NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
47.83 |
48.36 |
0.53 |
1.1% |
49.12 |
| High |
49.93 |
49.24 |
-0.69 |
-1.4% |
50.87 |
| Low |
47.12 |
47.33 |
0.21 |
0.4% |
45.40 |
| Close |
48.56 |
48.66 |
0.10 |
0.2% |
50.76 |
| Range |
2.81 |
1.91 |
-0.90 |
-32.0% |
5.47 |
| ATR |
3.35 |
3.25 |
-0.10 |
-3.1% |
0.00 |
| Volume |
53,779 |
37,897 |
-15,882 |
-29.5% |
146,059 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.14 |
53.31 |
49.71 |
|
| R3 |
52.23 |
51.40 |
49.19 |
|
| R2 |
50.32 |
50.32 |
49.01 |
|
| R1 |
49.49 |
49.49 |
48.84 |
49.91 |
| PP |
48.41 |
48.41 |
48.41 |
48.62 |
| S1 |
47.58 |
47.58 |
48.48 |
48.00 |
| S2 |
46.50 |
46.50 |
48.31 |
|
| S3 |
44.59 |
45.67 |
48.13 |
|
| S4 |
42.68 |
43.76 |
47.61 |
|
|
| 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 |
46.11 |
6.23 |
12.8% |
3.34 |
6.9% |
41% |
False |
False |
37,657 |
| 10 |
52.34 |
45.40 |
6.94 |
14.3% |
3.22 |
6.6% |
47% |
False |
False |
35,773 |
| 20 |
58.31 |
45.12 |
13.19 |
27.1% |
3.48 |
7.1% |
27% |
False |
False |
27,276 |
| 40 |
58.31 |
41.25 |
17.06 |
35.1% |
3.22 |
6.6% |
43% |
False |
False |
19,400 |
| 60 |
75.10 |
41.25 |
33.85 |
69.6% |
3.34 |
6.9% |
22% |
False |
False |
15,340 |
| 80 |
92.08 |
41.25 |
50.83 |
104.5% |
3.22 |
6.6% |
15% |
False |
False |
12,551 |
| 100 |
110.69 |
41.25 |
69.44 |
142.7% |
2.78 |
5.7% |
11% |
False |
False |
10,416 |
| 120 |
123.71 |
41.25 |
82.46 |
169.5% |
2.37 |
4.9% |
9% |
False |
False |
8,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.36 |
|
2.618 |
54.24 |
|
1.618 |
52.33 |
|
1.000 |
51.15 |
|
0.618 |
50.42 |
|
HIGH |
49.24 |
|
0.618 |
48.51 |
|
0.500 |
48.29 |
|
0.382 |
48.06 |
|
LOW |
47.33 |
|
0.618 |
46.15 |
|
1.000 |
45.42 |
|
1.618 |
44.24 |
|
2.618 |
42.33 |
|
4.250 |
39.21 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.54 |
49.20 |
| PP |
48.41 |
49.02 |
| S1 |
48.29 |
48.84 |
|