NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
50.63 |
52.44 |
1.81 |
3.6% |
42.00 |
| High |
53.10 |
54.74 |
1.64 |
3.1% |
50.45 |
| Low |
49.32 |
51.61 |
2.29 |
4.6% |
40.57 |
| Close |
52.69 |
53.13 |
0.44 |
0.8% |
50.21 |
| Range |
3.78 |
3.13 |
-0.65 |
-17.2% |
9.88 |
| ATR |
4.24 |
4.16 |
-0.08 |
-1.9% |
0.00 |
| Volume |
54,439 |
83,367 |
28,928 |
53.1% |
184,332 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.55 |
60.97 |
54.85 |
|
| R3 |
59.42 |
57.84 |
53.99 |
|
| R2 |
56.29 |
56.29 |
53.70 |
|
| R1 |
54.71 |
54.71 |
53.42 |
55.50 |
| PP |
53.16 |
53.16 |
53.16 |
53.56 |
| S1 |
51.58 |
51.58 |
52.84 |
52.37 |
| S2 |
50.03 |
50.03 |
52.56 |
|
| S3 |
46.90 |
48.45 |
52.27 |
|
| S4 |
43.77 |
45.32 |
51.41 |
|
|
| 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 |
54.74 |
40.89 |
13.85 |
26.1% |
4.67 |
8.8% |
88% |
True |
False |
61,846 |
| 10 |
54.74 |
38.00 |
16.74 |
31.5% |
4.14 |
7.8% |
90% |
True |
False |
50,933 |
| 20 |
55.30 |
38.00 |
17.30 |
32.6% |
4.06 |
7.6% |
87% |
False |
False |
54,067 |
| 40 |
68.06 |
38.00 |
30.06 |
56.6% |
3.86 |
7.3% |
50% |
False |
False |
38,297 |
| 60 |
86.05 |
38.00 |
48.05 |
90.4% |
4.24 |
8.0% |
31% |
False |
False |
29,465 |
| 80 |
111.00 |
38.00 |
73.00 |
137.4% |
4.42 |
8.3% |
21% |
False |
False |
23,886 |
| 100 |
123.30 |
38.00 |
85.30 |
160.5% |
4.17 |
7.8% |
18% |
False |
False |
19,793 |
| 120 |
133.77 |
38.00 |
95.77 |
180.3% |
3.83 |
7.2% |
16% |
False |
False |
16,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.04 |
|
2.618 |
62.93 |
|
1.618 |
59.80 |
|
1.000 |
57.87 |
|
0.618 |
56.67 |
|
HIGH |
54.74 |
|
0.618 |
53.54 |
|
0.500 |
53.18 |
|
0.382 |
52.81 |
|
LOW |
51.61 |
|
0.618 |
49.68 |
|
1.000 |
48.48 |
|
1.618 |
46.55 |
|
2.618 |
43.42 |
|
4.250 |
38.31 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
53.18 |
52.01 |
| PP |
53.16 |
50.88 |
| S1 |
53.15 |
49.76 |
|