NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
47.64 |
47.12 |
-0.52 |
-1.1% |
49.00 |
| High |
49.12 |
47.12 |
-2.00 |
-4.1% |
49.48 |
| Low |
46.55 |
43.19 |
-3.36 |
-7.2% |
45.43 |
| Close |
47.02 |
44.25 |
-2.77 |
-5.9% |
47.02 |
| Range |
2.57 |
3.93 |
1.36 |
52.9% |
4.05 |
| ATR |
3.64 |
3.66 |
0.02 |
0.6% |
0.00 |
| Volume |
68,493 |
68,482 |
-11 |
0.0% |
286,284 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.64 |
54.38 |
46.41 |
|
| R3 |
52.71 |
50.45 |
45.33 |
|
| R2 |
48.78 |
48.78 |
44.97 |
|
| R1 |
46.52 |
46.52 |
44.61 |
45.69 |
| PP |
44.85 |
44.85 |
44.85 |
44.44 |
| S1 |
42.59 |
42.59 |
43.89 |
41.76 |
| S2 |
40.92 |
40.92 |
43.53 |
|
| S3 |
36.99 |
38.66 |
43.17 |
|
| S4 |
33.06 |
34.73 |
42.09 |
|
|
| 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 |
43.19 |
6.29 |
14.2% |
3.32 |
7.5% |
17% |
False |
True |
63,583 |
| 10 |
56.86 |
43.19 |
13.67 |
30.9% |
3.37 |
7.6% |
8% |
False |
True |
51,386 |
| 20 |
56.86 |
39.82 |
17.04 |
38.5% |
3.62 |
8.2% |
26% |
False |
False |
34,586 |
| 40 |
59.57 |
39.82 |
19.75 |
44.6% |
3.70 |
8.4% |
22% |
False |
False |
26,215 |
| 60 |
74.05 |
39.82 |
34.23 |
77.4% |
3.76 |
8.5% |
13% |
False |
False |
19,938 |
| 80 |
105.85 |
39.82 |
66.03 |
149.2% |
3.88 |
8.8% |
7% |
False |
False |
16,005 |
| 100 |
120.30 |
39.82 |
80.48 |
181.9% |
3.53 |
8.0% |
6% |
False |
False |
13,314 |
| 120 |
126.60 |
39.82 |
86.78 |
196.1% |
3.01 |
6.8% |
5% |
False |
False |
11,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.82 |
|
2.618 |
57.41 |
|
1.618 |
53.48 |
|
1.000 |
51.05 |
|
0.618 |
49.55 |
|
HIGH |
47.12 |
|
0.618 |
45.62 |
|
0.500 |
45.16 |
|
0.382 |
44.69 |
|
LOW |
43.19 |
|
0.618 |
40.76 |
|
1.000 |
39.26 |
|
1.618 |
36.83 |
|
2.618 |
32.90 |
|
4.250 |
26.49 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
45.16 |
46.34 |
| PP |
44.85 |
45.64 |
| S1 |
44.55 |
44.95 |
|