NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
52.80 |
47.30 |
-5.50 |
-10.4% |
42.00 |
| High |
53.44 |
48.35 |
-5.09 |
-9.5% |
50.45 |
| Low |
47.22 |
45.28 |
-1.94 |
-4.1% |
40.57 |
| Close |
47.39 |
46.51 |
-0.88 |
-1.9% |
50.21 |
| Range |
6.22 |
3.07 |
-3.15 |
-50.6% |
9.88 |
| ATR |
4.31 |
4.22 |
-0.09 |
-2.1% |
0.00 |
| Volume |
183,802 |
139,807 |
-43,995 |
-23.9% |
184,332 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.92 |
54.29 |
48.20 |
|
| R3 |
52.85 |
51.22 |
47.35 |
|
| R2 |
49.78 |
49.78 |
47.07 |
|
| R1 |
48.15 |
48.15 |
46.79 |
47.43 |
| PP |
46.71 |
46.71 |
46.71 |
46.36 |
| S1 |
45.08 |
45.08 |
46.23 |
44.36 |
| S2 |
43.64 |
43.64 |
45.95 |
|
| S3 |
40.57 |
42.01 |
45.67 |
|
| S4 |
37.50 |
38.94 |
44.82 |
|
|
| 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 |
44.77 |
9.97 |
21.4% |
4.38 |
9.4% |
17% |
False |
False |
107,439 |
| 10 |
54.74 |
38.00 |
16.74 |
36.0% |
4.42 |
9.5% |
51% |
False |
False |
72,744 |
| 20 |
55.30 |
38.00 |
17.30 |
37.2% |
4.22 |
9.1% |
49% |
False |
False |
64,024 |
| 40 |
63.58 |
38.00 |
25.58 |
55.0% |
3.90 |
8.4% |
33% |
False |
False |
45,658 |
| 60 |
86.05 |
38.00 |
48.05 |
103.3% |
4.24 |
9.1% |
18% |
False |
False |
34,568 |
| 80 |
111.00 |
38.00 |
73.00 |
157.0% |
4.43 |
9.5% |
12% |
False |
False |
27,820 |
| 100 |
123.30 |
38.00 |
85.30 |
183.4% |
4.21 |
9.1% |
10% |
False |
False |
22,984 |
| 120 |
133.67 |
38.00 |
95.67 |
205.7% |
3.88 |
8.3% |
9% |
False |
False |
19,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.40 |
|
2.618 |
56.39 |
|
1.618 |
53.32 |
|
1.000 |
51.42 |
|
0.618 |
50.25 |
|
HIGH |
48.35 |
|
0.618 |
47.18 |
|
0.500 |
46.82 |
|
0.382 |
46.45 |
|
LOW |
45.28 |
|
0.618 |
43.38 |
|
1.000 |
42.21 |
|
1.618 |
40.31 |
|
2.618 |
37.24 |
|
4.250 |
32.23 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
46.82 |
50.01 |
| PP |
46.71 |
48.84 |
| S1 |
46.61 |
47.68 |
|