NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
46.28 |
45.20 |
-1.08 |
-2.3% |
49.00 |
| High |
46.85 |
46.38 |
-0.47 |
-1.0% |
49.00 |
| Low |
44.41 |
45.20 |
0.79 |
1.8% |
43.34 |
| Close |
45.20 |
46.38 |
1.18 |
2.6% |
45.73 |
| Range |
2.44 |
1.18 |
-1.26 |
-51.6% |
5.66 |
| ATR |
2.23 |
2.15 |
-0.07 |
-3.4% |
0.00 |
| Volume |
7,509 |
9,624 |
2,115 |
28.2% |
29,954 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.53 |
49.13 |
47.03 |
|
| R3 |
48.35 |
47.95 |
46.70 |
|
| R2 |
47.17 |
47.17 |
46.60 |
|
| R1 |
46.77 |
46.77 |
46.49 |
46.97 |
| PP |
45.99 |
45.99 |
45.99 |
46.09 |
| S1 |
45.59 |
45.59 |
46.27 |
45.79 |
| S2 |
44.81 |
44.81 |
46.16 |
|
| S3 |
43.63 |
44.41 |
46.06 |
|
| S4 |
42.45 |
43.23 |
45.73 |
|
|
| 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 |
46.85 |
43.34 |
3.51 |
7.6% |
2.17 |
4.7% |
87% |
False |
False |
7,648 |
| 10 |
54.10 |
43.34 |
10.76 |
23.2% |
2.16 |
4.7% |
28% |
False |
False |
7,466 |
| 20 |
54.10 |
43.34 |
10.76 |
23.2% |
1.93 |
4.2% |
28% |
False |
False |
7,044 |
| 40 |
60.48 |
43.34 |
17.14 |
37.0% |
1.97 |
4.3% |
18% |
False |
False |
5,520 |
| 60 |
62.08 |
43.34 |
18.74 |
40.4% |
1.58 |
3.4% |
16% |
False |
False |
4,733 |
| 80 |
76.95 |
43.34 |
33.61 |
72.5% |
1.63 |
3.5% |
9% |
False |
False |
4,043 |
| 100 |
99.90 |
43.34 |
56.56 |
121.9% |
1.51 |
3.3% |
5% |
False |
False |
3,498 |
| 120 |
113.14 |
43.34 |
69.80 |
150.5% |
1.38 |
3.0% |
4% |
False |
False |
2,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.40 |
|
2.618 |
49.47 |
|
1.618 |
48.29 |
|
1.000 |
47.56 |
|
0.618 |
47.11 |
|
HIGH |
46.38 |
|
0.618 |
45.93 |
|
0.500 |
45.79 |
|
0.382 |
45.65 |
|
LOW |
45.20 |
|
0.618 |
44.47 |
|
1.000 |
44.02 |
|
1.618 |
43.29 |
|
2.618 |
42.11 |
|
4.250 |
40.19 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
46.18 |
46.06 |
| PP |
45.99 |
45.74 |
| S1 |
45.79 |
45.43 |
|