NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
48.51 |
47.64 |
-0.87 |
-1.8% |
49.00 |
| High |
49.48 |
49.12 |
-0.36 |
-0.7% |
49.48 |
| Low |
45.43 |
46.55 |
1.12 |
2.5% |
45.43 |
| Close |
48.11 |
47.02 |
-1.09 |
-2.3% |
47.02 |
| Range |
4.05 |
2.57 |
-1.48 |
-36.5% |
4.05 |
| ATR |
3.73 |
3.64 |
-0.08 |
-2.2% |
0.00 |
| Volume |
78,281 |
68,493 |
-9,788 |
-12.5% |
286,284 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.27 |
53.72 |
48.43 |
|
| R3 |
52.70 |
51.15 |
47.73 |
|
| R2 |
50.13 |
50.13 |
47.49 |
|
| R1 |
48.58 |
48.58 |
47.26 |
48.07 |
| PP |
47.56 |
47.56 |
47.56 |
47.31 |
| S1 |
46.01 |
46.01 |
46.78 |
45.50 |
| S2 |
44.99 |
44.99 |
46.55 |
|
| S3 |
42.42 |
43.44 |
46.31 |
|
| S4 |
39.85 |
40.87 |
45.61 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.46 |
57.29 |
49.25 |
|
| R3 |
55.41 |
53.24 |
48.13 |
|
| R2 |
51.36 |
51.36 |
47.76 |
|
| R1 |
49.19 |
49.19 |
47.39 |
48.25 |
| PP |
47.31 |
47.31 |
47.31 |
46.84 |
| S1 |
45.14 |
45.14 |
46.65 |
44.20 |
| S2 |
43.26 |
43.26 |
46.28 |
|
| S3 |
39.21 |
41.09 |
45.91 |
|
| S4 |
35.16 |
37.04 |
44.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.48 |
45.43 |
4.05 |
8.6% |
3.07 |
6.5% |
39% |
False |
False |
57,256 |
| 10 |
56.86 |
45.43 |
11.43 |
24.3% |
3.35 |
7.1% |
14% |
False |
False |
45,762 |
| 20 |
56.86 |
39.82 |
17.04 |
36.2% |
3.61 |
7.7% |
42% |
False |
False |
32,608 |
| 40 |
59.57 |
39.82 |
19.75 |
42.0% |
3.64 |
7.7% |
36% |
False |
False |
24,676 |
| 60 |
74.05 |
39.82 |
34.23 |
72.8% |
3.78 |
8.0% |
21% |
False |
False |
18,865 |
| 80 |
106.70 |
39.82 |
66.88 |
142.2% |
3.85 |
8.2% |
11% |
False |
False |
15,191 |
| 100 |
120.30 |
39.82 |
80.48 |
171.2% |
3.50 |
7.4% |
9% |
False |
False |
12,633 |
| 120 |
126.60 |
39.82 |
86.78 |
184.6% |
2.98 |
6.3% |
8% |
False |
False |
10,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.04 |
|
2.618 |
55.85 |
|
1.618 |
53.28 |
|
1.000 |
51.69 |
|
0.618 |
50.71 |
|
HIGH |
49.12 |
|
0.618 |
48.14 |
|
0.500 |
47.84 |
|
0.382 |
47.53 |
|
LOW |
46.55 |
|
0.618 |
44.96 |
|
1.000 |
43.98 |
|
1.618 |
42.39 |
|
2.618 |
39.82 |
|
4.250 |
35.63 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.84 |
47.46 |
| PP |
47.56 |
47.31 |
| S1 |
47.29 |
47.17 |
|