NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
50.40 |
50.78 |
0.38 |
0.8% |
54.00 |
| High |
51.00 |
52.24 |
1.24 |
2.4% |
54.45 |
| Low |
49.85 |
50.65 |
0.80 |
1.6% |
50.71 |
| Close |
50.50 |
52.24 |
1.74 |
3.4% |
52.07 |
| Range |
1.15 |
1.59 |
0.44 |
38.3% |
3.74 |
| ATR |
2.03 |
2.00 |
-0.02 |
-1.0% |
0.00 |
| Volume |
5,135 |
7,335 |
2,200 |
42.8% |
31,463 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.48 |
55.95 |
53.11 |
|
| R3 |
54.89 |
54.36 |
52.68 |
|
| R2 |
53.30 |
53.30 |
52.53 |
|
| R1 |
52.77 |
52.77 |
52.39 |
53.04 |
| PP |
51.71 |
51.71 |
51.71 |
51.84 |
| S1 |
51.18 |
51.18 |
52.09 |
51.45 |
| S2 |
50.12 |
50.12 |
51.95 |
|
| S3 |
48.53 |
49.59 |
51.80 |
|
| S4 |
46.94 |
48.00 |
51.37 |
|
|
| 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 |
7.7% |
1.38 |
2.6% |
64% |
False |
False |
5,910 |
| 10 |
54.45 |
49.69 |
4.76 |
9.1% |
1.83 |
3.5% |
54% |
False |
False |
6,322 |
| 20 |
56.29 |
49.28 |
7.01 |
13.4% |
1.71 |
3.3% |
42% |
False |
False |
5,797 |
| 40 |
60.48 |
44.75 |
15.73 |
30.1% |
1.64 |
3.1% |
48% |
False |
False |
4,308 |
| 60 |
71.56 |
44.75 |
26.81 |
51.3% |
1.46 |
2.8% |
28% |
False |
False |
3,592 |
| 80 |
84.82 |
44.75 |
40.07 |
76.7% |
1.48 |
2.8% |
19% |
False |
False |
3,120 |
| 100 |
109.67 |
44.75 |
64.92 |
124.3% |
1.38 |
2.6% |
12% |
False |
False |
2,638 |
| 120 |
123.71 |
44.75 |
78.96 |
151.1% |
1.16 |
2.2% |
9% |
False |
False |
2,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.00 |
|
2.618 |
56.40 |
|
1.618 |
54.81 |
|
1.000 |
53.83 |
|
0.618 |
53.22 |
|
HIGH |
52.24 |
|
0.618 |
51.63 |
|
0.500 |
51.45 |
|
0.382 |
51.26 |
|
LOW |
50.65 |
|
0.618 |
49.67 |
|
1.000 |
49.06 |
|
1.618 |
48.08 |
|
2.618 |
46.49 |
|
4.250 |
43.89 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.98 |
51.83 |
| PP |
51.71 |
51.41 |
| S1 |
51.45 |
51.00 |
|