NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
44.21 |
43.26 |
-0.95 |
-2.1% |
40.90 |
| High |
45.10 |
47.00 |
1.90 |
4.2% |
47.00 |
| Low |
40.41 |
41.40 |
0.99 |
2.4% |
39.11 |
| Close |
43.67 |
46.47 |
2.80 |
6.4% |
46.47 |
| Range |
4.69 |
5.60 |
0.91 |
19.4% |
7.89 |
| ATR |
4.00 |
4.12 |
0.11 |
2.8% |
0.00 |
| Volume |
276,261 |
317,569 |
41,308 |
15.0% |
1,207,382 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.76 |
59.71 |
49.55 |
|
| R3 |
56.16 |
54.11 |
48.01 |
|
| R2 |
50.56 |
50.56 |
47.50 |
|
| R1 |
48.51 |
48.51 |
46.98 |
49.54 |
| PP |
44.96 |
44.96 |
44.96 |
45.47 |
| S1 |
42.91 |
42.91 |
45.96 |
43.94 |
| S2 |
39.36 |
39.36 |
45.44 |
|
| S3 |
33.76 |
37.31 |
44.93 |
|
| S4 |
28.16 |
31.71 |
43.39 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.86 |
65.06 |
50.81 |
|
| R3 |
59.97 |
57.17 |
48.64 |
|
| R2 |
52.08 |
52.08 |
47.92 |
|
| R1 |
49.28 |
49.28 |
47.19 |
50.68 |
| PP |
44.19 |
44.19 |
44.19 |
44.90 |
| S1 |
41.39 |
41.39 |
45.75 |
42.79 |
| S2 |
36.30 |
36.30 |
45.02 |
|
| S3 |
28.41 |
33.50 |
44.30 |
|
| S4 |
20.52 |
25.61 |
42.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.00 |
39.11 |
7.89 |
17.0% |
4.32 |
9.3% |
93% |
True |
False |
295,997 |
| 10 |
47.40 |
39.11 |
8.29 |
17.8% |
3.87 |
8.3% |
89% |
False |
False |
250,499 |
| 20 |
54.74 |
38.00 |
16.74 |
36.0% |
4.14 |
8.9% |
51% |
False |
False |
161,621 |
| 40 |
58.48 |
38.00 |
20.48 |
44.1% |
3.97 |
8.6% |
41% |
False |
False |
103,360 |
| 60 |
73.54 |
38.00 |
35.54 |
76.5% |
4.09 |
8.8% |
24% |
False |
False |
74,482 |
| 80 |
102.30 |
38.00 |
64.30 |
138.4% |
4.27 |
9.2% |
13% |
False |
False |
58,245 |
| 100 |
115.30 |
38.00 |
77.30 |
166.3% |
4.31 |
9.3% |
11% |
False |
False |
47,785 |
| 120 |
125.50 |
38.00 |
87.50 |
188.3% |
4.02 |
8.6% |
10% |
False |
False |
40,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.80 |
|
2.618 |
61.66 |
|
1.618 |
56.06 |
|
1.000 |
52.60 |
|
0.618 |
50.46 |
|
HIGH |
47.00 |
|
0.618 |
44.86 |
|
0.500 |
44.20 |
|
0.382 |
43.54 |
|
LOW |
41.40 |
|
0.618 |
37.94 |
|
1.000 |
35.80 |
|
1.618 |
32.34 |
|
2.618 |
26.74 |
|
4.250 |
17.60 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
45.71 |
45.52 |
| PP |
44.96 |
44.57 |
| S1 |
44.20 |
43.62 |
|