NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
51.85 |
52.05 |
0.20 |
0.4% |
55.00 |
| High |
52.76 |
52.27 |
-0.49 |
-0.9% |
58.31 |
| Low |
50.29 |
49.79 |
-0.50 |
-1.0% |
49.79 |
| Close |
51.43 |
51.21 |
-0.22 |
-0.4% |
51.21 |
| Range |
2.47 |
2.48 |
0.01 |
0.4% |
8.52 |
| ATR |
3.60 |
3.52 |
-0.08 |
-2.2% |
0.00 |
| Volume |
25,536 |
23,457 |
-2,079 |
-8.1% |
91,809 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.53 |
57.35 |
52.57 |
|
| R3 |
56.05 |
54.87 |
51.89 |
|
| R2 |
53.57 |
53.57 |
51.66 |
|
| R1 |
52.39 |
52.39 |
51.44 |
51.74 |
| PP |
51.09 |
51.09 |
51.09 |
50.77 |
| S1 |
49.91 |
49.91 |
50.98 |
49.26 |
| S2 |
48.61 |
48.61 |
50.76 |
|
| S3 |
46.13 |
47.43 |
50.53 |
|
| S4 |
43.65 |
44.95 |
49.85 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.66 |
73.46 |
55.90 |
|
| R3 |
70.14 |
64.94 |
53.55 |
|
| R2 |
61.62 |
61.62 |
52.77 |
|
| R1 |
56.42 |
56.42 |
51.99 |
54.76 |
| PP |
53.10 |
53.10 |
53.10 |
52.28 |
| S1 |
47.90 |
47.90 |
50.43 |
46.24 |
| S2 |
44.58 |
44.58 |
49.65 |
|
| S3 |
36.06 |
39.38 |
48.87 |
|
| S4 |
27.54 |
30.86 |
46.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.31 |
49.79 |
8.52 |
16.6% |
3.28 |
6.4% |
17% |
False |
True |
18,361 |
| 10 |
58.31 |
41.80 |
16.51 |
32.2% |
3.60 |
7.0% |
57% |
False |
False |
13,459 |
| 20 |
58.31 |
41.25 |
17.06 |
33.3% |
3.56 |
7.0% |
58% |
False |
False |
13,167 |
| 40 |
64.10 |
41.25 |
22.85 |
44.6% |
3.29 |
6.4% |
44% |
False |
False |
11,102 |
| 60 |
80.05 |
41.25 |
38.80 |
75.8% |
3.28 |
6.4% |
26% |
False |
False |
9,244 |
| 80 |
109.58 |
41.25 |
68.33 |
133.4% |
2.93 |
5.7% |
15% |
False |
False |
7,570 |
| 100 |
123.71 |
41.25 |
82.46 |
161.0% |
2.40 |
4.7% |
12% |
False |
False |
6,344 |
| 120 |
131.00 |
41.25 |
89.75 |
175.3% |
2.05 |
4.0% |
11% |
False |
False |
5,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.81 |
|
2.618 |
58.76 |
|
1.618 |
56.28 |
|
1.000 |
54.75 |
|
0.618 |
53.80 |
|
HIGH |
52.27 |
|
0.618 |
51.32 |
|
0.500 |
51.03 |
|
0.382 |
50.74 |
|
LOW |
49.79 |
|
0.618 |
48.26 |
|
1.000 |
47.31 |
|
1.618 |
45.78 |
|
2.618 |
43.30 |
|
4.250 |
39.25 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.15 |
53.36 |
| PP |
51.09 |
52.64 |
| S1 |
51.03 |
51.93 |
|