NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
45.65 |
41.99 |
-3.66 |
-8.0% |
40.90 |
| High |
47.49 |
43.60 |
-3.89 |
-8.2% |
47.00 |
| Low |
41.41 |
40.60 |
-0.81 |
-2.0% |
39.11 |
| Close |
41.58 |
42.16 |
0.58 |
1.4% |
46.47 |
| Range |
6.08 |
3.00 |
-3.08 |
-50.7% |
7.89 |
| ATR |
4.21 |
4.12 |
-0.09 |
-2.0% |
0.00 |
| Volume |
277,496 |
308,439 |
30,943 |
11.2% |
1,207,382 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.12 |
49.64 |
43.81 |
|
| R3 |
48.12 |
46.64 |
42.99 |
|
| R2 |
45.12 |
45.12 |
42.71 |
|
| R1 |
43.64 |
43.64 |
42.44 |
44.38 |
| PP |
42.12 |
42.12 |
42.12 |
42.49 |
| S1 |
40.64 |
40.64 |
41.89 |
41.38 |
| S2 |
39.12 |
39.12 |
41.61 |
|
| S3 |
36.12 |
37.64 |
41.34 |
|
| S4 |
33.12 |
34.64 |
40.51 |
|
|
| 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 |
40.41 |
8.18 |
19.4% |
4.54 |
10.8% |
21% |
False |
False |
289,904 |
| 10 |
48.59 |
39.11 |
9.48 |
22.5% |
4.18 |
9.9% |
32% |
False |
False |
283,781 |
| 20 |
54.74 |
39.11 |
15.63 |
37.1% |
4.19 |
9.9% |
20% |
False |
False |
199,676 |
| 40 |
56.66 |
38.00 |
18.66 |
44.3% |
3.97 |
9.4% |
22% |
False |
False |
122,832 |
| 60 |
73.54 |
38.00 |
35.54 |
84.3% |
4.06 |
9.6% |
12% |
False |
False |
88,072 |
| 80 |
95.20 |
38.00 |
57.20 |
135.7% |
4.19 |
9.9% |
7% |
False |
False |
68,688 |
| 100 |
111.00 |
38.00 |
73.00 |
173.1% |
4.32 |
10.2% |
6% |
False |
False |
56,209 |
| 120 |
123.30 |
38.00 |
85.30 |
202.3% |
4.06 |
9.6% |
5% |
False |
False |
47,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.35 |
|
2.618 |
51.45 |
|
1.618 |
48.45 |
|
1.000 |
46.60 |
|
0.618 |
45.45 |
|
HIGH |
43.60 |
|
0.618 |
42.45 |
|
0.500 |
42.10 |
|
0.382 |
41.75 |
|
LOW |
40.60 |
|
0.618 |
38.75 |
|
1.000 |
37.60 |
|
1.618 |
35.75 |
|
2.618 |
32.75 |
|
4.250 |
27.85 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
42.14 |
44.60 |
| PP |
42.12 |
43.78 |
| S1 |
42.10 |
42.97 |
|