NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
48.40 |
48.41 |
0.01 |
0.0% |
38.40 |
| High |
50.47 |
49.09 |
-1.38 |
-2.7% |
46.74 |
| Low |
47.60 |
42.41 |
-5.19 |
-10.9% |
36.94 |
| Close |
48.58 |
42.63 |
-5.95 |
-12.2% |
46.34 |
| Range |
2.87 |
6.68 |
3.81 |
132.8% |
9.80 |
| ATR |
4.23 |
4.41 |
0.17 |
4.1% |
0.00 |
| Volume |
258,762 |
331,307 |
72,545 |
28.0% |
541,018 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.75 |
60.37 |
46.30 |
|
| R3 |
58.07 |
53.69 |
44.47 |
|
| R2 |
51.39 |
51.39 |
43.85 |
|
| R1 |
47.01 |
47.01 |
43.24 |
45.86 |
| PP |
44.71 |
44.71 |
44.71 |
44.14 |
| S1 |
40.33 |
40.33 |
42.02 |
39.18 |
| S2 |
38.03 |
38.03 |
41.41 |
|
| S3 |
31.35 |
33.65 |
40.79 |
|
| S4 |
24.67 |
26.97 |
38.96 |
|
|
| 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 |
31.7% |
5.51 |
12.9% |
42% |
False |
False |
220,122 |
| 10 |
50.47 |
35.13 |
15.34 |
36.0% |
4.48 |
10.5% |
49% |
False |
False |
170,448 |
| 20 |
52.95 |
35.13 |
17.82 |
41.8% |
4.29 |
10.1% |
42% |
False |
False |
170,146 |
| 40 |
67.23 |
35.13 |
32.10 |
75.3% |
4.15 |
9.7% |
23% |
False |
False |
110,101 |
| 60 |
85.78 |
35.13 |
50.65 |
118.8% |
4.40 |
10.3% |
15% |
False |
False |
79,595 |
| 80 |
109.44 |
35.13 |
74.31 |
174.3% |
4.61 |
10.8% |
10% |
False |
False |
62,311 |
| 100 |
123.65 |
35.13 |
88.52 |
207.6% |
4.42 |
10.4% |
8% |
False |
False |
50,775 |
| 120 |
133.55 |
35.13 |
98.42 |
230.9% |
4.19 |
9.8% |
8% |
False |
False |
42,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.48 |
|
2.618 |
66.58 |
|
1.618 |
59.90 |
|
1.000 |
55.77 |
|
0.618 |
53.22 |
|
HIGH |
49.09 |
|
0.618 |
46.54 |
|
0.500 |
45.75 |
|
0.382 |
44.96 |
|
LOW |
42.41 |
|
0.618 |
38.28 |
|
1.000 |
35.73 |
|
1.618 |
31.60 |
|
2.618 |
24.92 |
|
4.250 |
14.02 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
45.75 |
46.44 |
| PP |
44.71 |
45.17 |
| S1 |
43.67 |
43.90 |
|