NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
55.00 |
56.02 |
1.02 |
1.9% |
44.58 |
| High |
56.17 |
58.31 |
2.14 |
3.8% |
53.77 |
| Low |
52.66 |
55.43 |
2.77 |
5.3% |
44.08 |
| Close |
56.07 |
56.79 |
0.72 |
1.3% |
53.64 |
| Range |
3.51 |
2.88 |
-0.63 |
-17.9% |
9.69 |
| ATR |
3.63 |
3.58 |
-0.05 |
-1.5% |
0.00 |
| Volume |
8,055 |
16,780 |
8,725 |
108.3% |
36,603 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.48 |
64.02 |
58.37 |
|
| R3 |
62.60 |
61.14 |
57.58 |
|
| R2 |
59.72 |
59.72 |
57.32 |
|
| R1 |
58.26 |
58.26 |
57.05 |
58.99 |
| PP |
56.84 |
56.84 |
56.84 |
57.21 |
| S1 |
55.38 |
55.38 |
56.53 |
56.11 |
| S2 |
53.96 |
53.96 |
56.26 |
|
| S3 |
51.08 |
52.50 |
56.00 |
|
| S4 |
48.20 |
49.62 |
55.21 |
|
|
| 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 |
58.31 |
44.98 |
13.33 |
23.5% |
4.25 |
7.5% |
89% |
True |
False |
11,905 |
| 10 |
58.31 |
41.25 |
17.06 |
30.0% |
3.64 |
6.4% |
91% |
True |
False |
9,448 |
| 20 |
58.31 |
41.25 |
17.06 |
30.0% |
3.46 |
6.1% |
91% |
True |
False |
11,917 |
| 40 |
69.72 |
41.25 |
28.47 |
50.1% |
3.29 |
5.8% |
55% |
False |
False |
9,916 |
| 60 |
86.05 |
41.25 |
44.80 |
78.9% |
3.27 |
5.8% |
35% |
False |
False |
8,312 |
| 80 |
109.58 |
41.25 |
68.33 |
120.3% |
2.84 |
5.0% |
23% |
False |
False |
6,783 |
| 100 |
123.71 |
41.25 |
82.46 |
145.2% |
2.31 |
4.1% |
19% |
False |
False |
5,687 |
| 120 |
137.24 |
41.25 |
95.99 |
169.0% |
1.99 |
3.5% |
16% |
False |
False |
4,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.55 |
|
2.618 |
65.85 |
|
1.618 |
62.97 |
|
1.000 |
61.19 |
|
0.618 |
60.09 |
|
HIGH |
58.31 |
|
0.618 |
57.21 |
|
0.500 |
56.87 |
|
0.382 |
56.53 |
|
LOW |
55.43 |
|
0.618 |
53.65 |
|
1.000 |
52.55 |
|
1.618 |
50.77 |
|
2.618 |
47.89 |
|
4.250 |
43.19 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
56.87 |
55.56 |
| PP |
56.84 |
54.33 |
| S1 |
56.82 |
53.11 |
|