NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
35.28 |
36.14 |
0.86 |
2.4% |
40.55 |
| High |
36.87 |
39.55 |
2.68 |
7.3% |
40.80 |
| Low |
34.18 |
32.70 |
-1.48 |
-4.3% |
33.20 |
| Close |
36.51 |
38.74 |
2.23 |
6.1% |
36.51 |
| Range |
2.69 |
6.85 |
4.16 |
154.6% |
7.60 |
| ATR |
4.05 |
4.25 |
0.20 |
4.9% |
0.00 |
| Volume |
179,925 |
97,975 |
-81,950 |
-45.5% |
1,381,877 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.55 |
54.99 |
42.51 |
|
| R3 |
50.70 |
48.14 |
40.62 |
|
| R2 |
43.85 |
43.85 |
40.00 |
|
| R1 |
41.29 |
41.29 |
39.37 |
42.57 |
| PP |
37.00 |
37.00 |
37.00 |
37.64 |
| S1 |
34.44 |
34.44 |
38.11 |
35.72 |
| S2 |
30.15 |
30.15 |
37.48 |
|
| S3 |
23.30 |
27.59 |
36.86 |
|
| S4 |
16.45 |
20.74 |
34.97 |
|
|
| 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 |
39.55 |
32.70 |
6.85 |
17.7% |
4.33 |
11.2% |
88% |
True |
True |
240,484 |
| 10 |
50.47 |
32.70 |
17.77 |
45.9% |
4.09 |
10.6% |
34% |
False |
True |
268,866 |
| 20 |
50.47 |
32.70 |
17.77 |
45.9% |
4.12 |
10.6% |
34% |
False |
True |
211,579 |
| 40 |
57.24 |
32.70 |
24.54 |
63.3% |
4.16 |
10.7% |
25% |
False |
True |
157,047 |
| 60 |
72.86 |
32.70 |
40.16 |
103.7% |
4.30 |
11.1% |
15% |
False |
True |
112,910 |
| 80 |
107.32 |
32.70 |
74.62 |
192.6% |
4.50 |
11.6% |
8% |
False |
True |
87,562 |
| 100 |
121.18 |
32.70 |
88.48 |
228.4% |
4.42 |
11.4% |
7% |
False |
True |
71,575 |
| 120 |
129.51 |
32.70 |
96.81 |
249.9% |
4.31 |
11.1% |
6% |
False |
True |
60,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.66 |
|
2.618 |
57.48 |
|
1.618 |
50.63 |
|
1.000 |
46.40 |
|
0.618 |
43.78 |
|
HIGH |
39.55 |
|
0.618 |
36.93 |
|
0.500 |
36.13 |
|
0.382 |
35.32 |
|
LOW |
32.70 |
|
0.618 |
28.47 |
|
1.000 |
25.85 |
|
1.618 |
21.62 |
|
2.618 |
14.77 |
|
4.250 |
3.59 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
37.87 |
37.87 |
| PP |
37.00 |
37.00 |
| S1 |
36.13 |
36.13 |
|