NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
47.19 |
48.40 |
1.21 |
2.6% |
53.67 |
| High |
49.17 |
49.37 |
0.20 |
0.4% |
56.86 |
| Low |
45.88 |
46.60 |
0.72 |
1.6% |
47.50 |
| Close |
48.37 |
48.28 |
-0.09 |
-0.2% |
49.11 |
| Range |
3.29 |
2.77 |
-0.52 |
-15.8% |
9.36 |
| ATR |
3.77 |
3.70 |
-0.07 |
-1.9% |
0.00 |
| Volume |
47,894 |
54,767 |
6,873 |
14.4% |
171,343 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.39 |
55.11 |
49.80 |
|
| R3 |
53.62 |
52.34 |
49.04 |
|
| R2 |
50.85 |
50.85 |
48.79 |
|
| R1 |
49.57 |
49.57 |
48.53 |
48.83 |
| PP |
48.08 |
48.08 |
48.08 |
47.71 |
| S1 |
46.80 |
46.80 |
48.03 |
46.06 |
| S2 |
45.31 |
45.31 |
47.77 |
|
| S3 |
42.54 |
44.03 |
47.52 |
|
| S4 |
39.77 |
41.26 |
46.76 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.24 |
73.53 |
54.26 |
|
| R3 |
69.88 |
64.17 |
51.68 |
|
| R2 |
60.52 |
60.52 |
50.83 |
|
| R1 |
54.81 |
54.81 |
49.97 |
52.99 |
| PP |
51.16 |
51.16 |
51.16 |
50.24 |
| S1 |
45.45 |
45.45 |
48.25 |
43.63 |
| S2 |
41.80 |
41.80 |
47.39 |
|
| S3 |
32.44 |
36.09 |
46.54 |
|
| S4 |
23.08 |
26.73 |
43.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.04 |
45.88 |
5.16 |
10.7% |
2.86 |
5.9% |
47% |
False |
False |
46,929 |
| 10 |
56.86 |
43.15 |
13.71 |
28.4% |
4.10 |
8.5% |
37% |
False |
False |
35,294 |
| 20 |
56.86 |
39.82 |
17.04 |
35.3% |
3.66 |
7.6% |
50% |
False |
False |
27,009 |
| 40 |
61.77 |
39.82 |
21.95 |
45.5% |
3.62 |
7.5% |
39% |
False |
False |
21,375 |
| 60 |
77.63 |
39.82 |
37.81 |
78.3% |
3.81 |
7.9% |
22% |
False |
False |
16,552 |
| 80 |
111.15 |
39.82 |
71.33 |
147.7% |
3.87 |
8.0% |
12% |
False |
False |
13,488 |
| 100 |
121.19 |
39.82 |
81.37 |
168.5% |
3.44 |
7.1% |
10% |
False |
False |
11,185 |
| 120 |
126.96 |
39.82 |
87.14 |
180.5% |
2.94 |
6.1% |
10% |
False |
False |
9,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.14 |
|
2.618 |
56.62 |
|
1.618 |
53.85 |
|
1.000 |
52.14 |
|
0.618 |
51.08 |
|
HIGH |
49.37 |
|
0.618 |
48.31 |
|
0.500 |
47.99 |
|
0.382 |
47.66 |
|
LOW |
46.60 |
|
0.618 |
44.89 |
|
1.000 |
43.83 |
|
1.618 |
42.12 |
|
2.618 |
39.35 |
|
4.250 |
34.83 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.18 |
48.06 |
| PP |
48.08 |
47.84 |
| S1 |
47.99 |
47.63 |
|