NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
42.82 |
44.46 |
1.64 |
3.8% |
48.62 |
| High |
45.39 |
45.00 |
-0.39 |
-0.9% |
48.65 |
| Low |
42.19 |
42.80 |
0.61 |
1.4% |
42.19 |
| Close |
45.31 |
44.76 |
-0.55 |
-1.2% |
44.76 |
| Range |
3.20 |
2.20 |
-1.00 |
-31.3% |
6.46 |
| ATR |
2.68 |
2.67 |
-0.01 |
-0.4% |
0.00 |
| Volume |
16,375 |
18,771 |
2,396 |
14.6% |
76,469 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.79 |
49.97 |
45.97 |
|
| R3 |
48.59 |
47.77 |
45.37 |
|
| R2 |
46.39 |
46.39 |
45.16 |
|
| R1 |
45.57 |
45.57 |
44.96 |
45.98 |
| PP |
44.19 |
44.19 |
44.19 |
44.39 |
| S1 |
43.37 |
43.37 |
44.56 |
43.78 |
| S2 |
41.99 |
41.99 |
44.36 |
|
| S3 |
39.79 |
41.17 |
44.16 |
|
| S4 |
37.59 |
38.97 |
43.55 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.58 |
61.13 |
48.31 |
|
| R3 |
58.12 |
54.67 |
46.54 |
|
| R2 |
51.66 |
51.66 |
45.94 |
|
| R1 |
48.21 |
48.21 |
45.35 |
46.71 |
| PP |
45.20 |
45.20 |
45.20 |
44.45 |
| S1 |
41.75 |
41.75 |
44.17 |
40.25 |
| S2 |
38.74 |
38.74 |
43.58 |
|
| S3 |
32.28 |
35.29 |
42.98 |
|
| S4 |
25.82 |
28.83 |
41.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.38 |
42.19 |
7.19 |
16.1% |
2.91 |
6.5% |
36% |
False |
False |
18,904 |
| 10 |
53.21 |
42.19 |
11.02 |
24.6% |
2.63 |
5.9% |
23% |
False |
False |
16,612 |
| 20 |
54.24 |
42.19 |
12.05 |
26.9% |
2.45 |
5.5% |
21% |
False |
False |
14,264 |
| 40 |
60.72 |
42.19 |
18.53 |
41.4% |
2.73 |
6.1% |
14% |
False |
False |
12,299 |
| 60 |
61.20 |
42.19 |
19.01 |
42.5% |
2.84 |
6.3% |
14% |
False |
False |
10,143 |
| 80 |
76.25 |
42.19 |
34.06 |
76.1% |
2.69 |
6.0% |
8% |
False |
False |
8,394 |
| 100 |
102.25 |
42.19 |
60.06 |
134.2% |
2.45 |
5.5% |
4% |
False |
False |
7,190 |
| 120 |
118.21 |
42.19 |
76.02 |
169.8% |
2.23 |
5.0% |
3% |
False |
False |
6,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.35 |
|
2.618 |
50.76 |
|
1.618 |
48.56 |
|
1.000 |
47.20 |
|
0.618 |
46.36 |
|
HIGH |
45.00 |
|
0.618 |
44.16 |
|
0.500 |
43.90 |
|
0.382 |
43.64 |
|
LOW |
42.80 |
|
0.618 |
41.44 |
|
1.000 |
40.60 |
|
1.618 |
39.24 |
|
2.618 |
37.04 |
|
4.250 |
33.45 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
44.47 |
44.44 |
| PP |
44.19 |
44.11 |
| S1 |
43.90 |
43.79 |
|