NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
47.37 |
49.00 |
1.63 |
3.4% |
50.12 |
| High |
48.25 |
49.41 |
1.16 |
2.4% |
50.12 |
| Low |
46.74 |
47.00 |
0.26 |
0.6% |
45.87 |
| Close |
48.12 |
47.79 |
-0.33 |
-0.7% |
48.12 |
| Range |
1.51 |
2.41 |
0.90 |
59.6% |
4.25 |
| ATR |
1.86 |
1.90 |
0.04 |
2.1% |
0.00 |
| Volume |
3,741 |
2,526 |
-1,215 |
-32.5% |
16,694 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.30 |
53.95 |
49.12 |
|
| R3 |
52.89 |
51.54 |
48.45 |
|
| R2 |
50.48 |
50.48 |
48.23 |
|
| R1 |
49.13 |
49.13 |
48.01 |
48.60 |
| PP |
48.07 |
48.07 |
48.07 |
47.80 |
| S1 |
46.72 |
46.72 |
47.57 |
46.19 |
| S2 |
45.66 |
45.66 |
47.35 |
|
| S3 |
43.25 |
44.31 |
47.13 |
|
| S4 |
40.84 |
41.90 |
46.46 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.79 |
58.70 |
50.46 |
|
| R3 |
56.54 |
54.45 |
49.29 |
|
| R2 |
52.29 |
52.29 |
48.90 |
|
| R1 |
50.20 |
50.20 |
48.51 |
49.12 |
| PP |
48.04 |
48.04 |
48.04 |
47.50 |
| S1 |
45.95 |
45.95 |
47.73 |
44.87 |
| S2 |
43.79 |
43.79 |
47.34 |
|
| S3 |
39.54 |
41.70 |
46.95 |
|
| S4 |
35.29 |
37.45 |
45.78 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.65 |
|
2.618 |
55.72 |
|
1.618 |
53.31 |
|
1.000 |
51.82 |
|
0.618 |
50.90 |
|
HIGH |
49.41 |
|
0.618 |
48.49 |
|
0.500 |
48.21 |
|
0.382 |
47.92 |
|
LOW |
47.00 |
|
0.618 |
45.51 |
|
1.000 |
44.59 |
|
1.618 |
43.10 |
|
2.618 |
40.69 |
|
4.250 |
36.76 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.21 |
47.78 |
| PP |
48.07 |
47.76 |
| S1 |
47.93 |
47.75 |
|