NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
41.99 |
42.22 |
0.23 |
0.5% |
40.90 |
| High |
43.60 |
42.32 |
-1.28 |
-2.9% |
47.00 |
| Low |
40.60 |
40.18 |
-0.42 |
-1.0% |
39.11 |
| Close |
42.16 |
41.44 |
-0.72 |
-1.7% |
46.47 |
| Range |
3.00 |
2.14 |
-0.86 |
-28.7% |
7.89 |
| ATR |
4.12 |
3.98 |
-0.14 |
-3.4% |
0.00 |
| Volume |
308,439 |
291,416 |
-17,023 |
-5.5% |
1,207,382 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.73 |
46.73 |
42.62 |
|
| R3 |
45.59 |
44.59 |
42.03 |
|
| R2 |
43.45 |
43.45 |
41.83 |
|
| R1 |
42.45 |
42.45 |
41.64 |
41.88 |
| PP |
41.31 |
41.31 |
41.31 |
41.03 |
| S1 |
40.31 |
40.31 |
41.24 |
39.74 |
| S2 |
39.17 |
39.17 |
41.05 |
|
| S3 |
37.03 |
38.17 |
40.85 |
|
| S4 |
34.89 |
36.03 |
40.26 |
|
|
| 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 |
40.18 |
8.41 |
20.3% |
4.03 |
9.7% |
15% |
False |
True |
292,935 |
| 10 |
48.59 |
39.11 |
9.48 |
22.9% |
4.05 |
9.8% |
25% |
False |
False |
288,638 |
| 20 |
54.74 |
39.11 |
15.63 |
37.7% |
4.19 |
10.1% |
15% |
False |
False |
212,088 |
| 40 |
55.30 |
38.00 |
17.30 |
41.7% |
3.89 |
9.4% |
20% |
False |
False |
129,798 |
| 60 |
73.54 |
38.00 |
35.54 |
85.8% |
4.01 |
9.7% |
10% |
False |
False |
92,662 |
| 80 |
91.35 |
38.00 |
53.35 |
128.7% |
4.17 |
10.1% |
6% |
False |
False |
72,216 |
| 100 |
111.00 |
38.00 |
73.00 |
176.2% |
4.31 |
10.4% |
5% |
False |
False |
59,094 |
| 120 |
123.30 |
38.00 |
85.30 |
205.8% |
4.07 |
9.8% |
4% |
False |
False |
49,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.42 |
|
2.618 |
47.92 |
|
1.618 |
45.78 |
|
1.000 |
44.46 |
|
0.618 |
43.64 |
|
HIGH |
42.32 |
|
0.618 |
41.50 |
|
0.500 |
41.25 |
|
0.382 |
41.00 |
|
LOW |
40.18 |
|
0.618 |
38.86 |
|
1.000 |
38.04 |
|
1.618 |
36.72 |
|
2.618 |
34.58 |
|
4.250 |
31.09 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
41.38 |
43.84 |
| PP |
41.31 |
43.04 |
| S1 |
41.25 |
42.24 |
|