NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
46.23 |
47.90 |
1.67 |
3.6% |
44.58 |
| High |
52.60 |
53.77 |
1.17 |
2.2% |
53.77 |
| Low |
45.12 |
47.90 |
2.78 |
6.2% |
44.08 |
| Close |
51.96 |
53.64 |
1.68 |
3.2% |
53.64 |
| Range |
7.48 |
5.87 |
-1.61 |
-21.5% |
9.69 |
| ATR |
3.47 |
3.64 |
0.17 |
4.9% |
0.00 |
| Volume |
10,962 |
15,909 |
4,947 |
45.1% |
36,603 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.38 |
67.38 |
56.87 |
|
| R3 |
63.51 |
61.51 |
55.25 |
|
| R2 |
57.64 |
57.64 |
54.72 |
|
| R1 |
55.64 |
55.64 |
54.18 |
56.64 |
| PP |
51.77 |
51.77 |
51.77 |
52.27 |
| S1 |
49.77 |
49.77 |
53.10 |
50.77 |
| S2 |
45.90 |
45.90 |
52.56 |
|
| S3 |
40.03 |
43.90 |
52.03 |
|
| S4 |
34.16 |
38.03 |
50.41 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.57 |
76.29 |
58.97 |
|
| R3 |
69.88 |
66.60 |
56.30 |
|
| R2 |
60.19 |
60.19 |
55.42 |
|
| R1 |
56.91 |
56.91 |
54.53 |
58.55 |
| PP |
50.50 |
50.50 |
50.50 |
51.32 |
| S1 |
47.22 |
47.22 |
52.75 |
48.86 |
| S2 |
40.81 |
40.81 |
51.86 |
|
| S3 |
31.12 |
37.53 |
50.98 |
|
| S4 |
21.43 |
27.84 |
48.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.77 |
41.80 |
11.97 |
22.3% |
3.92 |
7.3% |
99% |
True |
False |
8,557 |
| 10 |
53.77 |
41.25 |
12.52 |
23.3% |
3.56 |
6.6% |
99% |
True |
False |
10,010 |
| 20 |
57.89 |
41.25 |
16.64 |
31.0% |
3.42 |
6.4% |
74% |
False |
False |
11,988 |
| 40 |
73.88 |
41.25 |
32.63 |
60.8% |
3.35 |
6.3% |
38% |
False |
False |
9,777 |
| 60 |
89.32 |
41.25 |
48.07 |
89.6% |
3.24 |
6.0% |
26% |
False |
False |
8,016 |
| 80 |
109.58 |
41.25 |
68.33 |
127.4% |
2.77 |
5.2% |
18% |
False |
False |
6,505 |
| 100 |
123.71 |
41.25 |
82.46 |
153.7% |
2.26 |
4.2% |
15% |
False |
False |
5,453 |
| 120 |
139.45 |
41.25 |
98.20 |
183.1% |
1.94 |
3.6% |
13% |
False |
False |
4,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.72 |
|
2.618 |
69.14 |
|
1.618 |
63.27 |
|
1.000 |
59.64 |
|
0.618 |
57.40 |
|
HIGH |
53.77 |
|
0.618 |
51.53 |
|
0.500 |
50.84 |
|
0.382 |
50.14 |
|
LOW |
47.90 |
|
0.618 |
44.27 |
|
1.000 |
42.03 |
|
1.618 |
38.40 |
|
2.618 |
32.53 |
|
4.250 |
22.95 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.71 |
52.22 |
| PP |
51.77 |
50.80 |
| S1 |
50.84 |
49.38 |
|