NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
43.90 |
45.35 |
1.45 |
3.3% |
49.00 |
| High |
46.40 |
45.85 |
-0.55 |
-1.2% |
49.00 |
| Low |
43.34 |
44.00 |
0.66 |
1.5% |
43.34 |
| Close |
46.39 |
45.73 |
-0.66 |
-1.4% |
45.73 |
| Range |
3.06 |
1.85 |
-1.21 |
-39.5% |
5.66 |
| ATR |
2.20 |
2.21 |
0.01 |
0.6% |
0.00 |
| Volume |
5,048 |
8,266 |
3,218 |
63.7% |
29,954 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.74 |
50.09 |
46.75 |
|
| R3 |
48.89 |
48.24 |
46.24 |
|
| R2 |
47.04 |
47.04 |
46.07 |
|
| R1 |
46.39 |
46.39 |
45.90 |
46.72 |
| PP |
45.19 |
45.19 |
45.19 |
45.36 |
| S1 |
44.54 |
44.54 |
45.56 |
44.87 |
| S2 |
43.34 |
43.34 |
45.39 |
|
| S3 |
41.49 |
42.69 |
45.22 |
|
| S4 |
39.64 |
40.84 |
44.71 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.00 |
60.03 |
48.84 |
|
| R3 |
57.34 |
54.37 |
47.29 |
|
| R2 |
51.68 |
51.68 |
46.77 |
|
| R1 |
48.71 |
48.71 |
46.25 |
47.37 |
| PP |
46.02 |
46.02 |
46.02 |
45.35 |
| S1 |
43.05 |
43.05 |
45.21 |
41.71 |
| S2 |
40.36 |
40.36 |
44.69 |
|
| S3 |
34.70 |
37.39 |
44.17 |
|
| S4 |
29.04 |
31.73 |
42.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.23 |
43.34 |
6.89 |
15.1% |
2.45 |
5.4% |
35% |
False |
False |
7,798 |
| 10 |
54.10 |
43.34 |
10.76 |
23.5% |
2.25 |
4.9% |
22% |
False |
False |
7,312 |
| 20 |
54.45 |
43.34 |
11.11 |
24.3% |
2.04 |
4.5% |
22% |
False |
False |
6,817 |
| 40 |
60.48 |
43.34 |
17.14 |
37.5% |
1.94 |
4.2% |
14% |
False |
False |
5,317 |
| 60 |
62.08 |
43.34 |
18.74 |
41.0% |
1.58 |
3.5% |
13% |
False |
False |
4,552 |
| 80 |
76.95 |
43.34 |
33.61 |
73.5% |
1.61 |
3.5% |
7% |
False |
False |
3,877 |
| 100 |
102.52 |
43.34 |
59.18 |
129.4% |
1.51 |
3.3% |
4% |
False |
False |
3,335 |
| 120 |
118.25 |
43.34 |
74.91 |
163.8% |
1.35 |
2.9% |
3% |
False |
False |
2,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.71 |
|
2.618 |
50.69 |
|
1.618 |
48.84 |
|
1.000 |
47.70 |
|
0.618 |
46.99 |
|
HIGH |
45.85 |
|
0.618 |
45.14 |
|
0.500 |
44.93 |
|
0.382 |
44.71 |
|
LOW |
44.00 |
|
0.618 |
42.86 |
|
1.000 |
42.15 |
|
1.618 |
41.01 |
|
2.618 |
39.16 |
|
4.250 |
36.14 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
45.46 |
45.44 |
| PP |
45.19 |
45.16 |
| S1 |
44.93 |
44.87 |
|