NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
45.65 |
48.97 |
3.32 |
7.3% |
47.12 |
| High |
49.43 |
50.88 |
1.45 |
2.9% |
49.43 |
| Low |
44.26 |
48.00 |
3.74 |
8.5% |
43.19 |
| Close |
49.21 |
48.49 |
-0.72 |
-1.5% |
49.21 |
| Range |
5.17 |
2.88 |
-2.29 |
-44.3% |
6.24 |
| ATR |
3.72 |
3.66 |
-0.06 |
-1.6% |
0.00 |
| Volume |
120,504 |
72,179 |
-48,325 |
-40.1% |
429,812 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.76 |
56.01 |
50.07 |
|
| R3 |
54.88 |
53.13 |
49.28 |
|
| R2 |
52.00 |
52.00 |
49.02 |
|
| R1 |
50.25 |
50.25 |
48.75 |
49.69 |
| PP |
49.12 |
49.12 |
49.12 |
48.84 |
| S1 |
47.37 |
47.37 |
48.23 |
46.81 |
| S2 |
46.24 |
46.24 |
47.96 |
|
| S3 |
43.36 |
44.49 |
47.70 |
|
| S4 |
40.48 |
41.61 |
46.91 |
|
|
| 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 |
50.88 |
43.19 |
7.69 |
15.9% |
3.69 |
7.6% |
69% |
True |
False |
100,398 |
| 10 |
50.88 |
43.19 |
7.69 |
15.9% |
3.38 |
7.0% |
69% |
True |
False |
78,827 |
| 20 |
56.86 |
40.18 |
16.68 |
34.4% |
3.72 |
7.7% |
50% |
False |
False |
51,729 |
| 40 |
59.57 |
39.82 |
19.75 |
40.7% |
3.65 |
7.5% |
44% |
False |
False |
35,728 |
| 60 |
74.05 |
39.82 |
34.23 |
70.6% |
3.78 |
7.8% |
25% |
False |
False |
26,690 |
| 80 |
102.60 |
39.82 |
62.78 |
129.5% |
3.89 |
8.0% |
14% |
False |
False |
21,274 |
| 100 |
112.27 |
39.82 |
72.45 |
149.4% |
3.57 |
7.4% |
12% |
False |
False |
17,590 |
| 120 |
123.58 |
39.82 |
83.76 |
172.7% |
3.13 |
6.5% |
10% |
False |
False |
14,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.12 |
|
2.618 |
58.42 |
|
1.618 |
55.54 |
|
1.000 |
53.76 |
|
0.618 |
52.66 |
|
HIGH |
50.88 |
|
0.618 |
49.78 |
|
0.500 |
49.44 |
|
0.382 |
49.10 |
|
LOW |
48.00 |
|
0.618 |
46.22 |
|
1.000 |
45.12 |
|
1.618 |
43.34 |
|
2.618 |
40.46 |
|
4.250 |
35.76 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.44 |
48.05 |
| PP |
49.12 |
47.62 |
| S1 |
48.81 |
47.18 |
|