NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
43.55 |
45.15 |
1.60 |
3.7% |
50.63 |
| High |
45.77 |
45.92 |
0.15 |
0.3% |
54.74 |
| Low |
42.42 |
42.52 |
0.10 |
0.2% |
44.41 |
| Close |
44.77 |
44.19 |
-0.58 |
-1.3% |
46.07 |
| Range |
3.35 |
3.40 |
0.05 |
1.5% |
10.33 |
| ATR |
4.00 |
3.96 |
-0.04 |
-1.1% |
0.00 |
| Volume |
174,619 |
242,854 |
68,235 |
39.1% |
636,458 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.41 |
52.70 |
46.06 |
|
| R3 |
51.01 |
49.30 |
45.13 |
|
| R2 |
47.61 |
47.61 |
44.81 |
|
| R1 |
45.90 |
45.90 |
44.50 |
45.06 |
| PP |
44.21 |
44.21 |
44.21 |
43.79 |
| S1 |
42.50 |
42.50 |
43.88 |
41.66 |
| S2 |
40.81 |
40.81 |
43.57 |
|
| S3 |
37.41 |
39.10 |
43.26 |
|
| S4 |
34.01 |
35.70 |
42.32 |
|
|
| 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 |
48.35 |
42.42 |
5.93 |
13.4% |
3.15 |
7.1% |
30% |
False |
False |
181,105 |
| 10 |
54.74 |
40.89 |
13.85 |
31.3% |
4.32 |
9.8% |
24% |
False |
False |
135,539 |
| 20 |
54.74 |
38.00 |
16.74 |
37.9% |
3.90 |
8.8% |
37% |
False |
False |
90,587 |
| 40 |
61.11 |
38.00 |
23.11 |
52.3% |
3.88 |
8.8% |
27% |
False |
False |
63,395 |
| 60 |
77.08 |
38.00 |
39.08 |
88.4% |
4.12 |
9.3% |
16% |
False |
False |
46,676 |
| 80 |
111.00 |
38.00 |
73.00 |
165.2% |
4.36 |
9.9% |
8% |
False |
False |
37,043 |
| 100 |
121.90 |
38.00 |
83.90 |
189.9% |
4.23 |
9.6% |
7% |
False |
False |
30,567 |
| 120 |
128.22 |
38.00 |
90.22 |
204.2% |
3.92 |
8.9% |
7% |
False |
False |
25,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.37 |
|
2.618 |
54.82 |
|
1.618 |
51.42 |
|
1.000 |
49.32 |
|
0.618 |
48.02 |
|
HIGH |
45.92 |
|
0.618 |
44.62 |
|
0.500 |
44.22 |
|
0.382 |
43.82 |
|
LOW |
42.52 |
|
0.618 |
40.42 |
|
1.000 |
39.12 |
|
1.618 |
37.02 |
|
2.618 |
33.62 |
|
4.250 |
28.07 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
44.22 |
44.31 |
| PP |
44.21 |
44.27 |
| S1 |
44.20 |
44.23 |
|