NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
50.54 |
49.12 |
-1.42 |
-2.8% |
51.13 |
| High |
51.55 |
49.40 |
-2.15 |
-4.2% |
52.00 |
| Low |
49.05 |
45.75 |
-3.30 |
-6.7% |
48.11 |
| Close |
49.51 |
46.56 |
-2.95 |
-6.0% |
49.51 |
| Range |
2.50 |
3.65 |
1.15 |
46.0% |
3.89 |
| ATR |
3.30 |
3.33 |
0.03 |
1.0% |
0.00 |
| Volume |
28,118 |
26,895 |
-1,223 |
-4.3% |
130,338 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.19 |
56.02 |
48.57 |
|
| R3 |
54.54 |
52.37 |
47.56 |
|
| R2 |
50.89 |
50.89 |
47.23 |
|
| R1 |
48.72 |
48.72 |
46.89 |
47.98 |
| PP |
47.24 |
47.24 |
47.24 |
46.87 |
| S1 |
45.07 |
45.07 |
46.23 |
44.33 |
| S2 |
43.59 |
43.59 |
45.89 |
|
| S3 |
39.94 |
41.42 |
45.56 |
|
| S4 |
36.29 |
37.77 |
44.55 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.54 |
59.42 |
51.65 |
|
| R3 |
57.65 |
55.53 |
50.58 |
|
| R2 |
53.76 |
53.76 |
50.22 |
|
| R1 |
51.64 |
51.64 |
49.87 |
50.76 |
| PP |
49.87 |
49.87 |
49.87 |
49.43 |
| S1 |
47.75 |
47.75 |
49.15 |
46.87 |
| S2 |
45.98 |
45.98 |
48.80 |
|
| S3 |
42.09 |
43.86 |
48.44 |
|
| S4 |
38.20 |
39.97 |
47.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.00 |
45.75 |
6.25 |
13.4% |
3.02 |
6.5% |
13% |
False |
True |
27,182 |
| 10 |
58.31 |
45.75 |
12.56 |
27.0% |
3.05 |
6.6% |
6% |
False |
True |
24,098 |
| 20 |
58.31 |
41.25 |
17.06 |
36.6% |
3.30 |
7.1% |
31% |
False |
False |
16,700 |
| 40 |
59.89 |
41.25 |
18.64 |
40.0% |
3.32 |
7.1% |
28% |
False |
False |
14,201 |
| 60 |
75.10 |
41.25 |
33.85 |
72.7% |
3.27 |
7.0% |
16% |
False |
False |
11,512 |
| 80 |
107.65 |
41.25 |
66.40 |
142.6% |
3.01 |
6.5% |
8% |
False |
False |
9,334 |
| 100 |
119.79 |
41.25 |
78.54 |
168.7% |
2.58 |
5.5% |
7% |
False |
False |
7,846 |
| 120 |
126.47 |
41.25 |
85.22 |
183.0% |
2.19 |
4.7% |
6% |
False |
False |
6,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.91 |
|
2.618 |
58.96 |
|
1.618 |
55.31 |
|
1.000 |
53.05 |
|
0.618 |
51.66 |
|
HIGH |
49.40 |
|
0.618 |
48.01 |
|
0.500 |
47.58 |
|
0.382 |
47.14 |
|
LOW |
45.75 |
|
0.618 |
43.49 |
|
1.000 |
42.10 |
|
1.618 |
39.84 |
|
2.618 |
36.19 |
|
4.250 |
30.24 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.58 |
48.88 |
| PP |
47.24 |
48.10 |
| S1 |
46.90 |
47.33 |
|