NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
39.17 |
43.72 |
4.55 |
11.6% |
38.40 |
| High |
45.54 |
46.74 |
1.20 |
2.6% |
46.74 |
| Low |
36.94 |
41.05 |
4.11 |
11.1% |
36.94 |
| Close |
44.60 |
46.34 |
1.74 |
3.9% |
46.34 |
| Range |
8.60 |
5.69 |
-2.91 |
-33.8% |
9.80 |
| ATR |
4.28 |
4.38 |
0.10 |
2.3% |
0.00 |
| Volume |
137,263 |
188,601 |
51,338 |
37.4% |
541,018 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.78 |
59.75 |
49.47 |
|
| R3 |
56.09 |
54.06 |
47.90 |
|
| R2 |
50.40 |
50.40 |
47.38 |
|
| R1 |
48.37 |
48.37 |
46.86 |
49.39 |
| PP |
44.71 |
44.71 |
44.71 |
45.22 |
| S1 |
42.68 |
42.68 |
45.82 |
43.70 |
| S2 |
39.02 |
39.02 |
45.30 |
|
| S3 |
33.33 |
36.99 |
44.78 |
|
| S4 |
27.64 |
31.30 |
43.21 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.74 |
69.34 |
51.73 |
|
| R3 |
62.94 |
59.54 |
49.04 |
|
| R2 |
53.14 |
53.14 |
48.14 |
|
| R1 |
49.74 |
49.74 |
47.24 |
51.44 |
| PP |
43.34 |
43.34 |
43.34 |
44.19 |
| S1 |
39.94 |
39.94 |
45.44 |
41.64 |
| S2 |
33.54 |
33.54 |
44.54 |
|
| S3 |
23.74 |
30.14 |
43.65 |
|
| S4 |
13.94 |
20.34 |
40.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.74 |
35.35 |
11.39 |
24.6% |
4.82 |
10.4% |
96% |
True |
False |
126,878 |
| 10 |
46.74 |
35.13 |
11.61 |
25.1% |
4.19 |
9.0% |
97% |
True |
False |
161,215 |
| 20 |
52.95 |
35.13 |
17.82 |
38.5% |
4.16 |
9.0% |
63% |
False |
False |
146,046 |
| 40 |
71.30 |
35.13 |
36.17 |
78.1% |
4.12 |
8.9% |
31% |
False |
False |
92,532 |
| 60 |
89.32 |
35.13 |
54.19 |
116.9% |
4.43 |
9.6% |
21% |
False |
False |
67,367 |
| 80 |
109.44 |
35.13 |
74.31 |
160.4% |
4.55 |
9.8% |
15% |
False |
False |
52,939 |
| 100 |
123.65 |
35.13 |
88.52 |
191.0% |
4.39 |
9.5% |
13% |
False |
False |
43,107 |
| 120 |
145.82 |
35.13 |
110.69 |
238.9% |
4.17 |
9.0% |
10% |
False |
False |
36,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.92 |
|
2.618 |
61.64 |
|
1.618 |
55.95 |
|
1.000 |
52.43 |
|
0.618 |
50.26 |
|
HIGH |
46.74 |
|
0.618 |
44.57 |
|
0.500 |
43.90 |
|
0.382 |
43.22 |
|
LOW |
41.05 |
|
0.618 |
37.53 |
|
1.000 |
35.36 |
|
1.618 |
31.84 |
|
2.618 |
26.15 |
|
4.250 |
16.87 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
45.53 |
44.84 |
| PP |
44.71 |
43.34 |
| S1 |
43.90 |
41.84 |
|