NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
53.55 |
50.75 |
-2.80 |
-5.2% |
51.80 |
| High |
54.10 |
51.32 |
-2.78 |
-5.1% |
53.16 |
| Low |
50.62 |
50.09 |
-0.53 |
-1.0% |
49.69 |
| Close |
50.75 |
50.43 |
-0.32 |
-0.6% |
52.63 |
| Range |
3.48 |
1.23 |
-2.25 |
-64.7% |
3.47 |
| ATR |
2.14 |
2.08 |
-0.07 |
-3.0% |
0.00 |
| Volume |
4,843 |
6,682 |
1,839 |
38.0% |
30,414 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.30 |
53.60 |
51.11 |
|
| R3 |
53.07 |
52.37 |
50.77 |
|
| R2 |
51.84 |
51.84 |
50.66 |
|
| R1 |
51.14 |
51.14 |
50.54 |
50.88 |
| PP |
50.61 |
50.61 |
50.61 |
50.48 |
| S1 |
49.91 |
49.91 |
50.32 |
49.65 |
| S2 |
49.38 |
49.38 |
50.20 |
|
| S3 |
48.15 |
48.68 |
50.09 |
|
| S4 |
46.92 |
47.45 |
49.75 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.24 |
60.90 |
54.54 |
|
| R3 |
58.77 |
57.43 |
53.58 |
|
| R2 |
55.30 |
55.30 |
53.27 |
|
| R1 |
53.96 |
53.96 |
52.95 |
54.63 |
| PP |
51.83 |
51.83 |
51.83 |
52.16 |
| S1 |
50.49 |
50.49 |
52.31 |
51.16 |
| S2 |
48.36 |
48.36 |
51.99 |
|
| S3 |
44.89 |
47.02 |
51.68 |
|
| S4 |
41.42 |
43.55 |
50.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.10 |
50.09 |
4.01 |
8.0% |
2.16 |
4.3% |
8% |
False |
True |
6,889 |
| 10 |
54.10 |
49.69 |
4.41 |
8.7% |
1.76 |
3.5% |
17% |
False |
False |
6,120 |
| 20 |
56.29 |
49.28 |
7.01 |
13.9% |
2.03 |
4.0% |
16% |
False |
False |
6,229 |
| 40 |
60.48 |
44.75 |
15.73 |
31.2% |
1.73 |
3.4% |
36% |
False |
False |
4,733 |
| 60 |
65.09 |
44.75 |
20.34 |
40.3% |
1.47 |
2.9% |
28% |
False |
False |
3,967 |
| 80 |
79.03 |
44.75 |
34.28 |
68.0% |
1.54 |
3.1% |
17% |
False |
False |
3,425 |
| 100 |
109.67 |
44.75 |
64.92 |
128.7% |
1.37 |
2.7% |
9% |
False |
False |
2,897 |
| 120 |
123.71 |
44.75 |
78.96 |
156.6% |
1.24 |
2.4% |
7% |
False |
False |
2,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.55 |
|
2.618 |
54.54 |
|
1.618 |
53.31 |
|
1.000 |
52.55 |
|
0.618 |
52.08 |
|
HIGH |
51.32 |
|
0.618 |
50.85 |
|
0.500 |
50.71 |
|
0.382 |
50.56 |
|
LOW |
50.09 |
|
0.618 |
49.33 |
|
1.000 |
48.86 |
|
1.618 |
48.10 |
|
2.618 |
46.87 |
|
4.250 |
44.86 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.71 |
52.10 |
| PP |
50.61 |
51.54 |
| S1 |
50.52 |
50.99 |
|