NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
45.66 |
43.55 |
-2.11 |
-4.6% |
50.63 |
| High |
46.20 |
45.77 |
-0.43 |
-0.9% |
54.74 |
| Low |
43.25 |
42.42 |
-0.83 |
-1.9% |
44.41 |
| Close |
43.65 |
44.77 |
1.12 |
2.6% |
46.07 |
| Range |
2.95 |
3.35 |
0.40 |
13.6% |
10.33 |
| ATR |
4.05 |
4.00 |
-0.05 |
-1.2% |
0.00 |
| Volume |
173,204 |
174,619 |
1,415 |
0.8% |
636,458 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.37 |
52.92 |
46.61 |
|
| R3 |
51.02 |
49.57 |
45.69 |
|
| R2 |
47.67 |
47.67 |
45.38 |
|
| R1 |
46.22 |
46.22 |
45.08 |
46.95 |
| PP |
44.32 |
44.32 |
44.32 |
44.68 |
| S1 |
42.87 |
42.87 |
44.46 |
43.60 |
| S2 |
40.97 |
40.97 |
44.16 |
|
| S3 |
37.62 |
39.52 |
43.85 |
|
| S4 |
34.27 |
36.17 |
42.93 |
|
|
| 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 |
53.44 |
42.42 |
11.02 |
24.6% |
3.72 |
8.3% |
21% |
False |
True |
169,295 |
| 10 |
54.74 |
40.89 |
13.85 |
30.9% |
4.20 |
9.4% |
28% |
False |
False |
115,570 |
| 20 |
55.30 |
38.00 |
17.30 |
38.6% |
4.00 |
8.9% |
39% |
False |
False |
80,950 |
| 40 |
61.28 |
38.00 |
23.28 |
52.0% |
3.86 |
8.6% |
29% |
False |
False |
57,716 |
| 60 |
77.08 |
38.00 |
39.08 |
87.3% |
4.13 |
9.2% |
17% |
False |
False |
42,892 |
| 80 |
111.00 |
38.00 |
73.00 |
163.1% |
4.38 |
9.8% |
9% |
False |
False |
34,106 |
| 100 |
123.30 |
38.00 |
85.30 |
190.5% |
4.22 |
9.4% |
8% |
False |
False |
28,164 |
| 120 |
128.22 |
38.00 |
90.22 |
201.5% |
3.91 |
8.7% |
8% |
False |
False |
23,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.01 |
|
2.618 |
54.54 |
|
1.618 |
51.19 |
|
1.000 |
49.12 |
|
0.618 |
47.84 |
|
HIGH |
45.77 |
|
0.618 |
44.49 |
|
0.500 |
44.10 |
|
0.382 |
43.70 |
|
LOW |
42.42 |
|
0.618 |
40.35 |
|
1.000 |
39.07 |
|
1.618 |
37.00 |
|
2.618 |
33.65 |
|
4.250 |
28.18 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
44.55 |
44.91 |
| PP |
44.32 |
44.86 |
| S1 |
44.10 |
44.82 |
|