NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
47.30 |
47.21 |
-0.09 |
-0.2% |
50.63 |
| High |
48.35 |
47.40 |
-0.95 |
-2.0% |
54.74 |
| Low |
45.28 |
44.41 |
-0.87 |
-1.9% |
44.41 |
| Close |
46.51 |
46.07 |
-0.44 |
-0.9% |
46.07 |
| Range |
3.07 |
2.99 |
-0.08 |
-2.6% |
10.33 |
| ATR |
4.22 |
4.13 |
-0.09 |
-2.1% |
0.00 |
| Volume |
139,807 |
175,043 |
35,236 |
25.2% |
636,458 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.93 |
53.49 |
47.71 |
|
| R3 |
51.94 |
50.50 |
46.89 |
|
| R2 |
48.95 |
48.95 |
46.62 |
|
| R1 |
47.51 |
47.51 |
46.34 |
46.74 |
| PP |
45.96 |
45.96 |
45.96 |
45.57 |
| S1 |
44.52 |
44.52 |
45.80 |
43.75 |
| S2 |
42.97 |
42.97 |
45.52 |
|
| S3 |
39.98 |
41.53 |
45.25 |
|
| S4 |
36.99 |
38.54 |
44.43 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.40 |
73.06 |
51.75 |
|
| R3 |
69.07 |
62.73 |
48.91 |
|
| R2 |
58.74 |
58.74 |
47.96 |
|
| R1 |
52.40 |
52.40 |
47.02 |
50.41 |
| PP |
48.41 |
48.41 |
48.41 |
47.41 |
| S1 |
42.07 |
42.07 |
45.12 |
40.08 |
| S2 |
38.08 |
38.08 |
44.18 |
|
| S3 |
27.75 |
31.74 |
43.23 |
|
| S4 |
17.42 |
21.41 |
40.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.74 |
44.41 |
10.33 |
22.4% |
3.84 |
8.3% |
16% |
False |
True |
127,291 |
| 10 |
54.74 |
38.41 |
16.33 |
35.4% |
4.26 |
9.2% |
47% |
False |
False |
85,242 |
| 20 |
55.30 |
38.00 |
17.30 |
37.6% |
4.17 |
9.1% |
47% |
False |
False |
70,433 |
| 40 |
62.21 |
38.00 |
24.21 |
52.6% |
3.91 |
8.5% |
33% |
False |
False |
49,603 |
| 60 |
80.40 |
38.00 |
42.40 |
92.0% |
4.19 |
9.1% |
19% |
False |
False |
37,369 |
| 80 |
111.00 |
38.00 |
73.00 |
158.5% |
4.43 |
9.6% |
11% |
False |
False |
29,936 |
| 100 |
123.30 |
38.00 |
85.30 |
185.2% |
4.22 |
9.2% |
9% |
False |
False |
24,715 |
| 120 |
132.00 |
38.00 |
94.00 |
204.0% |
3.91 |
8.5% |
9% |
False |
False |
20,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.11 |
|
2.618 |
55.23 |
|
1.618 |
52.24 |
|
1.000 |
50.39 |
|
0.618 |
49.25 |
|
HIGH |
47.40 |
|
0.618 |
46.26 |
|
0.500 |
45.91 |
|
0.382 |
45.55 |
|
LOW |
44.41 |
|
0.618 |
42.56 |
|
1.000 |
41.42 |
|
1.618 |
39.57 |
|
2.618 |
36.58 |
|
4.250 |
31.70 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
46.02 |
48.93 |
| PP |
45.96 |
47.97 |
| S1 |
45.91 |
47.02 |
|