NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
37.34 |
35.28 |
-2.06 |
-5.5% |
40.55 |
| High |
37.99 |
36.87 |
-1.12 |
-2.9% |
40.80 |
| Low |
33.20 |
34.18 |
0.98 |
3.0% |
33.20 |
| Close |
35.40 |
36.51 |
1.11 |
3.1% |
36.51 |
| Range |
4.79 |
2.69 |
-2.10 |
-43.8% |
7.60 |
| ATR |
4.16 |
4.05 |
-0.10 |
-2.5% |
0.00 |
| Volume |
311,078 |
179,925 |
-131,153 |
-42.2% |
1,381,877 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.92 |
42.91 |
37.99 |
|
| R3 |
41.23 |
40.22 |
37.25 |
|
| R2 |
38.54 |
38.54 |
37.00 |
|
| R1 |
37.53 |
37.53 |
36.76 |
38.04 |
| PP |
35.85 |
35.85 |
35.85 |
36.11 |
| S1 |
34.84 |
34.84 |
36.26 |
35.35 |
| S2 |
33.16 |
33.16 |
36.02 |
|
| S3 |
30.47 |
32.15 |
35.77 |
|
| S4 |
27.78 |
29.46 |
35.03 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.64 |
55.67 |
40.69 |
|
| R3 |
52.04 |
48.07 |
38.60 |
|
| R2 |
44.44 |
44.44 |
37.90 |
|
| R1 |
40.47 |
40.47 |
37.21 |
38.66 |
| PP |
36.84 |
36.84 |
36.84 |
35.93 |
| S1 |
32.87 |
32.87 |
35.81 |
31.06 |
| S2 |
29.24 |
29.24 |
35.12 |
|
| S3 |
21.64 |
25.27 |
34.42 |
|
| S4 |
14.04 |
17.67 |
32.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.80 |
33.20 |
7.60 |
20.8% |
3.63 |
9.9% |
44% |
False |
False |
276,375 |
| 10 |
50.47 |
33.20 |
17.27 |
47.3% |
3.78 |
10.4% |
19% |
False |
False |
277,537 |
| 20 |
50.47 |
33.20 |
17.27 |
47.3% |
3.99 |
10.9% |
19% |
False |
False |
219,376 |
| 40 |
57.24 |
33.20 |
24.04 |
65.8% |
4.05 |
11.1% |
14% |
False |
False |
155,471 |
| 60 |
72.86 |
33.20 |
39.66 |
108.6% |
4.27 |
11.7% |
8% |
False |
False |
111,510 |
| 80 |
108.00 |
33.20 |
74.80 |
204.9% |
4.47 |
12.2% |
4% |
False |
False |
86,544 |
| 100 |
121.18 |
33.20 |
87.98 |
241.0% |
4.41 |
12.1% |
4% |
False |
False |
70,610 |
| 120 |
129.51 |
33.20 |
96.31 |
263.8% |
4.28 |
11.7% |
3% |
False |
False |
59,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.30 |
|
2.618 |
43.91 |
|
1.618 |
41.22 |
|
1.000 |
39.56 |
|
0.618 |
38.53 |
|
HIGH |
36.87 |
|
0.618 |
35.84 |
|
0.500 |
35.53 |
|
0.382 |
35.21 |
|
LOW |
34.18 |
|
0.618 |
32.52 |
|
1.000 |
31.49 |
|
1.618 |
29.83 |
|
2.618 |
27.14 |
|
4.250 |
22.75 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
36.18 |
36.45 |
| PP |
35.85 |
36.39 |
| S1 |
35.53 |
36.33 |
|