NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
45.40 |
46.06 |
0.66 |
1.5% |
47.12 |
| High |
47.47 |
46.68 |
-0.79 |
-1.7% |
49.43 |
| Low |
44.55 |
44.56 |
0.01 |
0.0% |
43.19 |
| Close |
46.07 |
46.04 |
-0.03 |
-0.1% |
49.21 |
| Range |
2.92 |
2.12 |
-0.80 |
-27.4% |
6.24 |
| ATR |
3.70 |
3.59 |
-0.11 |
-3.1% |
0.00 |
| Volume |
116,304 |
95,034 |
-21,270 |
-18.3% |
429,812 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.12 |
51.20 |
47.21 |
|
| R3 |
50.00 |
49.08 |
46.62 |
|
| R2 |
47.88 |
47.88 |
46.43 |
|
| R1 |
46.96 |
46.96 |
46.23 |
46.36 |
| PP |
45.76 |
45.76 |
45.76 |
45.46 |
| S1 |
44.84 |
44.84 |
45.85 |
44.24 |
| S2 |
43.64 |
43.64 |
45.65 |
|
| S3 |
41.52 |
42.72 |
45.46 |
|
| S4 |
39.40 |
40.60 |
44.87 |
|
|
| 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 |
44.26 |
6.62 |
14.4% |
3.64 |
7.9% |
27% |
False |
False |
97,986 |
| 10 |
50.88 |
43.19 |
7.69 |
16.7% |
3.52 |
7.7% |
37% |
False |
False |
94,601 |
| 20 |
56.86 |
43.15 |
13.71 |
29.8% |
3.81 |
8.3% |
21% |
False |
False |
64,948 |
| 40 |
56.96 |
39.82 |
17.14 |
37.2% |
3.58 |
7.8% |
36% |
False |
False |
42,404 |
| 60 |
74.05 |
39.82 |
34.23 |
74.3% |
3.70 |
8.0% |
18% |
False |
False |
31,223 |
| 80 |
91.65 |
39.82 |
51.83 |
112.6% |
3.83 |
8.3% |
12% |
False |
False |
24,838 |
| 100 |
111.15 |
39.82 |
71.33 |
154.9% |
3.64 |
7.9% |
9% |
False |
False |
20,496 |
| 120 |
123.58 |
39.82 |
83.76 |
181.9% |
3.21 |
7.0% |
7% |
False |
False |
17,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.69 |
|
2.618 |
52.23 |
|
1.618 |
50.11 |
|
1.000 |
48.80 |
|
0.618 |
47.99 |
|
HIGH |
46.68 |
|
0.618 |
45.87 |
|
0.500 |
45.62 |
|
0.382 |
45.37 |
|
LOW |
44.56 |
|
0.618 |
43.25 |
|
1.000 |
42.44 |
|
1.618 |
41.13 |
|
2.618 |
39.01 |
|
4.250 |
35.55 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
45.90 |
47.20 |
| PP |
45.76 |
46.81 |
| S1 |
45.62 |
46.43 |
|