NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
53.02 |
51.80 |
-1.22 |
-2.3% |
54.00 |
| High |
53.70 |
51.80 |
-1.90 |
-3.5% |
54.45 |
| Low |
52.05 |
49.69 |
-2.36 |
-4.5% |
50.71 |
| Close |
52.07 |
49.78 |
-2.29 |
-4.4% |
52.07 |
| Range |
1.65 |
2.11 |
0.46 |
27.9% |
3.74 |
| ATR |
2.21 |
2.22 |
0.01 |
0.6% |
0.00 |
| Volume |
5,821 |
6,271 |
450 |
7.7% |
31,463 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.75 |
55.38 |
50.94 |
|
| R3 |
54.64 |
53.27 |
50.36 |
|
| R2 |
52.53 |
52.53 |
50.17 |
|
| R1 |
51.16 |
51.16 |
49.97 |
50.79 |
| PP |
50.42 |
50.42 |
50.42 |
50.24 |
| S1 |
49.05 |
49.05 |
49.59 |
48.68 |
| S2 |
48.31 |
48.31 |
49.39 |
|
| S3 |
46.20 |
46.94 |
49.20 |
|
| S4 |
44.09 |
44.83 |
48.62 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.63 |
61.59 |
54.13 |
|
| R3 |
59.89 |
57.85 |
53.10 |
|
| R2 |
56.15 |
56.15 |
52.76 |
|
| R1 |
54.11 |
54.11 |
52.41 |
53.26 |
| PP |
52.41 |
52.41 |
52.41 |
51.99 |
| S1 |
50.37 |
50.37 |
51.73 |
49.52 |
| S2 |
48.67 |
48.67 |
51.38 |
|
| S3 |
44.93 |
46.63 |
51.04 |
|
| S4 |
41.19 |
42.89 |
50.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.70 |
49.69 |
4.01 |
8.1% |
1.87 |
3.8% |
2% |
False |
True |
6,633 |
| 10 |
54.45 |
49.28 |
5.17 |
10.4% |
2.15 |
4.3% |
10% |
False |
False |
6,385 |
| 20 |
60.48 |
49.28 |
11.20 |
22.5% |
1.93 |
3.9% |
4% |
False |
False |
5,347 |
| 40 |
60.48 |
44.75 |
15.73 |
31.6% |
1.64 |
3.3% |
32% |
False |
False |
4,127 |
| 60 |
72.08 |
44.75 |
27.33 |
54.9% |
1.46 |
2.9% |
18% |
False |
False |
3,361 |
| 80 |
89.88 |
44.75 |
45.13 |
90.7% |
1.50 |
3.0% |
11% |
False |
False |
2,935 |
| 100 |
109.67 |
44.75 |
64.92 |
130.4% |
1.36 |
2.7% |
8% |
False |
False |
2,471 |
| 120 |
123.71 |
44.75 |
78.96 |
158.6% |
1.13 |
2.3% |
6% |
False |
False |
2,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.77 |
|
2.618 |
57.32 |
|
1.618 |
55.21 |
|
1.000 |
53.91 |
|
0.618 |
53.10 |
|
HIGH |
51.80 |
|
0.618 |
50.99 |
|
0.500 |
50.75 |
|
0.382 |
50.50 |
|
LOW |
49.69 |
|
0.618 |
48.39 |
|
1.000 |
47.58 |
|
1.618 |
46.28 |
|
2.618 |
44.17 |
|
4.250 |
40.72 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.75 |
51.70 |
| PP |
50.42 |
51.06 |
| S1 |
50.10 |
50.42 |
|