NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
46.05 |
45.65 |
-0.40 |
-0.9% |
40.90 |
| High |
48.59 |
47.49 |
-1.10 |
-2.3% |
47.00 |
| Low |
45.25 |
41.41 |
-3.84 |
-8.5% |
39.11 |
| Close |
45.73 |
41.58 |
-4.15 |
-9.1% |
46.47 |
| Range |
3.34 |
6.08 |
2.74 |
82.0% |
7.89 |
| ATR |
4.06 |
4.21 |
0.14 |
3.5% |
0.00 |
| Volume |
269,756 |
277,496 |
7,740 |
2.9% |
1,207,382 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.73 |
57.74 |
44.92 |
|
| R3 |
55.65 |
51.66 |
43.25 |
|
| R2 |
49.57 |
49.57 |
42.69 |
|
| R1 |
45.58 |
45.58 |
42.14 |
44.54 |
| PP |
43.49 |
43.49 |
43.49 |
42.97 |
| S1 |
39.50 |
39.50 |
41.02 |
38.46 |
| S2 |
37.41 |
37.41 |
40.47 |
|
| S3 |
31.33 |
33.42 |
39.91 |
|
| S4 |
25.25 |
27.34 |
38.24 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.86 |
65.06 |
50.81 |
|
| R3 |
59.97 |
57.17 |
48.64 |
|
| R2 |
52.08 |
52.08 |
47.92 |
|
| R1 |
49.28 |
49.28 |
47.19 |
50.68 |
| PP |
44.19 |
44.19 |
44.19 |
44.90 |
| S1 |
41.39 |
41.39 |
45.75 |
42.79 |
| S2 |
36.30 |
36.30 |
45.02 |
|
| S3 |
28.41 |
33.50 |
44.30 |
|
| S4 |
20.52 |
25.61 |
42.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.59 |
40.24 |
8.35 |
20.1% |
4.78 |
11.5% |
16% |
False |
False |
299,157 |
| 10 |
48.59 |
39.11 |
9.48 |
22.8% |
4.21 |
10.1% |
26% |
False |
False |
270,399 |
| 20 |
54.74 |
39.11 |
15.63 |
37.6% |
4.26 |
10.2% |
16% |
False |
False |
184,899 |
| 40 |
58.48 |
38.00 |
20.48 |
49.3% |
4.01 |
9.6% |
17% |
False |
False |
115,792 |
| 60 |
73.54 |
38.00 |
35.54 |
85.5% |
4.10 |
9.9% |
10% |
False |
False |
83,174 |
| 80 |
99.29 |
38.00 |
61.29 |
147.4% |
4.23 |
10.2% |
6% |
False |
False |
64,906 |
| 100 |
112.40 |
38.00 |
74.40 |
178.9% |
4.32 |
10.4% |
5% |
False |
False |
53,168 |
| 120 |
123.30 |
38.00 |
85.30 |
205.1% |
4.05 |
9.7% |
4% |
False |
False |
44,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.33 |
|
2.618 |
63.41 |
|
1.618 |
57.33 |
|
1.000 |
53.57 |
|
0.618 |
51.25 |
|
HIGH |
47.49 |
|
0.618 |
45.17 |
|
0.500 |
44.45 |
|
0.382 |
43.73 |
|
LOW |
41.41 |
|
0.618 |
37.65 |
|
1.000 |
35.33 |
|
1.618 |
31.57 |
|
2.618 |
25.49 |
|
4.250 |
15.57 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
44.45 |
45.00 |
| PP |
43.49 |
43.86 |
| S1 |
42.54 |
42.72 |
|