NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
50.01 |
47.83 |
-2.18 |
-4.4% |
49.12 |
| High |
51.40 |
49.93 |
-1.47 |
-2.9% |
50.87 |
| Low |
47.00 |
47.12 |
0.12 |
0.3% |
45.40 |
| Close |
47.18 |
48.56 |
1.38 |
2.9% |
50.76 |
| Range |
4.40 |
2.81 |
-1.59 |
-36.1% |
5.47 |
| ATR |
3.40 |
3.35 |
-0.04 |
-1.2% |
0.00 |
| Volume |
32,356 |
53,779 |
21,423 |
66.2% |
146,059 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.97 |
55.57 |
50.11 |
|
| R3 |
54.16 |
52.76 |
49.33 |
|
| R2 |
51.35 |
51.35 |
49.08 |
|
| R1 |
49.95 |
49.95 |
48.82 |
50.65 |
| PP |
48.54 |
48.54 |
48.54 |
48.89 |
| S1 |
47.14 |
47.14 |
48.30 |
47.84 |
| S2 |
45.73 |
45.73 |
48.04 |
|
| S3 |
42.92 |
44.33 |
47.79 |
|
| S4 |
40.11 |
41.52 |
47.01 |
|
|
| 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 |
52.34 |
45.46 |
6.88 |
14.2% |
3.54 |
7.3% |
45% |
False |
False |
37,775 |
| 10 |
52.34 |
45.40 |
6.94 |
14.3% |
3.25 |
6.7% |
46% |
False |
False |
34,609 |
| 20 |
58.31 |
44.98 |
13.33 |
27.5% |
3.46 |
7.1% |
27% |
False |
False |
25,772 |
| 40 |
58.40 |
41.25 |
17.15 |
35.3% |
3.27 |
6.7% |
43% |
False |
False |
18,585 |
| 60 |
75.10 |
41.25 |
33.85 |
69.7% |
3.39 |
7.0% |
22% |
False |
False |
14,829 |
| 80 |
94.50 |
41.25 |
53.25 |
109.7% |
3.21 |
6.6% |
14% |
False |
False |
12,106 |
| 100 |
110.69 |
41.25 |
69.44 |
143.0% |
2.76 |
5.7% |
11% |
False |
False |
10,056 |
| 120 |
123.71 |
41.25 |
82.46 |
169.8% |
2.35 |
4.8% |
9% |
False |
False |
8,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.87 |
|
2.618 |
57.29 |
|
1.618 |
54.48 |
|
1.000 |
52.74 |
|
0.618 |
51.67 |
|
HIGH |
49.93 |
|
0.618 |
48.86 |
|
0.500 |
48.53 |
|
0.382 |
48.19 |
|
LOW |
47.12 |
|
0.618 |
45.38 |
|
1.000 |
44.31 |
|
1.618 |
42.57 |
|
2.618 |
39.76 |
|
4.250 |
35.18 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.55 |
49.67 |
| PP |
48.54 |
49.30 |
| S1 |
48.53 |
48.93 |
|