NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
48.30 |
48.96 |
0.66 |
1.4% |
46.28 |
| High |
50.55 |
50.00 |
-0.55 |
-1.1% |
50.55 |
| Low |
47.56 |
48.12 |
0.56 |
1.2% |
44.41 |
| Close |
50.50 |
49.82 |
-0.68 |
-1.3% |
49.82 |
| Range |
2.99 |
1.88 |
-1.11 |
-37.1% |
6.14 |
| ATR |
2.23 |
2.24 |
0.01 |
0.5% |
0.00 |
| Volume |
10,478 |
13,897 |
3,419 |
32.6% |
51,624 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.95 |
54.27 |
50.85 |
|
| R3 |
53.07 |
52.39 |
50.34 |
|
| R2 |
51.19 |
51.19 |
50.16 |
|
| R1 |
50.51 |
50.51 |
49.99 |
50.85 |
| PP |
49.31 |
49.31 |
49.31 |
49.49 |
| S1 |
48.63 |
48.63 |
49.65 |
48.97 |
| S2 |
47.43 |
47.43 |
49.48 |
|
| S3 |
45.55 |
46.75 |
49.30 |
|
| S4 |
43.67 |
44.87 |
48.79 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.68 |
64.39 |
53.20 |
|
| R3 |
60.54 |
58.25 |
51.51 |
|
| R2 |
54.40 |
54.40 |
50.95 |
|
| R1 |
52.11 |
52.11 |
50.38 |
53.26 |
| PP |
48.26 |
48.26 |
48.26 |
48.83 |
| S1 |
45.97 |
45.97 |
49.26 |
47.12 |
| S2 |
42.12 |
42.12 |
48.69 |
|
| S3 |
35.98 |
39.83 |
48.13 |
|
| S4 |
29.84 |
33.69 |
46.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.55 |
44.41 |
6.14 |
12.3% |
2.19 |
4.4% |
88% |
False |
False |
10,324 |
| 10 |
50.55 |
43.34 |
7.21 |
14.5% |
2.32 |
4.7% |
90% |
False |
False |
9,061 |
| 20 |
54.10 |
43.34 |
10.76 |
21.6% |
2.02 |
4.0% |
60% |
False |
False |
7,714 |
| 40 |
60.48 |
43.34 |
17.14 |
34.4% |
2.10 |
4.2% |
38% |
False |
False |
6,320 |
| 60 |
60.48 |
43.34 |
17.14 |
34.4% |
1.70 |
3.4% |
38% |
False |
False |
5,198 |
| 80 |
76.95 |
43.34 |
33.61 |
67.5% |
1.65 |
3.3% |
19% |
False |
False |
4,343 |
| 100 |
90.08 |
43.34 |
46.74 |
93.8% |
1.59 |
3.2% |
14% |
False |
False |
3,779 |
| 120 |
109.67 |
43.34 |
66.33 |
133.1% |
1.44 |
2.9% |
10% |
False |
False |
3,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.99 |
|
2.618 |
54.92 |
|
1.618 |
53.04 |
|
1.000 |
51.88 |
|
0.618 |
51.16 |
|
HIGH |
50.00 |
|
0.618 |
49.28 |
|
0.500 |
49.06 |
|
0.382 |
48.84 |
|
LOW |
48.12 |
|
0.618 |
46.96 |
|
1.000 |
46.24 |
|
1.618 |
45.08 |
|
2.618 |
43.20 |
|
4.250 |
40.13 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.57 |
49.33 |
| PP |
49.31 |
48.85 |
| S1 |
49.06 |
48.36 |
|