NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
47.04 |
48.40 |
1.36 |
2.9% |
38.40 |
| High |
49.28 |
50.47 |
1.19 |
2.4% |
46.74 |
| Low |
45.56 |
47.60 |
2.04 |
4.5% |
36.94 |
| Close |
48.81 |
48.58 |
-0.23 |
-0.5% |
46.34 |
| Range |
3.72 |
2.87 |
-0.85 |
-22.8% |
9.80 |
| ATR |
4.34 |
4.23 |
-0.10 |
-2.4% |
0.00 |
| Volume |
184,679 |
258,762 |
74,083 |
40.1% |
541,018 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.49 |
55.91 |
50.16 |
|
| R3 |
54.62 |
53.04 |
49.37 |
|
| R2 |
51.75 |
51.75 |
49.11 |
|
| R1 |
50.17 |
50.17 |
48.84 |
50.96 |
| PP |
48.88 |
48.88 |
48.88 |
49.28 |
| S1 |
47.30 |
47.30 |
48.32 |
48.09 |
| S2 |
46.01 |
46.01 |
48.05 |
|
| S3 |
43.14 |
44.43 |
47.79 |
|
| S4 |
40.27 |
41.56 |
47.00 |
|
|
| 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 |
50.47 |
36.94 |
13.53 |
27.9% |
4.67 |
9.6% |
86% |
True |
False |
183,981 |
| 10 |
50.47 |
35.13 |
15.34 |
31.6% |
4.21 |
8.7% |
88% |
True |
False |
156,803 |
| 20 |
52.95 |
35.13 |
17.82 |
36.7% |
4.12 |
8.5% |
75% |
False |
False |
161,460 |
| 40 |
67.23 |
35.13 |
32.10 |
66.1% |
4.04 |
8.3% |
42% |
False |
False |
102,444 |
| 60 |
85.78 |
35.13 |
50.65 |
104.3% |
4.40 |
9.1% |
27% |
False |
False |
74,237 |
| 80 |
109.44 |
35.13 |
74.31 |
153.0% |
4.55 |
9.4% |
18% |
False |
False |
58,281 |
| 100 |
123.65 |
35.13 |
88.52 |
182.2% |
4.39 |
9.0% |
15% |
False |
False |
47,475 |
| 120 |
138.64 |
35.13 |
103.51 |
213.1% |
4.17 |
8.6% |
13% |
False |
False |
40,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.67 |
|
2.618 |
57.98 |
|
1.618 |
55.11 |
|
1.000 |
53.34 |
|
0.618 |
52.24 |
|
HIGH |
50.47 |
|
0.618 |
49.37 |
|
0.500 |
49.04 |
|
0.382 |
48.70 |
|
LOW |
47.60 |
|
0.618 |
45.83 |
|
1.000 |
44.73 |
|
1.618 |
42.96 |
|
2.618 |
40.09 |
|
4.250 |
35.40 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.04 |
47.64 |
| PP |
48.88 |
46.70 |
| S1 |
48.73 |
45.76 |
|