NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
43.72 |
47.04 |
3.32 |
7.6% |
38.40 |
| High |
46.74 |
49.28 |
2.54 |
5.4% |
46.74 |
| Low |
41.05 |
45.56 |
4.51 |
11.0% |
36.94 |
| Close |
46.34 |
48.81 |
2.47 |
5.3% |
46.34 |
| Range |
5.69 |
3.72 |
-1.97 |
-34.6% |
9.80 |
| ATR |
4.38 |
4.34 |
-0.05 |
-1.1% |
0.00 |
| Volume |
188,601 |
184,679 |
-3,922 |
-2.1% |
541,018 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.04 |
57.65 |
50.86 |
|
| R3 |
55.32 |
53.93 |
49.83 |
|
| R2 |
51.60 |
51.60 |
49.49 |
|
| R1 |
50.21 |
50.21 |
49.15 |
50.91 |
| PP |
47.88 |
47.88 |
47.88 |
48.23 |
| S1 |
46.49 |
46.49 |
48.47 |
47.19 |
| S2 |
44.16 |
44.16 |
48.13 |
|
| S3 |
40.44 |
42.77 |
47.79 |
|
| S4 |
36.72 |
39.05 |
46.76 |
|
|
| 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 |
49.28 |
36.94 |
12.34 |
25.3% |
5.03 |
10.3% |
96% |
True |
False |
145,139 |
| 10 |
49.28 |
35.13 |
14.15 |
29.0% |
4.15 |
8.5% |
97% |
True |
False |
154,293 |
| 20 |
52.95 |
35.13 |
17.82 |
36.5% |
4.16 |
8.5% |
77% |
False |
False |
151,993 |
| 40 |
67.23 |
35.13 |
32.10 |
65.8% |
4.10 |
8.4% |
43% |
False |
False |
96,528 |
| 60 |
89.32 |
35.13 |
54.19 |
111.0% |
4.42 |
9.1% |
25% |
False |
False |
70,194 |
| 80 |
109.44 |
35.13 |
74.31 |
152.2% |
4.56 |
9.3% |
18% |
False |
False |
55,144 |
| 100 |
123.65 |
35.13 |
88.52 |
181.4% |
4.40 |
9.0% |
15% |
False |
False |
44,929 |
| 120 |
138.64 |
35.13 |
103.51 |
212.1% |
4.15 |
8.5% |
13% |
False |
False |
37,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.09 |
|
2.618 |
59.02 |
|
1.618 |
55.30 |
|
1.000 |
53.00 |
|
0.618 |
51.58 |
|
HIGH |
49.28 |
|
0.618 |
47.86 |
|
0.500 |
47.42 |
|
0.382 |
46.98 |
|
LOW |
45.56 |
|
0.618 |
43.26 |
|
1.000 |
41.84 |
|
1.618 |
39.54 |
|
2.618 |
35.82 |
|
4.250 |
29.75 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.35 |
46.91 |
| PP |
47.88 |
45.01 |
| S1 |
47.42 |
43.11 |
|