NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
49.60 |
50.80 |
1.20 |
2.4% |
55.00 |
| High |
51.25 |
51.24 |
-0.01 |
0.0% |
58.31 |
| Low |
48.36 |
49.05 |
0.69 |
1.4% |
49.79 |
| Close |
50.83 |
50.71 |
-0.12 |
-0.2% |
51.21 |
| Range |
2.89 |
2.19 |
-0.70 |
-24.2% |
8.52 |
| ATR |
3.41 |
3.32 |
-0.09 |
-2.6% |
0.00 |
| Volume |
21,532 |
26,250 |
4,718 |
21.9% |
91,809 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.90 |
56.00 |
51.91 |
|
| R3 |
54.71 |
53.81 |
51.31 |
|
| R2 |
52.52 |
52.52 |
51.11 |
|
| R1 |
51.62 |
51.62 |
50.91 |
50.98 |
| PP |
50.33 |
50.33 |
50.33 |
50.01 |
| S1 |
49.43 |
49.43 |
50.51 |
48.79 |
| S2 |
48.14 |
48.14 |
50.31 |
|
| S3 |
45.95 |
47.24 |
50.11 |
|
| S4 |
43.76 |
45.05 |
49.51 |
|
|
| 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 |
52.76 |
48.36 |
4.40 |
8.7% |
2.51 |
5.0% |
53% |
False |
False |
23,619 |
| 10 |
58.31 |
45.12 |
13.19 |
26.0% |
3.74 |
7.4% |
42% |
False |
False |
18,778 |
| 20 |
58.31 |
41.25 |
17.06 |
33.6% |
3.25 |
6.4% |
55% |
False |
False |
14,198 |
| 40 |
62.18 |
41.25 |
20.93 |
41.3% |
3.22 |
6.3% |
45% |
False |
False |
12,445 |
| 60 |
75.91 |
41.25 |
34.66 |
68.3% |
3.23 |
6.4% |
27% |
False |
False |
10,188 |
| 80 |
109.58 |
41.25 |
68.33 |
134.7% |
2.97 |
5.9% |
14% |
False |
False |
8,332 |
| 100 |
119.79 |
41.25 |
78.54 |
154.9% |
2.48 |
4.9% |
12% |
False |
False |
7,009 |
| 120 |
126.47 |
41.25 |
85.22 |
168.1% |
2.11 |
4.2% |
11% |
False |
False |
5,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.55 |
|
2.618 |
56.97 |
|
1.618 |
54.78 |
|
1.000 |
53.43 |
|
0.618 |
52.59 |
|
HIGH |
51.24 |
|
0.618 |
50.40 |
|
0.500 |
50.15 |
|
0.382 |
49.89 |
|
LOW |
49.05 |
|
0.618 |
47.70 |
|
1.000 |
46.86 |
|
1.618 |
45.51 |
|
2.618 |
43.32 |
|
4.250 |
39.74 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.52 |
50.43 |
| PP |
50.33 |
50.14 |
| S1 |
50.15 |
49.86 |
|