NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
45.20 |
46.48 |
1.28 |
2.8% |
49.00 |
| High |
46.38 |
48.65 |
2.27 |
4.9% |
49.00 |
| Low |
45.20 |
46.17 |
0.97 |
2.1% |
43.34 |
| Close |
46.38 |
47.77 |
1.39 |
3.0% |
45.73 |
| Range |
1.18 |
2.48 |
1.30 |
110.2% |
5.66 |
| ATR |
2.15 |
2.18 |
0.02 |
1.1% |
0.00 |
| Volume |
9,624 |
10,116 |
492 |
5.1% |
29,954 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.97 |
53.85 |
49.13 |
|
| R3 |
52.49 |
51.37 |
48.45 |
|
| R2 |
50.01 |
50.01 |
48.22 |
|
| R1 |
48.89 |
48.89 |
48.00 |
49.45 |
| PP |
47.53 |
47.53 |
47.53 |
47.81 |
| S1 |
46.41 |
46.41 |
47.54 |
46.97 |
| S2 |
45.05 |
45.05 |
47.32 |
|
| S3 |
42.57 |
43.93 |
47.09 |
|
| S4 |
40.09 |
41.45 |
46.41 |
|
|
| 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 |
48.65 |
43.34 |
5.31 |
11.1% |
2.20 |
4.6% |
83% |
True |
False |
8,112 |
| 10 |
51.32 |
43.34 |
7.98 |
16.7% |
2.06 |
4.3% |
56% |
False |
False |
7,994 |
| 20 |
54.10 |
43.34 |
10.76 |
22.5% |
1.95 |
4.1% |
41% |
False |
False |
7,156 |
| 40 |
60.48 |
43.34 |
17.14 |
35.9% |
2.03 |
4.3% |
26% |
False |
False |
5,765 |
| 60 |
62.08 |
43.34 |
18.74 |
39.2% |
1.62 |
3.4% |
24% |
False |
False |
4,865 |
| 80 |
76.95 |
43.34 |
33.61 |
70.4% |
1.62 |
3.4% |
13% |
False |
False |
4,141 |
| 100 |
95.19 |
43.34 |
51.85 |
108.5% |
1.54 |
3.2% |
9% |
False |
False |
3,588 |
| 120 |
111.60 |
43.34 |
68.26 |
142.9% |
1.40 |
2.9% |
6% |
False |
False |
3,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.19 |
|
2.618 |
55.14 |
|
1.618 |
52.66 |
|
1.000 |
51.13 |
|
0.618 |
50.18 |
|
HIGH |
48.65 |
|
0.618 |
47.70 |
|
0.500 |
47.41 |
|
0.382 |
47.12 |
|
LOW |
46.17 |
|
0.618 |
44.64 |
|
1.000 |
43.69 |
|
1.618 |
42.16 |
|
2.618 |
39.68 |
|
4.250 |
35.63 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.65 |
47.36 |
| PP |
47.53 |
46.94 |
| S1 |
47.41 |
46.53 |
|