NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
38.72 |
37.34 |
-1.38 |
-3.6% |
47.04 |
| High |
39.45 |
37.99 |
-1.46 |
-3.7% |
50.47 |
| Low |
35.52 |
33.20 |
-2.32 |
-6.5% |
39.38 |
| Close |
37.28 |
35.40 |
-1.88 |
-5.0% |
40.83 |
| Range |
3.93 |
4.79 |
0.86 |
21.9% |
11.09 |
| ATR |
4.11 |
4.16 |
0.05 |
1.2% |
0.00 |
| Volume |
340,615 |
311,078 |
-29,537 |
-8.7% |
1,393,495 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.90 |
47.44 |
38.03 |
|
| R3 |
45.11 |
42.65 |
36.72 |
|
| R2 |
40.32 |
40.32 |
36.28 |
|
| R1 |
37.86 |
37.86 |
35.84 |
36.70 |
| PP |
35.53 |
35.53 |
35.53 |
34.95 |
| S1 |
33.07 |
33.07 |
34.96 |
31.91 |
| S2 |
30.74 |
30.74 |
34.52 |
|
| S3 |
25.95 |
28.28 |
34.08 |
|
| S4 |
21.16 |
23.49 |
32.77 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.83 |
69.92 |
46.93 |
|
| R3 |
65.74 |
58.83 |
43.88 |
|
| R2 |
54.65 |
54.65 |
42.86 |
|
| R1 |
47.74 |
47.74 |
41.85 |
45.65 |
| PP |
43.56 |
43.56 |
43.56 |
42.52 |
| S1 |
36.65 |
36.65 |
39.81 |
34.56 |
| S2 |
32.47 |
32.47 |
38.80 |
|
| S3 |
21.38 |
25.56 |
37.78 |
|
| S4 |
10.29 |
14.47 |
34.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.70 |
33.20 |
9.50 |
26.8% |
3.75 |
10.6% |
23% |
False |
True |
302,887 |
| 10 |
50.47 |
33.20 |
17.27 |
48.8% |
4.08 |
11.5% |
13% |
False |
True |
278,404 |
| 20 |
50.47 |
33.20 |
17.27 |
48.8% |
4.08 |
11.5% |
13% |
False |
True |
218,145 |
| 40 |
57.24 |
33.20 |
24.04 |
67.9% |
4.03 |
11.4% |
9% |
False |
True |
151,543 |
| 60 |
76.49 |
33.20 |
43.29 |
122.3% |
4.31 |
12.2% |
5% |
False |
True |
108,643 |
| 80 |
108.83 |
33.20 |
75.63 |
213.6% |
4.50 |
12.7% |
3% |
False |
True |
84,440 |
| 100 |
121.18 |
33.20 |
87.98 |
248.5% |
4.39 |
12.4% |
3% |
False |
True |
68,846 |
| 120 |
129.51 |
33.20 |
96.31 |
272.1% |
4.27 |
12.1% |
2% |
False |
True |
57,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.35 |
|
2.618 |
50.53 |
|
1.618 |
45.74 |
|
1.000 |
42.78 |
|
0.618 |
40.95 |
|
HIGH |
37.99 |
|
0.618 |
36.16 |
|
0.500 |
35.60 |
|
0.382 |
35.03 |
|
LOW |
33.20 |
|
0.618 |
30.24 |
|
1.000 |
28.41 |
|
1.618 |
25.45 |
|
2.618 |
20.66 |
|
4.250 |
12.84 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
35.60 |
36.35 |
| PP |
35.53 |
36.03 |
| S1 |
35.47 |
35.72 |
|