NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
43.36 |
40.90 |
-2.46 |
-5.7% |
45.66 |
| High |
44.48 |
43.79 |
-0.69 |
-1.6% |
46.20 |
| Low |
42.03 |
39.11 |
-2.92 |
-6.9% |
40.91 |
| Close |
42.57 |
40.84 |
-1.73 |
-4.1% |
42.57 |
| Range |
2.45 |
4.68 |
2.23 |
91.0% |
5.29 |
| ATR |
3.88 |
3.93 |
0.06 |
1.5% |
0.00 |
| Volume |
272,603 |
258,845 |
-13,758 |
-5.0% |
1,122,568 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.29 |
52.74 |
43.41 |
|
| R3 |
50.61 |
48.06 |
42.13 |
|
| R2 |
45.93 |
45.93 |
41.70 |
|
| R1 |
43.38 |
43.38 |
41.27 |
42.32 |
| PP |
41.25 |
41.25 |
41.25 |
40.71 |
| S1 |
38.70 |
38.70 |
40.41 |
37.64 |
| S2 |
36.57 |
36.57 |
39.98 |
|
| S3 |
31.89 |
34.02 |
39.55 |
|
| S4 |
27.21 |
29.34 |
38.27 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.10 |
56.12 |
45.48 |
|
| R3 |
53.81 |
50.83 |
44.02 |
|
| R2 |
48.52 |
48.52 |
43.54 |
|
| R1 |
45.54 |
45.54 |
43.05 |
44.39 |
| PP |
43.23 |
43.23 |
43.23 |
42.65 |
| S1 |
40.25 |
40.25 |
42.09 |
39.10 |
| S2 |
37.94 |
37.94 |
41.60 |
|
| S3 |
32.65 |
34.96 |
41.12 |
|
| S4 |
27.36 |
29.67 |
39.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.92 |
39.11 |
6.81 |
16.7% |
3.65 |
8.9% |
25% |
False |
True |
241,641 |
| 10 |
54.74 |
39.11 |
15.63 |
38.3% |
3.66 |
9.0% |
11% |
False |
True |
196,343 |
| 20 |
54.74 |
38.00 |
16.74 |
41.0% |
3.86 |
9.5% |
17% |
False |
False |
122,622 |
| 40 |
58.48 |
38.00 |
20.48 |
50.1% |
3.96 |
9.7% |
14% |
False |
False |
81,763 |
| 60 |
73.54 |
38.00 |
35.54 |
87.0% |
4.07 |
10.0% |
8% |
False |
False |
59,438 |
| 80 |
107.60 |
38.00 |
69.60 |
170.4% |
4.29 |
10.5% |
4% |
False |
False |
46,631 |
| 100 |
121.38 |
38.00 |
83.38 |
204.2% |
4.26 |
10.4% |
3% |
False |
False |
38,413 |
| 120 |
128.22 |
38.00 |
90.22 |
220.9% |
3.99 |
9.8% |
3% |
False |
False |
32,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.68 |
|
2.618 |
56.04 |
|
1.618 |
51.36 |
|
1.000 |
48.47 |
|
0.618 |
46.68 |
|
HIGH |
43.79 |
|
0.618 |
42.00 |
|
0.500 |
41.45 |
|
0.382 |
40.90 |
|
LOW |
39.11 |
|
0.618 |
36.22 |
|
1.000 |
34.43 |
|
1.618 |
31.54 |
|
2.618 |
26.86 |
|
4.250 |
19.22 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
41.45 |
42.19 |
| PP |
41.25 |
41.74 |
| S1 |
41.04 |
41.29 |
|