NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
48.36 |
48.51 |
0.15 |
0.3% |
50.36 |
| High |
49.24 |
50.30 |
1.06 |
2.2% |
52.34 |
| Low |
47.33 |
48.10 |
0.77 |
1.6% |
47.00 |
| Close |
48.66 |
48.52 |
-0.14 |
-0.3% |
48.52 |
| Range |
1.91 |
2.20 |
0.29 |
15.2% |
5.34 |
| ATR |
3.25 |
3.18 |
-0.08 |
-2.3% |
0.00 |
| Volume |
37,897 |
34,571 |
-3,326 |
-8.8% |
185,017 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.57 |
54.25 |
49.73 |
|
| R3 |
53.37 |
52.05 |
49.13 |
|
| R2 |
51.17 |
51.17 |
48.92 |
|
| R1 |
49.85 |
49.85 |
48.72 |
50.51 |
| PP |
48.97 |
48.97 |
48.97 |
49.31 |
| S1 |
47.65 |
47.65 |
48.32 |
48.31 |
| S2 |
46.77 |
46.77 |
48.12 |
|
| S3 |
44.57 |
45.45 |
47.92 |
|
| S4 |
42.37 |
43.25 |
47.31 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.31 |
62.25 |
51.46 |
|
| R3 |
59.97 |
56.91 |
49.99 |
|
| R2 |
54.63 |
54.63 |
49.50 |
|
| R1 |
51.57 |
51.57 |
49.01 |
50.43 |
| PP |
49.29 |
49.29 |
49.29 |
48.72 |
| S1 |
46.23 |
46.23 |
48.03 |
45.09 |
| S2 |
43.95 |
43.95 |
47.54 |
|
| S3 |
38.61 |
40.89 |
47.05 |
|
| S4 |
33.27 |
35.55 |
45.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.34 |
47.00 |
5.34 |
11.0% |
2.83 |
5.8% |
28% |
False |
False |
37,003 |
| 10 |
52.34 |
45.40 |
6.94 |
14.3% |
3.05 |
6.3% |
45% |
False |
False |
35,919 |
| 20 |
58.31 |
45.40 |
12.91 |
26.6% |
3.21 |
6.6% |
24% |
False |
False |
28,456 |
| 40 |
58.31 |
41.25 |
17.06 |
35.2% |
3.20 |
6.6% |
43% |
False |
False |
20,045 |
| 60 |
75.10 |
41.25 |
33.85 |
69.8% |
3.35 |
6.9% |
21% |
False |
False |
15,830 |
| 80 |
90.77 |
41.25 |
49.52 |
102.1% |
3.19 |
6.6% |
15% |
False |
False |
12,953 |
| 100 |
109.58 |
41.25 |
68.33 |
140.8% |
2.80 |
5.8% |
11% |
False |
False |
10,750 |
| 120 |
123.71 |
41.25 |
82.46 |
170.0% |
2.39 |
4.9% |
9% |
False |
False |
9,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.65 |
|
2.618 |
56.06 |
|
1.618 |
53.86 |
|
1.000 |
52.50 |
|
0.618 |
51.66 |
|
HIGH |
50.30 |
|
0.618 |
49.46 |
|
0.500 |
49.20 |
|
0.382 |
48.94 |
|
LOW |
48.10 |
|
0.618 |
46.74 |
|
1.000 |
45.90 |
|
1.618 |
44.54 |
|
2.618 |
42.34 |
|
4.250 |
38.75 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.20 |
48.71 |
| PP |
48.97 |
48.65 |
| S1 |
48.75 |
48.58 |
|