NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
50.00 |
49.00 |
-1.00 |
-2.0% |
52.51 |
| High |
50.23 |
49.00 |
-1.23 |
-2.4% |
54.10 |
| Low |
49.00 |
45.20 |
-3.80 |
-7.8% |
49.00 |
| Close |
49.28 |
45.52 |
-3.76 |
-7.6% |
49.28 |
| Range |
1.23 |
3.80 |
2.57 |
208.9% |
5.10 |
| ATR |
1.96 |
2.12 |
0.15 |
7.7% |
0.00 |
| Volume |
9,040 |
8,847 |
-193 |
-2.1% |
36,483 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.97 |
55.55 |
47.61 |
|
| R3 |
54.17 |
51.75 |
46.57 |
|
| R2 |
50.37 |
50.37 |
46.22 |
|
| R1 |
47.95 |
47.95 |
45.87 |
47.26 |
| PP |
46.57 |
46.57 |
46.57 |
46.23 |
| S1 |
44.15 |
44.15 |
45.17 |
43.46 |
| S2 |
42.77 |
42.77 |
44.82 |
|
| S3 |
38.97 |
40.35 |
44.48 |
|
| S4 |
35.17 |
36.55 |
43.43 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.09 |
62.79 |
52.09 |
|
| R3 |
60.99 |
57.69 |
50.68 |
|
| R2 |
55.89 |
55.89 |
50.22 |
|
| R1 |
52.59 |
52.59 |
49.75 |
51.69 |
| PP |
50.79 |
50.79 |
50.79 |
50.35 |
| S1 |
47.49 |
47.49 |
48.81 |
46.59 |
| S2 |
45.69 |
45.69 |
48.35 |
|
| S3 |
40.59 |
42.39 |
47.88 |
|
| S4 |
35.49 |
37.29 |
46.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.10 |
45.20 |
8.90 |
19.6% |
2.14 |
4.7% |
4% |
False |
True |
7,285 |
| 10 |
54.10 |
45.20 |
8.90 |
19.6% |
1.84 |
4.0% |
4% |
False |
True |
6,947 |
| 20 |
54.45 |
45.20 |
9.25 |
20.3% |
1.99 |
4.4% |
3% |
False |
True |
6,666 |
| 40 |
60.48 |
44.75 |
15.73 |
34.6% |
1.82 |
4.0% |
5% |
False |
False |
5,155 |
| 60 |
62.08 |
44.75 |
17.33 |
38.1% |
1.50 |
3.3% |
4% |
False |
False |
4,296 |
| 80 |
76.95 |
44.75 |
32.20 |
70.7% |
1.58 |
3.5% |
2% |
False |
False |
3,675 |
| 100 |
108.14 |
44.75 |
63.39 |
139.3% |
1.43 |
3.1% |
1% |
False |
False |
3,139 |
| 120 |
119.89 |
44.75 |
75.14 |
165.1% |
1.29 |
2.8% |
1% |
False |
False |
2,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.15 |
|
2.618 |
58.95 |
|
1.618 |
55.15 |
|
1.000 |
52.80 |
|
0.618 |
51.35 |
|
HIGH |
49.00 |
|
0.618 |
47.55 |
|
0.500 |
47.10 |
|
0.382 |
46.65 |
|
LOW |
45.20 |
|
0.618 |
42.85 |
|
1.000 |
41.40 |
|
1.618 |
39.05 |
|
2.618 |
35.25 |
|
4.250 |
29.05 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.10 |
48.00 |
| PP |
46.57 |
47.17 |
| S1 |
46.05 |
46.35 |
|