NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
47.90 |
55.00 |
7.10 |
14.8% |
44.58 |
| High |
53.77 |
56.17 |
2.40 |
4.5% |
53.77 |
| Low |
47.90 |
52.66 |
4.76 |
9.9% |
44.08 |
| Close |
53.64 |
56.07 |
2.43 |
4.5% |
53.64 |
| Range |
5.87 |
3.51 |
-2.36 |
-40.2% |
9.69 |
| ATR |
3.64 |
3.63 |
-0.01 |
-0.3% |
0.00 |
| Volume |
15,909 |
8,055 |
-7,854 |
-49.4% |
36,603 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.50 |
64.29 |
58.00 |
|
| R3 |
61.99 |
60.78 |
57.04 |
|
| R2 |
58.48 |
58.48 |
56.71 |
|
| R1 |
57.27 |
57.27 |
56.39 |
57.88 |
| PP |
54.97 |
54.97 |
54.97 |
55.27 |
| S1 |
53.76 |
53.76 |
55.75 |
54.37 |
| S2 |
51.46 |
51.46 |
55.43 |
|
| S3 |
47.95 |
50.25 |
55.10 |
|
| S4 |
44.44 |
46.74 |
54.14 |
|
|
| 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 |
56.17 |
44.08 |
12.09 |
21.6% |
4.23 |
7.5% |
99% |
True |
False |
8,931 |
| 10 |
56.17 |
41.25 |
14.92 |
26.6% |
3.55 |
6.3% |
99% |
True |
False |
9,302 |
| 20 |
57.89 |
41.25 |
16.64 |
29.7% |
3.44 |
6.1% |
89% |
False |
False |
11,899 |
| 40 |
69.72 |
41.25 |
28.47 |
50.8% |
3.33 |
5.9% |
52% |
False |
False |
9,756 |
| 60 |
89.02 |
41.25 |
47.77 |
85.2% |
3.25 |
5.8% |
31% |
False |
False |
8,100 |
| 80 |
109.58 |
41.25 |
68.33 |
121.9% |
2.80 |
5.0% |
22% |
False |
False |
6,587 |
| 100 |
123.71 |
41.25 |
82.46 |
147.1% |
2.29 |
4.1% |
18% |
False |
False |
5,526 |
| 120 |
137.24 |
41.25 |
95.99 |
171.2% |
1.97 |
3.5% |
15% |
False |
False |
4,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.09 |
|
2.618 |
65.36 |
|
1.618 |
61.85 |
|
1.000 |
59.68 |
|
0.618 |
58.34 |
|
HIGH |
56.17 |
|
0.618 |
54.83 |
|
0.500 |
54.42 |
|
0.382 |
54.00 |
|
LOW |
52.66 |
|
0.618 |
50.49 |
|
1.000 |
49.15 |
|
1.618 |
46.98 |
|
2.618 |
43.47 |
|
4.250 |
37.74 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
55.52 |
54.26 |
| PP |
54.97 |
52.45 |
| S1 |
54.42 |
50.65 |
|