NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
43.09 |
47.33 |
4.24 |
9.8% |
42.00 |
| High |
49.55 |
50.45 |
0.90 |
1.8% |
50.45 |
| Low |
40.89 |
44.77 |
3.88 |
9.5% |
40.57 |
| Close |
48.59 |
50.21 |
1.62 |
3.3% |
50.21 |
| Range |
8.66 |
5.68 |
-2.98 |
-34.4% |
9.88 |
| ATR |
4.17 |
4.28 |
0.11 |
2.6% |
0.00 |
| Volume |
52,477 |
75,784 |
23,307 |
44.4% |
184,332 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.52 |
63.54 |
53.33 |
|
| R3 |
59.84 |
57.86 |
51.77 |
|
| R2 |
54.16 |
54.16 |
51.25 |
|
| R1 |
52.18 |
52.18 |
50.73 |
53.17 |
| PP |
48.48 |
48.48 |
48.48 |
48.97 |
| S1 |
46.50 |
46.50 |
49.69 |
47.49 |
| S2 |
42.80 |
42.80 |
49.17 |
|
| S3 |
37.12 |
40.82 |
48.65 |
|
| S4 |
31.44 |
35.14 |
47.09 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.72 |
73.34 |
55.64 |
|
| R3 |
66.84 |
63.46 |
52.93 |
|
| R2 |
56.96 |
56.96 |
52.02 |
|
| R1 |
53.58 |
53.58 |
51.12 |
55.27 |
| PP |
47.08 |
47.08 |
47.08 |
47.92 |
| S1 |
43.70 |
43.70 |
49.30 |
45.39 |
| S2 |
37.20 |
37.20 |
48.40 |
|
| S3 |
27.32 |
33.82 |
47.49 |
|
| S4 |
17.44 |
23.94 |
44.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.45 |
38.41 |
12.04 |
24.0% |
4.67 |
9.3% |
98% |
True |
False |
43,193 |
| 10 |
50.45 |
38.00 |
12.45 |
24.8% |
4.11 |
8.2% |
98% |
True |
False |
50,572 |
| 20 |
55.30 |
38.00 |
17.30 |
34.5% |
4.07 |
8.1% |
71% |
False |
False |
51,118 |
| 40 |
72.00 |
38.00 |
34.00 |
67.7% |
3.92 |
7.8% |
36% |
False |
False |
35,588 |
| 60 |
89.27 |
38.00 |
51.27 |
102.1% |
4.25 |
8.5% |
24% |
False |
False |
27,492 |
| 80 |
111.00 |
38.00 |
73.00 |
145.4% |
4.42 |
8.8% |
17% |
False |
False |
22,335 |
| 100 |
123.30 |
38.00 |
85.30 |
169.9% |
4.16 |
8.3% |
14% |
False |
False |
18,445 |
| 120 |
147.14 |
38.00 |
109.14 |
217.4% |
3.86 |
7.7% |
11% |
False |
False |
15,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.59 |
|
2.618 |
65.32 |
|
1.618 |
59.64 |
|
1.000 |
56.13 |
|
0.618 |
53.96 |
|
HIGH |
50.45 |
|
0.618 |
48.28 |
|
0.500 |
47.61 |
|
0.382 |
46.94 |
|
LOW |
44.77 |
|
0.618 |
41.26 |
|
1.000 |
39.09 |
|
1.618 |
35.58 |
|
2.618 |
29.90 |
|
4.250 |
20.63 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.34 |
48.70 |
| PP |
48.48 |
47.18 |
| S1 |
47.61 |
45.67 |
|