NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
47.67 |
51.10 |
3.43 |
7.2% |
46.70 |
| High |
53.70 |
54.76 |
1.06 |
2.0% |
54.76 |
| Low |
46.36 |
49.35 |
2.99 |
6.4% |
45.42 |
| Close |
53.16 |
54.73 |
1.57 |
3.0% |
54.73 |
| Range |
7.34 |
5.41 |
-1.93 |
-26.3% |
9.34 |
| ATR |
3.69 |
3.82 |
0.12 |
3.3% |
0.00 |
| Volume |
15,467 |
23,730 |
8,263 |
53.4% |
56,235 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.18 |
67.36 |
57.71 |
|
| R3 |
63.77 |
61.95 |
56.22 |
|
| R2 |
58.36 |
58.36 |
55.72 |
|
| R1 |
56.54 |
56.54 |
55.23 |
57.45 |
| PP |
52.95 |
52.95 |
52.95 |
53.40 |
| S1 |
51.13 |
51.13 |
54.23 |
52.04 |
| S2 |
47.54 |
47.54 |
53.74 |
|
| S3 |
42.13 |
45.72 |
53.24 |
|
| S4 |
36.72 |
40.31 |
51.75 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.66 |
76.53 |
59.87 |
|
| R3 |
70.32 |
67.19 |
57.30 |
|
| R2 |
60.98 |
60.98 |
56.44 |
|
| R1 |
57.85 |
57.85 |
55.59 |
59.42 |
| PP |
51.64 |
51.64 |
51.64 |
52.42 |
| S1 |
48.51 |
48.51 |
53.87 |
50.08 |
| S2 |
42.30 |
42.30 |
53.02 |
|
| S3 |
32.96 |
39.17 |
52.16 |
|
| S4 |
23.62 |
29.83 |
49.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.76 |
42.87 |
11.89 |
21.7% |
4.01 |
7.3% |
100% |
True |
False |
13,160 |
| 10 |
54.76 |
42.51 |
12.25 |
22.4% |
3.41 |
6.2% |
100% |
True |
False |
18,855 |
| 20 |
58.91 |
42.51 |
16.40 |
30.0% |
3.53 |
6.5% |
75% |
False |
False |
22,638 |
| 40 |
73.80 |
42.51 |
31.29 |
57.2% |
3.49 |
6.4% |
39% |
False |
False |
18,794 |
| 60 |
90.16 |
42.51 |
47.65 |
87.1% |
3.73 |
6.8% |
26% |
False |
False |
16,965 |
| 80 |
109.98 |
42.51 |
67.47 |
123.3% |
3.76 |
6.9% |
18% |
False |
False |
14,706 |
| 100 |
123.85 |
42.51 |
81.34 |
148.6% |
3.48 |
6.4% |
15% |
False |
False |
12,454 |
| 120 |
146.84 |
42.51 |
104.33 |
190.6% |
3.40 |
6.2% |
12% |
False |
False |
11,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.75 |
|
2.618 |
68.92 |
|
1.618 |
63.51 |
|
1.000 |
60.17 |
|
0.618 |
58.10 |
|
HIGH |
54.76 |
|
0.618 |
52.69 |
|
0.500 |
52.06 |
|
0.382 |
51.42 |
|
LOW |
49.35 |
|
0.618 |
46.01 |
|
1.000 |
43.94 |
|
1.618 |
40.60 |
|
2.618 |
35.19 |
|
4.250 |
26.36 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
53.84 |
53.32 |
| PP |
52.95 |
51.91 |
| S1 |
52.06 |
50.51 |
|