NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
56.47 |
51.85 |
-4.62 |
-8.2% |
44.58 |
| High |
56.93 |
52.76 |
-4.17 |
-7.3% |
53.77 |
| Low |
51.87 |
50.29 |
-1.58 |
-3.0% |
44.08 |
| Close |
51.95 |
51.43 |
-0.52 |
-1.0% |
53.64 |
| Range |
5.06 |
2.47 |
-2.59 |
-51.2% |
9.69 |
| ATR |
3.68 |
3.60 |
-0.09 |
-2.4% |
0.00 |
| Volume |
17,981 |
25,536 |
7,555 |
42.0% |
36,603 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.90 |
57.64 |
52.79 |
|
| R3 |
56.43 |
55.17 |
52.11 |
|
| R2 |
53.96 |
53.96 |
51.88 |
|
| R1 |
52.70 |
52.70 |
51.66 |
52.10 |
| PP |
51.49 |
51.49 |
51.49 |
51.19 |
| S1 |
50.23 |
50.23 |
51.20 |
49.63 |
| S2 |
49.02 |
49.02 |
50.98 |
|
| S3 |
46.55 |
47.76 |
50.75 |
|
| S4 |
44.08 |
45.29 |
50.07 |
|
|
| 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 |
47.90 |
10.41 |
20.2% |
3.96 |
7.7% |
34% |
False |
False |
16,852 |
| 10 |
58.31 |
41.25 |
17.06 |
33.2% |
3.79 |
7.4% |
60% |
False |
False |
12,185 |
| 20 |
58.31 |
41.25 |
17.06 |
33.2% |
3.57 |
6.9% |
60% |
False |
False |
12,483 |
| 40 |
65.96 |
41.25 |
24.71 |
48.0% |
3.30 |
6.4% |
41% |
False |
False |
10,695 |
| 60 |
86.05 |
41.25 |
44.80 |
87.1% |
3.32 |
6.5% |
23% |
False |
False |
8,919 |
| 80 |
109.58 |
41.25 |
68.33 |
132.9% |
2.90 |
5.6% |
15% |
False |
False |
7,298 |
| 100 |
123.71 |
41.25 |
82.46 |
160.3% |
2.38 |
4.6% |
12% |
False |
False |
6,113 |
| 120 |
133.68 |
41.25 |
92.43 |
179.7% |
2.03 |
3.9% |
11% |
False |
False |
5,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.26 |
|
2.618 |
59.23 |
|
1.618 |
56.76 |
|
1.000 |
55.23 |
|
0.618 |
54.29 |
|
HIGH |
52.76 |
|
0.618 |
51.82 |
|
0.500 |
51.53 |
|
0.382 |
51.23 |
|
LOW |
50.29 |
|
0.618 |
48.76 |
|
1.000 |
47.82 |
|
1.618 |
46.29 |
|
2.618 |
43.82 |
|
4.250 |
39.79 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.53 |
54.30 |
| PP |
51.49 |
53.34 |
| S1 |
51.46 |
52.39 |
|