NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
51.13 |
49.60 |
-1.53 |
-3.0% |
55.00 |
| High |
51.35 |
51.25 |
-0.10 |
-0.2% |
58.31 |
| Low |
48.82 |
48.36 |
-0.46 |
-0.9% |
49.79 |
| Close |
49.25 |
50.83 |
1.58 |
3.2% |
51.21 |
| Range |
2.53 |
2.89 |
0.36 |
14.2% |
8.52 |
| ATR |
3.45 |
3.41 |
-0.04 |
-1.2% |
0.00 |
| Volume |
21,323 |
21,532 |
209 |
1.0% |
91,809 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.82 |
57.71 |
52.42 |
|
| R3 |
55.93 |
54.82 |
51.62 |
|
| R2 |
53.04 |
53.04 |
51.36 |
|
| R1 |
51.93 |
51.93 |
51.09 |
52.49 |
| PP |
50.15 |
50.15 |
50.15 |
50.42 |
| S1 |
49.04 |
49.04 |
50.57 |
49.60 |
| S2 |
47.26 |
47.26 |
50.30 |
|
| S3 |
44.37 |
46.15 |
50.04 |
|
| S4 |
41.48 |
43.26 |
49.24 |
|
|
| 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 |
56.93 |
48.36 |
8.57 |
16.9% |
3.09 |
6.1% |
29% |
False |
True |
21,965 |
| 10 |
58.31 |
44.98 |
13.33 |
26.2% |
3.67 |
7.2% |
44% |
False |
False |
16,935 |
| 20 |
58.31 |
41.25 |
17.06 |
33.6% |
3.39 |
6.7% |
56% |
False |
False |
13,478 |
| 40 |
63.11 |
41.25 |
21.86 |
43.0% |
3.23 |
6.3% |
44% |
False |
False |
11,933 |
| 60 |
76.16 |
41.25 |
34.91 |
68.7% |
3.25 |
6.4% |
27% |
False |
False |
9,875 |
| 80 |
109.58 |
41.25 |
68.33 |
134.4% |
2.94 |
5.8% |
14% |
False |
False |
8,030 |
| 100 |
123.71 |
41.25 |
82.46 |
162.2% |
2.46 |
4.8% |
12% |
False |
False |
6,766 |
| 120 |
127.10 |
41.25 |
85.85 |
168.9% |
2.10 |
4.1% |
11% |
False |
False |
5,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.53 |
|
2.618 |
58.82 |
|
1.618 |
55.93 |
|
1.000 |
54.14 |
|
0.618 |
53.04 |
|
HIGH |
51.25 |
|
0.618 |
50.15 |
|
0.500 |
49.81 |
|
0.382 |
49.46 |
|
LOW |
48.36 |
|
0.618 |
46.57 |
|
1.000 |
45.47 |
|
1.618 |
43.68 |
|
2.618 |
40.79 |
|
4.250 |
36.08 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.49 |
50.66 |
| PP |
50.15 |
50.49 |
| S1 |
49.81 |
50.32 |
|