NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
47.58 |
47.10 |
-0.48 |
-1.0% |
49.12 |
| High |
48.38 |
50.87 |
2.49 |
5.1% |
50.87 |
| Low |
45.46 |
46.11 |
0.65 |
1.4% |
45.40 |
| Close |
47.41 |
50.76 |
3.35 |
7.1% |
50.76 |
| Range |
2.92 |
4.76 |
1.84 |
63.0% |
5.47 |
| ATR |
3.25 |
3.36 |
0.11 |
3.3% |
0.00 |
| Volume |
38,484 |
37,843 |
-641 |
-1.7% |
146,059 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.53 |
61.90 |
53.38 |
|
| R3 |
58.77 |
57.14 |
52.07 |
|
| R2 |
54.01 |
54.01 |
51.63 |
|
| R1 |
52.38 |
52.38 |
51.20 |
53.20 |
| PP |
49.25 |
49.25 |
49.25 |
49.65 |
| S1 |
47.62 |
47.62 |
50.32 |
48.44 |
| S2 |
44.49 |
44.49 |
49.89 |
|
| S3 |
39.73 |
42.86 |
49.45 |
|
| S4 |
34.97 |
38.10 |
48.14 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.42 |
63.56 |
53.77 |
|
| R3 |
59.95 |
58.09 |
52.26 |
|
| R2 |
54.48 |
54.48 |
51.76 |
|
| R1 |
52.62 |
52.62 |
51.26 |
53.55 |
| PP |
49.01 |
49.01 |
49.01 |
49.48 |
| S1 |
47.15 |
47.15 |
50.26 |
48.08 |
| S2 |
43.54 |
43.54 |
49.76 |
|
| S3 |
38.07 |
41.68 |
49.26 |
|
| S4 |
32.60 |
36.21 |
47.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.55 |
45.40 |
6.15 |
12.1% |
3.27 |
6.4% |
87% |
False |
False |
34,835 |
| 10 |
52.27 |
45.40 |
6.87 |
13.5% |
3.03 |
6.0% |
78% |
False |
False |
29,985 |
| 20 |
58.31 |
41.25 |
17.06 |
33.6% |
3.41 |
6.7% |
56% |
False |
False |
21,085 |
| 40 |
59.89 |
41.25 |
18.64 |
36.7% |
3.28 |
6.5% |
51% |
False |
False |
16,442 |
| 60 |
75.10 |
41.25 |
33.85 |
66.7% |
3.39 |
6.7% |
28% |
False |
False |
13,217 |
| 80 |
100.60 |
41.25 |
59.35 |
116.9% |
3.09 |
6.1% |
16% |
False |
False |
10,758 |
| 100 |
112.52 |
41.25 |
71.27 |
140.4% |
2.68 |
5.3% |
13% |
False |
False |
9,009 |
| 120 |
123.71 |
41.25 |
82.46 |
162.5% |
2.27 |
4.5% |
12% |
False |
False |
7,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.10 |
|
2.618 |
63.33 |
|
1.618 |
58.57 |
|
1.000 |
55.63 |
|
0.618 |
53.81 |
|
HIGH |
50.87 |
|
0.618 |
49.05 |
|
0.500 |
48.49 |
|
0.382 |
47.93 |
|
LOW |
46.11 |
|
0.618 |
43.17 |
|
1.000 |
41.35 |
|
1.618 |
38.41 |
|
2.618 |
33.65 |
|
4.250 |
25.88 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.00 |
49.89 |
| PP |
49.25 |
49.01 |
| S1 |
48.49 |
48.14 |
|