NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
50.80 |
50.90 |
0.10 |
0.2% |
55.00 |
| High |
51.24 |
52.00 |
0.76 |
1.5% |
58.31 |
| Low |
49.05 |
48.11 |
-0.94 |
-1.9% |
49.79 |
| Close |
50.71 |
50.61 |
-0.10 |
-0.2% |
51.21 |
| Range |
2.19 |
3.89 |
1.70 |
77.6% |
8.52 |
| ATR |
3.32 |
3.36 |
0.04 |
1.2% |
0.00 |
| Volume |
26,250 |
33,115 |
6,865 |
26.2% |
91,809 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.91 |
60.15 |
52.75 |
|
| R3 |
58.02 |
56.26 |
51.68 |
|
| R2 |
54.13 |
54.13 |
51.32 |
|
| R1 |
52.37 |
52.37 |
50.97 |
51.31 |
| PP |
50.24 |
50.24 |
50.24 |
49.71 |
| S1 |
48.48 |
48.48 |
50.25 |
47.42 |
| S2 |
46.35 |
46.35 |
49.90 |
|
| S3 |
42.46 |
44.59 |
49.54 |
|
| S4 |
38.57 |
40.70 |
48.47 |
|
|
| 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 |
52.27 |
48.11 |
4.16 |
8.2% |
2.80 |
5.5% |
60% |
False |
True |
25,135 |
| 10 |
58.31 |
47.90 |
10.41 |
20.6% |
3.38 |
6.7% |
26% |
False |
False |
20,993 |
| 20 |
58.31 |
41.25 |
17.06 |
33.7% |
3.34 |
6.6% |
55% |
False |
False |
15,465 |
| 40 |
59.89 |
41.25 |
18.64 |
36.8% |
3.24 |
6.4% |
50% |
False |
False |
13,062 |
| 60 |
75.10 |
41.25 |
33.85 |
66.9% |
3.28 |
6.5% |
28% |
False |
False |
10,678 |
| 80 |
109.58 |
41.25 |
68.33 |
135.0% |
3.02 |
6.0% |
14% |
False |
False |
8,718 |
| 100 |
119.79 |
41.25 |
78.54 |
155.2% |
2.52 |
5.0% |
12% |
False |
False |
7,333 |
| 120 |
126.47 |
41.25 |
85.22 |
168.4% |
2.14 |
4.2% |
11% |
False |
False |
6,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.53 |
|
2.618 |
62.18 |
|
1.618 |
58.29 |
|
1.000 |
55.89 |
|
0.618 |
54.40 |
|
HIGH |
52.00 |
|
0.618 |
50.51 |
|
0.500 |
50.06 |
|
0.382 |
49.60 |
|
LOW |
48.11 |
|
0.618 |
45.71 |
|
1.000 |
44.22 |
|
1.618 |
41.82 |
|
2.618 |
37.93 |
|
4.250 |
31.58 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.43 |
50.43 |
| PP |
50.24 |
50.24 |
| S1 |
50.06 |
50.06 |
|