NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
51.60 |
49.91 |
-1.69 |
-3.3% |
53.92 |
| High |
51.62 |
49.91 |
-1.71 |
-3.3% |
54.95 |
| Low |
49.69 |
46.22 |
-3.47 |
-7.0% |
49.69 |
| Close |
50.17 |
46.46 |
-3.71 |
-7.4% |
50.17 |
| Range |
1.93 |
3.69 |
1.76 |
91.2% |
5.26 |
| ATR |
2.08 |
2.22 |
0.13 |
6.4% |
0.00 |
| Volume |
6,194 |
10,217 |
4,023 |
64.9% |
28,373 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.60 |
56.22 |
48.49 |
|
| R3 |
54.91 |
52.53 |
47.47 |
|
| R2 |
51.22 |
51.22 |
47.14 |
|
| R1 |
48.84 |
48.84 |
46.80 |
48.19 |
| PP |
47.53 |
47.53 |
47.53 |
47.20 |
| S1 |
45.15 |
45.15 |
46.12 |
44.50 |
| S2 |
43.84 |
43.84 |
45.78 |
|
| S3 |
40.15 |
41.46 |
45.45 |
|
| S4 |
36.46 |
37.77 |
44.43 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.38 |
64.04 |
53.06 |
|
| R3 |
62.12 |
58.78 |
51.62 |
|
| R2 |
56.86 |
56.86 |
51.13 |
|
| R1 |
53.52 |
53.52 |
50.65 |
52.56 |
| PP |
51.60 |
51.60 |
51.60 |
51.13 |
| S1 |
48.26 |
48.26 |
49.69 |
47.30 |
| S2 |
46.34 |
46.34 |
49.21 |
|
| S3 |
41.08 |
43.00 |
48.72 |
|
| S4 |
35.82 |
37.74 |
47.28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.59 |
|
2.618 |
59.57 |
|
1.618 |
55.88 |
|
1.000 |
53.60 |
|
0.618 |
52.19 |
|
HIGH |
49.91 |
|
0.618 |
48.50 |
|
0.500 |
48.07 |
|
0.382 |
47.63 |
|
LOW |
46.22 |
|
0.618 |
43.94 |
|
1.000 |
42.53 |
|
1.618 |
40.25 |
|
2.618 |
36.56 |
|
4.250 |
30.54 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.07 |
49.05 |
| PP |
47.53 |
48.18 |
| S1 |
47.00 |
47.32 |
|