% |
2.45 |
5.4% |
26% |
False |
True |
14,025 |
| 40 |
60.72 |
42.19 |
18.53 |
40.9% |
2.76 |
6.1% |
17% |
False |
True |
12,028 |
| 60 |
61.20 |
42.19 |
19.01 |
42.0% |
2.83 |
6.2% |
16% |
False |
True |
9,900 |
| 80 |
76.25 |
42.19 |
34.06 |
75.2% |
2.67 |
5.9% |
9% |
False |
True |
8,194 |
| 100 |
107.23 |
42.19 |
65.04 |
143.5% |
2.43 |
5.4% |
5% |
False |
True |
7,006 |
| 120 |
118.21 |
42.19 |
76.02 |
167.8% |
2.21 |
4.9% |
4% |
False |
True |
5,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.99 |
|
2.618 |
53.77 |
|
1.618 |
50.57 |
|
1.000 |
48.59 |
|
0.618 |
47.37 |
|
HIGH |
45.39 |
|
0.618 |
44.17 |
|
0.500 |
43.79 |
|
0.382 |
43.41 |
|
LOW |
42.19 |
|
0.618 |
40.21 |
|
1.000 |
38.99 |
|
1.618 |
37.01 |
|
2.618 |
33.81 |
|
4.250 |
28.59 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
44.80 |
45.42 |
| PP |
44.30 |
45.38 |
| S1 |
43.79 |
45.35 |
|