NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
51.80 |
50.16 |
-1.64 |
-3.2% |
54.00 |
| High |
51.80 |
50.16 |
-1.64 |
-3.2% |
54.45 |
| Low |
49.69 |
49.76 |
0.07 |
0.1% |
50.71 |
| Close |
49.78 |
49.82 |
0.04 |
0.1% |
52.07 |
| Range |
2.11 |
0.40 |
-1.71 |
-81.0% |
3.74 |
| ATR |
2.22 |
2.09 |
-0.13 |
-5.9% |
0.00 |
| Volume |
6,271 |
4,990 |
-1,281 |
-20.4% |
31,463 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.11 |
50.87 |
50.04 |
|
| R3 |
50.71 |
50.47 |
49.93 |
|
| R2 |
50.31 |
50.31 |
49.89 |
|
| R1 |
50.07 |
50.07 |
49.86 |
49.99 |
| PP |
49.91 |
49.91 |
49.91 |
49.88 |
| S1 |
49.67 |
49.67 |
49.78 |
49.59 |
| S2 |
49.51 |
49.51 |
49.75 |
|
| S3 |
49.11 |
49.27 |
49.71 |
|
| S4 |
48.71 |
48.87 |
49.60 |
|
|
| 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 |
8.0% |
1.54 |
3.1% |
3% |
False |
False |
6,059 |
| 10 |
54.45 |
49.28 |
5.17 |
10.4% |
1.89 |
3.8% |
10% |
False |
False |
6,408 |
| 20 |
60.48 |
49.28 |
11.20 |
22.5% |
1.85 |
3.7% |
5% |
False |
False |
5,501 |
| 40 |
60.48 |
44.75 |
15.73 |
31.6% |
1.58 |
3.2% |
32% |
False |
False |
4,174 |
| 60 |
71.56 |
44.75 |
26.81 |
53.8% |
1.47 |
3.0% |
19% |
False |
False |
3,413 |
| 80 |
88.98 |
44.75 |
44.23 |
88.8% |
1.47 |
2.9% |
11% |
False |
False |
2,977 |
| 100 |
109.67 |
44.75 |
64.92 |
130.3% |
1.36 |
2.7% |
8% |
False |
False |
2,518 |
| 120 |
123.71 |
44.75 |
78.96 |
158.5% |
1.14 |
2.3% |
6% |
False |
False |
2,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.86 |
|
2.618 |
51.21 |
|
1.618 |
50.81 |
|
1.000 |
50.56 |
|
0.618 |
50.41 |
|
HIGH |
50.16 |
|
0.618 |
50.01 |
|
0.500 |
49.96 |
|
0.382 |
49.91 |
|
LOW |
49.76 |
|
0.618 |
49.51 |
|
1.000 |
49.36 |
|
1.618 |
49.11 |
|
2.618 |
48.71 |
|
4.250 |
48.06 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.96 |
51.70 |
| PP |
49.91 |
51.07 |
| S1 |
49.87 |
50.45 |
|