NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
52.44 |
52.80 |
0.36 |
0.7% |
42.00 |
| High |
54.74 |
53.44 |
-1.30 |
-2.4% |
50.45 |
| Low |
51.61 |
47.22 |
-4.39 |
-8.5% |
40.57 |
| Close |
53.13 |
47.39 |
-5.74 |
-10.8% |
50.21 |
| Range |
3.13 |
6.22 |
3.09 |
98.7% |
9.88 |
| ATR |
4.16 |
4.31 |
0.15 |
3.5% |
0.00 |
| Volume |
83,367 |
183,802 |
100,435 |
120.5% |
184,332 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.01 |
63.92 |
50.81 |
|
| R3 |
61.79 |
57.70 |
49.10 |
|
| R2 |
55.57 |
55.57 |
48.53 |
|
| R1 |
51.48 |
51.48 |
47.96 |
50.42 |
| PP |
49.35 |
49.35 |
49.35 |
48.82 |
| S1 |
45.26 |
45.26 |
46.82 |
44.20 |
| S2 |
43.13 |
43.13 |
46.25 |
|
| S3 |
36.91 |
39.04 |
45.68 |
|
| S4 |
30.69 |
32.82 |
43.97 |
|
|
| 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 |
29.2% |
5.49 |
11.6% |
47% |
False |
False |
89,973 |
| 10 |
54.74 |
38.00 |
16.74 |
35.3% |
4.40 |
9.3% |
56% |
False |
False |
63,911 |
| 20 |
55.30 |
38.00 |
17.30 |
36.5% |
4.19 |
8.9% |
54% |
False |
False |
60,222 |
| 40 |
68.06 |
38.00 |
30.06 |
63.4% |
3.96 |
8.4% |
31% |
False |
False |
42,465 |
| 60 |
86.05 |
38.00 |
48.05 |
101.4% |
4.23 |
8.9% |
20% |
False |
False |
32,443 |
| 80 |
111.00 |
38.00 |
73.00 |
154.0% |
4.48 |
9.4% |
13% |
False |
False |
26,116 |
| 100 |
123.30 |
38.00 |
85.30 |
180.0% |
4.21 |
8.9% |
11% |
False |
False |
21,617 |
| 120 |
133.67 |
38.00 |
95.67 |
201.9% |
3.87 |
8.2% |
10% |
False |
False |
18,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.88 |
|
2.618 |
69.72 |
|
1.618 |
63.50 |
|
1.000 |
59.66 |
|
0.618 |
57.28 |
|
HIGH |
53.44 |
|
0.618 |
51.06 |
|
0.500 |
50.33 |
|
0.382 |
49.60 |
|
LOW |
47.22 |
|
0.618 |
43.38 |
|
1.000 |
41.00 |
|
1.618 |
37.16 |
|
2.618 |
30.94 |
|
4.250 |
20.79 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.33 |
50.98 |
| PP |
49.35 |
49.78 |
| S1 |
48.37 |
48.59 |
|