NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
57.90 |
53.30 |
-4.60 |
-7.9% |
46.70 |
| High |
57.95 |
54.05 |
-3.90 |
-6.7% |
54.76 |
| Low |
53.12 |
51.63 |
-1.49 |
-2.8% |
45.42 |
| Close |
53.26 |
52.83 |
-0.43 |
-0.8% |
54.73 |
| Range |
4.83 |
2.42 |
-2.41 |
-49.9% |
9.34 |
| ATR |
3.86 |
3.76 |
-0.10 |
-2.7% |
0.00 |
| Volume |
26,524 |
30,659 |
4,135 |
15.6% |
56,235 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.10 |
58.88 |
54.16 |
|
| R3 |
57.68 |
56.46 |
53.50 |
|
| R2 |
55.26 |
55.26 |
53.27 |
|
| R1 |
54.04 |
54.04 |
53.05 |
53.44 |
| PP |
52.84 |
52.84 |
52.84 |
52.54 |
| S1 |
51.62 |
51.62 |
52.61 |
51.02 |
| S2 |
50.42 |
50.42 |
52.39 |
|
| S3 |
48.00 |
49.20 |
52.16 |
|
| S4 |
45.58 |
46.78 |
51.50 |
|
|
| 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 |
59.66 |
49.35 |
10.31 |
19.5% |
3.98 |
7.5% |
34% |
False |
False |
23,299 |
| 10 |
59.66 |
42.51 |
17.15 |
32.5% |
3.75 |
7.1% |
60% |
False |
False |
17,496 |
| 20 |
59.66 |
42.51 |
17.15 |
32.5% |
3.61 |
6.8% |
60% |
False |
False |
21,933 |
| 40 |
65.80 |
42.51 |
23.29 |
44.1% |
3.49 |
6.6% |
44% |
False |
False |
19,581 |
| 60 |
87.13 |
42.51 |
44.62 |
84.5% |
3.72 |
7.0% |
23% |
False |
False |
17,830 |
| 80 |
109.98 |
42.51 |
67.47 |
127.7% |
3.80 |
7.2% |
15% |
False |
False |
15,556 |
| 100 |
123.85 |
42.51 |
81.34 |
154.0% |
3.57 |
6.7% |
13% |
False |
False |
13,216 |
| 120 |
132.79 |
42.51 |
90.28 |
170.9% |
3.36 |
6.4% |
11% |
False |
False |
11,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.34 |
|
2.618 |
60.39 |
|
1.618 |
57.97 |
|
1.000 |
56.47 |
|
0.618 |
55.55 |
|
HIGH |
54.05 |
|
0.618 |
53.13 |
|
0.500 |
52.84 |
|
0.382 |
52.55 |
|
LOW |
51.63 |
|
0.618 |
50.13 |
|
1.000 |
49.21 |
|
1.618 |
47.71 |
|
2.618 |
45.29 |
|
4.250 |
41.35 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.84 |
55.65 |
| PP |
52.84 |
54.71 |
| S1 |
52.83 |
53.77 |
|