NYMEX Light Sweet Crude Oil Future November 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 |
53.05 |
50.12 |
-2.93 |
-5.5% |
55.82 |
| High |
53.05 |
50.12 |
-2.93 |
-5.5% |
55.92 |
| Low |
51.36 |
47.89 |
-3.47 |
-6.8% |
51.36 |
| Close |
51.74 |
48.03 |
-3.71 |
-7.2% |
51.74 |
| Range |
1.69 |
2.23 |
0.54 |
32.0% |
4.56 |
| ATR |
1.58 |
1.74 |
0.16 |
10.3% |
0.00 |
| Volume |
4,196 |
4,693 |
497 |
11.8% |
15,721 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.37 |
53.93 |
49.26 |
|
| R3 |
53.14 |
51.70 |
48.64 |
|
| R2 |
50.91 |
50.91 |
48.44 |
|
| R1 |
49.47 |
49.47 |
48.23 |
49.08 |
| PP |
48.68 |
48.68 |
48.68 |
48.48 |
| S1 |
47.24 |
47.24 |
47.83 |
46.85 |
| S2 |
46.45 |
46.45 |
47.62 |
|
| S3 |
44.22 |
45.01 |
47.42 |
|
| S4 |
41.99 |
42.78 |
46.80 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.69 |
63.77 |
54.25 |
|
| R3 |
62.13 |
59.21 |
52.99 |
|
| R2 |
57.57 |
57.57 |
52.58 |
|
| R1 |
54.65 |
54.65 |
52.16 |
53.83 |
| PP |
53.01 |
53.01 |
53.01 |
52.60 |
| S1 |
50.09 |
50.09 |
51.32 |
49.27 |
| S2 |
48.45 |
48.45 |
50.90 |
|
| S3 |
43.89 |
45.53 |
50.49 |
|
| S4 |
39.33 |
40.97 |
49.23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.60 |
|
2.618 |
55.96 |
|
1.618 |
53.73 |
|
1.000 |
52.35 |
|
0.618 |
51.50 |
|
HIGH |
50.12 |
|
0.618 |
49.27 |
|
0.500 |
49.01 |
|
0.382 |
48.74 |
|
LOW |
47.89 |
|
0.618 |
46.51 |
|
1.000 |
45.66 |
|
1.618 |
44.28 |
|
2.618 |
42.05 |
|
4.250 |
38.41 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.01 |
50.60 |
| PP |
48.68 |
49.74 |
| S1 |
48.36 |
48.89 |
|