NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
45.95 |
45.65 |
-0.30 |
-0.7% |
47.12 |
| High |
46.94 |
49.43 |
2.49 |
5.3% |
49.43 |
| Low |
43.48 |
44.26 |
0.78 |
1.8% |
43.19 |
| Close |
45.83 |
49.21 |
3.38 |
7.4% |
49.21 |
| Range |
3.46 |
5.17 |
1.71 |
49.4% |
6.24 |
| ATR |
3.61 |
3.72 |
0.11 |
3.1% |
0.00 |
| Volume |
107,141 |
120,504 |
13,363 |
12.5% |
429,812 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.14 |
61.35 |
52.05 |
|
| R3 |
57.97 |
56.18 |
50.63 |
|
| R2 |
52.80 |
52.80 |
50.16 |
|
| R1 |
51.01 |
51.01 |
49.68 |
51.91 |
| PP |
47.63 |
47.63 |
47.63 |
48.08 |
| S1 |
45.84 |
45.84 |
48.74 |
46.74 |
| S2 |
42.46 |
42.46 |
48.26 |
|
| S3 |
37.29 |
40.67 |
47.79 |
|
| S4 |
32.12 |
35.50 |
46.37 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.00 |
63.84 |
52.64 |
|
| R3 |
59.76 |
57.60 |
50.93 |
|
| R2 |
53.52 |
53.52 |
50.35 |
|
| R1 |
51.36 |
51.36 |
49.78 |
52.44 |
| PP |
47.28 |
47.28 |
47.28 |
47.82 |
| S1 |
45.12 |
45.12 |
48.64 |
46.20 |
| S2 |
41.04 |
41.04 |
48.07 |
|
| S3 |
34.80 |
38.88 |
47.49 |
|
| S4 |
28.56 |
32.64 |
45.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.43 |
43.19 |
6.24 |
12.7% |
3.63 |
7.4% |
96% |
True |
False |
99,661 |
| 10 |
50.28 |
43.19 |
7.09 |
14.4% |
3.37 |
6.8% |
85% |
False |
False |
75,883 |
| 20 |
56.86 |
39.82 |
17.04 |
34.6% |
3.80 |
7.7% |
55% |
False |
False |
49,146 |
| 40 |
59.57 |
39.82 |
19.75 |
40.1% |
3.66 |
7.4% |
48% |
False |
False |
34,160 |
| 60 |
74.05 |
39.82 |
34.23 |
69.6% |
3.78 |
7.7% |
27% |
False |
False |
25,556 |
| 80 |
102.60 |
39.82 |
62.78 |
127.6% |
3.93 |
8.0% |
15% |
False |
False |
20,399 |
| 100 |
112.91 |
39.82 |
73.09 |
148.5% |
3.59 |
7.3% |
13% |
False |
False |
16,890 |
| 120 |
123.58 |
39.82 |
83.76 |
170.2% |
3.11 |
6.3% |
11% |
False |
False |
14,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.40 |
|
2.618 |
62.97 |
|
1.618 |
57.80 |
|
1.000 |
54.60 |
|
0.618 |
52.63 |
|
HIGH |
49.43 |
|
0.618 |
47.46 |
|
0.500 |
46.85 |
|
0.382 |
46.23 |
|
LOW |
44.26 |
|
0.618 |
41.06 |
|
1.000 |
39.09 |
|
1.618 |
35.89 |
|
2.618 |
30.72 |
|
4.250 |
22.29 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.42 |
48.27 |
| PP |
47.63 |
47.33 |
| S1 |
46.85 |
46.39 |
|