NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
44.93 |
44.09 |
-0.84 |
-1.9% |
48.62 |
| High |
46.36 |
45.57 |
-0.79 |
-1.7% |
48.65 |
| Low |
43.42 |
43.69 |
0.27 |
0.6% |
42.19 |
| Close |
44.16 |
45.43 |
1.27 |
2.9% |
44.76 |
| Range |
2.94 |
1.88 |
-1.06 |
-36.1% |
6.46 |
| ATR |
2.69 |
2.63 |
-0.06 |
-2.1% |
0.00 |
| Volume |
12,022 |
14,343 |
2,321 |
19.3% |
76,469 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.54 |
49.86 |
46.46 |
|
| R3 |
48.66 |
47.98 |
45.95 |
|
| R2 |
46.78 |
46.78 |
45.77 |
|
| R1 |
46.10 |
46.10 |
45.60 |
46.44 |
| PP |
44.90 |
44.90 |
44.90 |
45.07 |
| S1 |
44.22 |
44.22 |
45.26 |
44.56 |
| S2 |
43.02 |
43.02 |
45.09 |
|
| S3 |
41.14 |
42.34 |
44.91 |
|
| S4 |
39.26 |
40.46 |
44.40 |
|
|
| 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 |
46.36 |
42.19 |
4.17 |
9.2% |
2.53 |
5.6% |
78% |
False |
False |
16,352 |
| 10 |
53.13 |
42.19 |
10.94 |
24.1% |
2.61 |
5.7% |
30% |
False |
False |
15,940 |
| 20 |
53.21 |
42.19 |
11.02 |
24.3% |
2.35 |
5.2% |
29% |
False |
False |
14,325 |
| 40 |
60.72 |
42.19 |
18.53 |
40.8% |
2.71 |
6.0% |
17% |
False |
False |
12,542 |
| 60 |
61.20 |
42.19 |
19.01 |
41.8% |
2.81 |
6.2% |
17% |
False |
False |
10,441 |
| 80 |
76.25 |
42.19 |
34.06 |
75.0% |
2.69 |
5.9% |
10% |
False |
False |
8,622 |
| 100 |
99.62 |
42.19 |
57.43 |
126.4% |
2.49 |
5.5% |
6% |
False |
False |
7,410 |
| 120 |
113.00 |
42.19 |
70.81 |
155.9% |
2.24 |
4.9% |
5% |
False |
False |
6,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.56 |
|
2.618 |
50.49 |
|
1.618 |
48.61 |
|
1.000 |
47.45 |
|
0.618 |
46.73 |
|
HIGH |
45.57 |
|
0.618 |
44.85 |
|
0.500 |
44.63 |
|
0.382 |
44.41 |
|
LOW |
43.69 |
|
0.618 |
42.53 |
|
1.000 |
41.81 |
|
1.618 |
40.65 |
|
2.618 |
38.77 |
|
4.250 |
35.70 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
45.16 |
45.15 |
| PP |
44.90 |
44.86 |
| S1 |
44.63 |
44.58 |
|