NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
47.33 |
50.63 |
3.30 |
7.0% |
42.00 |
| High |
50.45 |
53.10 |
2.65 |
5.3% |
50.45 |
| Low |
44.77 |
49.32 |
4.55 |
10.2% |
40.57 |
| Close |
50.21 |
52.69 |
2.48 |
4.9% |
50.21 |
| Range |
5.68 |
3.78 |
-1.90 |
-33.5% |
9.88 |
| ATR |
4.28 |
4.24 |
-0.04 |
-0.8% |
0.00 |
| Volume |
75,784 |
54,439 |
-21,345 |
-28.2% |
184,332 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.04 |
61.65 |
54.77 |
|
| R3 |
59.26 |
57.87 |
53.73 |
|
| R2 |
55.48 |
55.48 |
53.38 |
|
| R1 |
54.09 |
54.09 |
53.04 |
54.79 |
| PP |
51.70 |
51.70 |
51.70 |
52.05 |
| S1 |
50.31 |
50.31 |
52.34 |
51.01 |
| S2 |
47.92 |
47.92 |
52.00 |
|
| S3 |
44.14 |
46.53 |
51.65 |
|
| S4 |
40.36 |
42.75 |
50.61 |
|
|
| 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 |
53.10 |
40.57 |
12.53 |
23.8% |
4.94 |
9.4% |
97% |
True |
False |
47,754 |
| 10 |
53.10 |
38.00 |
15.10 |
28.7% |
4.06 |
7.7% |
97% |
True |
False |
48,901 |
| 20 |
55.30 |
38.00 |
17.30 |
32.8% |
4.07 |
7.7% |
85% |
False |
False |
52,048 |
| 40 |
68.06 |
38.00 |
30.06 |
57.1% |
3.90 |
7.4% |
49% |
False |
False |
36,578 |
| 60 |
89.27 |
38.00 |
51.27 |
97.3% |
4.25 |
8.1% |
29% |
False |
False |
28,257 |
| 80 |
111.00 |
38.00 |
73.00 |
138.5% |
4.42 |
8.4% |
20% |
False |
False |
22,896 |
| 100 |
123.30 |
38.00 |
85.30 |
161.9% |
4.17 |
7.9% |
17% |
False |
False |
18,980 |
| 120 |
140.01 |
38.00 |
102.01 |
193.6% |
3.84 |
7.3% |
14% |
False |
False |
16,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.17 |
|
2.618 |
63.00 |
|
1.618 |
59.22 |
|
1.000 |
56.88 |
|
0.618 |
55.44 |
|
HIGH |
53.10 |
|
0.618 |
51.66 |
|
0.500 |
51.21 |
|
0.382 |
50.76 |
|
LOW |
49.32 |
|
0.618 |
46.98 |
|
1.000 |
45.54 |
|
1.618 |
43.20 |
|
2.618 |
39.42 |
|
4.250 |
33.26 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.20 |
50.79 |
| PP |
51.70 |
48.89 |
| S1 |
51.21 |
47.00 |
|