NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
47.12 |
44.14 |
-2.98 |
-6.3% |
49.00 |
| High |
47.12 |
46.38 |
-0.74 |
-1.6% |
49.48 |
| Low |
43.19 |
43.35 |
0.16 |
0.4% |
45.43 |
| Close |
44.25 |
45.55 |
1.30 |
2.9% |
47.02 |
| Range |
3.93 |
3.03 |
-0.90 |
-22.9% |
4.05 |
| ATR |
3.66 |
3.62 |
-0.05 |
-1.2% |
0.00 |
| Volume |
68,482 |
133,685 |
65,203 |
95.2% |
286,284 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.18 |
52.90 |
47.22 |
|
| R3 |
51.15 |
49.87 |
46.38 |
|
| R2 |
48.12 |
48.12 |
46.11 |
|
| R1 |
46.84 |
46.84 |
45.83 |
47.48 |
| PP |
45.09 |
45.09 |
45.09 |
45.42 |
| S1 |
43.81 |
43.81 |
45.27 |
44.45 |
| S2 |
42.06 |
42.06 |
44.99 |
|
| S3 |
39.03 |
40.78 |
44.72 |
|
| S4 |
36.00 |
37.75 |
43.88 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.46 |
57.29 |
49.25 |
|
| R3 |
55.41 |
53.24 |
48.13 |
|
| R2 |
51.36 |
51.36 |
47.76 |
|
| R1 |
49.19 |
49.19 |
47.39 |
48.25 |
| PP |
47.31 |
47.31 |
47.31 |
46.84 |
| S1 |
45.14 |
45.14 |
46.65 |
44.20 |
| S2 |
43.26 |
43.26 |
46.28 |
|
| S3 |
39.21 |
41.09 |
45.91 |
|
| S4 |
35.16 |
37.04 |
44.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.48 |
43.19 |
6.29 |
13.8% |
3.27 |
7.2% |
38% |
False |
False |
80,741 |
| 10 |
55.58 |
43.19 |
12.39 |
27.2% |
3.35 |
7.4% |
19% |
False |
False |
61,873 |
| 20 |
56.86 |
39.82 |
17.04 |
37.4% |
3.66 |
8.0% |
34% |
False |
False |
39,671 |
| 40 |
59.57 |
39.82 |
19.75 |
43.4% |
3.66 |
8.0% |
29% |
False |
False |
29,183 |
| 60 |
74.05 |
39.82 |
34.23 |
75.1% |
3.77 |
8.3% |
17% |
False |
False |
22,049 |
| 80 |
105.85 |
39.82 |
66.03 |
145.0% |
3.90 |
8.6% |
9% |
False |
False |
17,641 |
| 100 |
120.30 |
39.82 |
80.48 |
176.7% |
3.56 |
7.8% |
7% |
False |
False |
14,639 |
| 120 |
126.60 |
39.82 |
86.78 |
190.5% |
3.04 |
6.7% |
7% |
False |
False |
12,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.26 |
|
2.618 |
54.31 |
|
1.618 |
51.28 |
|
1.000 |
49.41 |
|
0.618 |
48.25 |
|
HIGH |
46.38 |
|
0.618 |
45.22 |
|
0.500 |
44.87 |
|
0.382 |
44.51 |
|
LOW |
43.35 |
|
0.618 |
41.48 |
|
1.000 |
40.32 |
|
1.618 |
38.45 |
|
2.618 |
35.42 |
|
4.250 |
30.47 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
45.32 |
46.16 |
| PP |
45.09 |
45.95 |
| S1 |
44.87 |
45.75 |
|