NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
45.15 |
44.45 |
-0.70 |
-1.6% |
50.63 |
| High |
45.92 |
45.27 |
-0.65 |
-1.4% |
54.74 |
| Low |
42.52 |
40.91 |
-1.61 |
-3.8% |
44.41 |
| Close |
44.19 |
43.54 |
-0.65 |
-1.5% |
46.07 |
| Range |
3.40 |
4.36 |
0.96 |
28.2% |
10.33 |
| ATR |
3.96 |
3.99 |
0.03 |
0.7% |
0.00 |
| Volume |
242,854 |
259,288 |
16,434 |
6.8% |
636,458 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.32 |
54.29 |
45.94 |
|
| R3 |
51.96 |
49.93 |
44.74 |
|
| R2 |
47.60 |
47.60 |
44.34 |
|
| R1 |
45.57 |
45.57 |
43.94 |
44.41 |
| PP |
43.24 |
43.24 |
43.24 |
42.66 |
| S1 |
41.21 |
41.21 |
43.14 |
40.05 |
| S2 |
38.88 |
38.88 |
42.74 |
|
| S3 |
34.52 |
36.85 |
42.34 |
|
| S4 |
30.16 |
32.49 |
41.14 |
|
|
| 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 |
47.40 |
40.91 |
6.49 |
14.9% |
3.41 |
7.8% |
41% |
False |
True |
205,001 |
| 10 |
54.74 |
40.91 |
13.83 |
31.8% |
3.89 |
8.9% |
19% |
False |
True |
156,220 |
| 20 |
54.74 |
38.00 |
16.74 |
38.4% |
3.93 |
9.0% |
33% |
False |
False |
101,852 |
| 40 |
58.48 |
38.00 |
20.48 |
47.0% |
3.88 |
8.9% |
27% |
False |
False |
69,275 |
| 60 |
77.04 |
38.00 |
39.04 |
89.7% |
4.13 |
9.5% |
14% |
False |
False |
50,855 |
| 80 |
108.99 |
38.00 |
70.99 |
163.0% |
4.31 |
9.9% |
8% |
False |
False |
40,206 |
| 100 |
121.38 |
38.00 |
83.38 |
191.5% |
4.25 |
9.8% |
7% |
False |
False |
33,136 |
| 120 |
128.22 |
38.00 |
90.22 |
207.2% |
3.95 |
9.1% |
6% |
False |
False |
27,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.80 |
|
2.618 |
56.68 |
|
1.618 |
52.32 |
|
1.000 |
49.63 |
|
0.618 |
47.96 |
|
HIGH |
45.27 |
|
0.618 |
43.60 |
|
0.500 |
43.09 |
|
0.382 |
42.58 |
|
LOW |
40.91 |
|
0.618 |
38.22 |
|
1.000 |
36.55 |
|
1.618 |
33.86 |
|
2.618 |
29.50 |
|
4.250 |
22.38 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
43.39 |
43.50 |
| PP |
43.24 |
43.46 |
| S1 |
43.09 |
43.42 |
|