NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
56.02 |
56.47 |
0.45 |
0.8% |
44.58 |
| High |
58.31 |
56.93 |
-1.38 |
-2.4% |
53.77 |
| Low |
55.43 |
51.87 |
-3.56 |
-6.4% |
44.08 |
| Close |
56.79 |
51.95 |
-4.84 |
-8.5% |
53.64 |
| Range |
2.88 |
5.06 |
2.18 |
75.7% |
9.69 |
| ATR |
3.58 |
3.68 |
0.11 |
3.0% |
0.00 |
| Volume |
16,780 |
17,981 |
1,201 |
7.2% |
36,603 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.76 |
65.42 |
54.73 |
|
| R3 |
63.70 |
60.36 |
53.34 |
|
| R2 |
58.64 |
58.64 |
52.88 |
|
| R1 |
55.30 |
55.30 |
52.41 |
54.44 |
| PP |
53.58 |
53.58 |
53.58 |
53.16 |
| S1 |
50.24 |
50.24 |
51.49 |
49.38 |
| S2 |
48.52 |
48.52 |
51.02 |
|
| S3 |
43.46 |
45.18 |
50.56 |
|
| S4 |
38.40 |
40.12 |
49.17 |
|
|
| 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 |
45.12 |
13.19 |
25.4% |
4.96 |
9.5% |
52% |
False |
False |
13,937 |
| 10 |
58.31 |
41.25 |
17.06 |
32.8% |
3.81 |
7.3% |
63% |
False |
False |
10,400 |
| 20 |
58.31 |
41.25 |
17.06 |
32.8% |
3.56 |
6.9% |
63% |
False |
False |
11,967 |
| 40 |
69.72 |
41.25 |
28.47 |
54.8% |
3.37 |
6.5% |
38% |
False |
False |
10,192 |
| 60 |
86.05 |
41.25 |
44.80 |
86.2% |
3.31 |
6.4% |
24% |
False |
False |
8,575 |
| 80 |
109.58 |
41.25 |
68.33 |
131.5% |
2.90 |
5.6% |
16% |
False |
False |
6,993 |
| 100 |
123.71 |
41.25 |
82.46 |
158.7% |
2.36 |
4.5% |
13% |
False |
False |
5,862 |
| 120 |
133.68 |
41.25 |
92.43 |
177.9% |
2.01 |
3.9% |
12% |
False |
False |
5,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.44 |
|
2.618 |
70.18 |
|
1.618 |
65.12 |
|
1.000 |
61.99 |
|
0.618 |
60.06 |
|
HIGH |
56.93 |
|
0.618 |
55.00 |
|
0.500 |
54.40 |
|
0.382 |
53.80 |
|
LOW |
51.87 |
|
0.618 |
48.74 |
|
1.000 |
46.81 |
|
1.618 |
43.68 |
|
2.618 |
38.62 |
|
4.250 |
30.37 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
54.40 |
55.09 |
| PP |
53.58 |
54.04 |
| S1 |
52.77 |
53.00 |
|