NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
53.75 |
52.00 |
-1.75 |
-3.3% |
53.58 |
| High |
54.30 |
52.15 |
-2.15 |
-4.0% |
55.68 |
| Low |
52.81 |
50.53 |
-2.28 |
-4.3% |
51.49 |
| Close |
52.85 |
50.64 |
-2.21 |
-4.2% |
52.85 |
| Range |
1.49 |
1.62 |
0.13 |
8.7% |
4.19 |
| ATR |
2.35 |
2.35 |
0.00 |
-0.1% |
0.00 |
| Volume |
3,118 |
3,304 |
186 |
6.0% |
21,372 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.97 |
54.92 |
51.53 |
|
| R3 |
54.35 |
53.30 |
51.09 |
|
| R2 |
52.73 |
52.73 |
50.94 |
|
| R1 |
51.68 |
51.68 |
50.79 |
51.40 |
| PP |
51.11 |
51.11 |
51.11 |
50.96 |
| S1 |
50.06 |
50.06 |
50.49 |
49.78 |
| S2 |
49.49 |
49.49 |
50.34 |
|
| S3 |
47.87 |
48.44 |
50.19 |
|
| S4 |
46.25 |
46.82 |
49.75 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.91 |
63.57 |
55.15 |
|
| R3 |
61.72 |
59.38 |
54.00 |
|
| R2 |
57.53 |
57.53 |
53.62 |
|
| R1 |
55.19 |
55.19 |
53.23 |
54.27 |
| PP |
53.34 |
53.34 |
53.34 |
52.88 |
| S1 |
51.00 |
51.00 |
52.47 |
50.08 |
| S2 |
49.15 |
49.15 |
52.08 |
|
| S3 |
44.96 |
46.81 |
51.70 |
|
| S4 |
40.77 |
42.62 |
50.55 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.04 |
|
2.618 |
56.39 |
|
1.618 |
54.77 |
|
1.000 |
53.77 |
|
0.618 |
53.15 |
|
HIGH |
52.15 |
|
0.618 |
51.53 |
|
0.500 |
51.34 |
|
0.382 |
51.15 |
|
LOW |
50.53 |
|
0.618 |
49.53 |
|
1.000 |
48.91 |
|
1.618 |
47.91 |
|
2.618 |
46.29 |
|
4.250 |
43.65 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.34 |
52.42 |
| PP |
51.11 |
51.82 |
| S1 |
50.87 |
51.23 |
|