NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
40.91 |
44.21 |
3.30 |
8.1% |
45.66 |
| High |
44.43 |
45.10 |
0.67 |
1.5% |
46.20 |
| Low |
40.24 |
40.41 |
0.17 |
0.4% |
40.91 |
| Close |
43.55 |
43.67 |
0.12 |
0.3% |
42.57 |
| Range |
4.19 |
4.69 |
0.50 |
11.9% |
5.29 |
| ATR |
3.95 |
4.00 |
0.05 |
1.3% |
0.00 |
| Volume |
354,707 |
276,261 |
-78,446 |
-22.1% |
1,122,568 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.13 |
55.09 |
46.25 |
|
| R3 |
52.44 |
50.40 |
44.96 |
|
| R2 |
47.75 |
47.75 |
44.53 |
|
| R1 |
45.71 |
45.71 |
44.10 |
44.39 |
| PP |
43.06 |
43.06 |
43.06 |
42.40 |
| S1 |
41.02 |
41.02 |
43.24 |
39.70 |
| S2 |
38.37 |
38.37 |
42.81 |
|
| S3 |
33.68 |
36.33 |
42.38 |
|
| S4 |
28.99 |
31.64 |
41.09 |
|
|
| 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 |
45.27 |
39.11 |
6.16 |
14.1% |
4.07 |
9.3% |
74% |
False |
False |
284,340 |
| 10 |
48.35 |
39.11 |
9.24 |
21.2% |
3.61 |
8.3% |
49% |
False |
False |
232,723 |
| 20 |
54.74 |
38.00 |
16.74 |
38.3% |
4.00 |
9.2% |
34% |
False |
False |
148,317 |
| 40 |
58.48 |
38.00 |
20.48 |
46.9% |
4.00 |
9.2% |
28% |
False |
False |
96,249 |
| 60 |
73.54 |
38.00 |
35.54 |
81.4% |
4.06 |
9.3% |
16% |
False |
False |
69,485 |
| 80 |
106.03 |
38.00 |
68.03 |
155.8% |
4.31 |
9.9% |
8% |
False |
False |
54,323 |
| 100 |
119.70 |
38.00 |
81.70 |
187.1% |
4.28 |
9.8% |
7% |
False |
False |
44,650 |
| 120 |
127.94 |
38.00 |
89.94 |
206.0% |
4.00 |
9.2% |
6% |
False |
False |
37,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.03 |
|
2.618 |
57.38 |
|
1.618 |
52.69 |
|
1.000 |
49.79 |
|
0.618 |
48.00 |
|
HIGH |
45.10 |
|
0.618 |
43.31 |
|
0.500 |
42.76 |
|
0.382 |
42.20 |
|
LOW |
40.41 |
|
0.618 |
37.51 |
|
1.000 |
35.72 |
|
1.618 |
32.82 |
|
2.618 |
28.13 |
|
4.250 |
20.48 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
43.37 |
43.15 |
| PP |
43.06 |
42.63 |
| S1 |
42.76 |
42.11 |
|