NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
50.16 |
50.40 |
0.24 |
0.5% |
54.00 |
| High |
50.16 |
51.00 |
0.84 |
1.7% |
54.45 |
| Low |
49.76 |
49.85 |
0.09 |
0.2% |
50.71 |
| Close |
49.82 |
50.50 |
0.68 |
1.4% |
52.07 |
| Range |
0.40 |
1.15 |
0.75 |
187.5% |
3.74 |
| ATR |
2.09 |
2.03 |
-0.07 |
-3.1% |
0.00 |
| Volume |
4,990 |
5,135 |
145 |
2.9% |
31,463 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.90 |
53.35 |
51.13 |
|
| R3 |
52.75 |
52.20 |
50.82 |
|
| R2 |
51.60 |
51.60 |
50.71 |
|
| R1 |
51.05 |
51.05 |
50.61 |
51.33 |
| PP |
50.45 |
50.45 |
50.45 |
50.59 |
| S1 |
49.90 |
49.90 |
50.39 |
50.18 |
| S2 |
49.30 |
49.30 |
50.29 |
|
| S3 |
48.15 |
48.75 |
50.18 |
|
| S4 |
47.00 |
47.60 |
49.87 |
|
|
| 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 |
7.9% |
1.36 |
2.7% |
20% |
False |
False |
5,352 |
| 10 |
54.45 |
49.28 |
5.17 |
10.2% |
1.90 |
3.8% |
24% |
False |
False |
6,133 |
| 20 |
60.00 |
49.28 |
10.72 |
21.2% |
1.87 |
3.7% |
11% |
False |
False |
5,590 |
| 40 |
60.48 |
44.75 |
15.73 |
31.1% |
1.61 |
3.2% |
37% |
False |
False |
4,199 |
| 60 |
71.56 |
44.75 |
26.81 |
53.1% |
1.44 |
2.9% |
21% |
False |
False |
3,483 |
| 80 |
84.82 |
44.75 |
40.07 |
79.3% |
1.48 |
2.9% |
14% |
False |
False |
3,034 |
| 100 |
109.67 |
44.75 |
64.92 |
128.6% |
1.36 |
2.7% |
9% |
False |
False |
2,565 |
| 120 |
123.71 |
44.75 |
78.96 |
156.4% |
1.15 |
2.3% |
7% |
False |
False |
2,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.89 |
|
2.618 |
54.01 |
|
1.618 |
52.86 |
|
1.000 |
52.15 |
|
0.618 |
51.71 |
|
HIGH |
51.00 |
|
0.618 |
50.56 |
|
0.500 |
50.43 |
|
0.382 |
50.29 |
|
LOW |
49.85 |
|
0.618 |
49.14 |
|
1.000 |
48.70 |
|
1.618 |
47.99 |
|
2.618 |
46.84 |
|
4.250 |
44.96 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.48 |
50.75 |
| PP |
50.45 |
50.66 |
| S1 |
50.43 |
50.58 |
|