NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
48.97 |
48.45 |
-0.52 |
-1.1% |
47.12 |
| High |
50.88 |
49.85 |
-1.03 |
-2.0% |
49.43 |
| Low |
48.00 |
44.74 |
-3.26 |
-6.8% |
43.19 |
| Close |
48.49 |
44.90 |
-3.59 |
-7.4% |
49.21 |
| Range |
2.88 |
5.11 |
2.23 |
77.4% |
6.24 |
| ATR |
3.66 |
3.76 |
0.10 |
2.8% |
0.00 |
| Volume |
72,179 |
85,911 |
13,732 |
19.0% |
429,812 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.83 |
58.47 |
47.71 |
|
| R3 |
56.72 |
53.36 |
46.31 |
|
| R2 |
51.61 |
51.61 |
45.84 |
|
| R1 |
48.25 |
48.25 |
45.37 |
47.38 |
| PP |
46.50 |
46.50 |
46.50 |
46.06 |
| S1 |
43.14 |
43.14 |
44.43 |
42.27 |
| S2 |
41.39 |
41.39 |
43.96 |
|
| S3 |
36.28 |
38.03 |
43.49 |
|
| S4 |
31.17 |
32.92 |
42.09 |
|
|
| 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 |
43.35 |
7.53 |
16.8% |
3.93 |
8.8% |
21% |
False |
False |
103,884 |
| 10 |
50.88 |
43.19 |
7.69 |
17.1% |
3.63 |
8.1% |
22% |
False |
False |
83,733 |
| 20 |
56.86 |
42.45 |
14.41 |
32.1% |
3.85 |
8.6% |
17% |
False |
False |
55,321 |
| 40 |
59.57 |
39.82 |
19.75 |
44.0% |
3.67 |
8.2% |
26% |
False |
False |
37,541 |
| 60 |
74.05 |
39.82 |
34.23 |
76.2% |
3.79 |
8.4% |
15% |
False |
False |
28,017 |
| 80 |
99.14 |
39.82 |
59.32 |
132.1% |
3.87 |
8.6% |
9% |
False |
False |
22,283 |
| 100 |
112.27 |
39.82 |
72.45 |
161.4% |
3.61 |
8.0% |
7% |
False |
False |
18,410 |
| 120 |
123.58 |
39.82 |
83.76 |
186.5% |
3.17 |
7.1% |
6% |
False |
False |
15,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.57 |
|
2.618 |
63.23 |
|
1.618 |
58.12 |
|
1.000 |
54.96 |
|
0.618 |
53.01 |
|
HIGH |
49.85 |
|
0.618 |
47.90 |
|
0.500 |
47.30 |
|
0.382 |
46.69 |
|
LOW |
44.74 |
|
0.618 |
41.58 |
|
1.000 |
39.63 |
|
1.618 |
36.47 |
|
2.618 |
31.36 |
|
4.250 |
23.02 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.30 |
47.57 |
| PP |
46.50 |
46.68 |
| S1 |
45.70 |
45.79 |
|