NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
53.30 |
53.22 |
-0.08 |
-0.2% |
56.19 |
| High |
54.05 |
53.22 |
-0.83 |
-1.5% |
59.66 |
| Low |
51.63 |
51.26 |
-0.37 |
-0.7% |
51.26 |
| Close |
52.83 |
52.75 |
-0.08 |
-0.2% |
52.75 |
| Range |
2.42 |
1.96 |
-0.46 |
-19.0% |
8.40 |
| ATR |
3.76 |
3.63 |
-0.13 |
-3.4% |
0.00 |
| Volume |
30,659 |
24,142 |
-6,517 |
-21.3% |
116,910 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.29 |
57.48 |
53.83 |
|
| R3 |
56.33 |
55.52 |
53.29 |
|
| R2 |
54.37 |
54.37 |
53.11 |
|
| R1 |
53.56 |
53.56 |
52.93 |
52.99 |
| PP |
52.41 |
52.41 |
52.41 |
52.12 |
| S1 |
51.60 |
51.60 |
52.57 |
51.03 |
| S2 |
50.45 |
50.45 |
52.39 |
|
| S3 |
48.49 |
49.64 |
52.21 |
|
| S4 |
46.53 |
47.68 |
51.67 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.76 |
74.65 |
57.37 |
|
| R3 |
71.36 |
66.25 |
55.06 |
|
| R2 |
62.96 |
62.96 |
54.29 |
|
| R1 |
57.85 |
57.85 |
53.52 |
56.21 |
| PP |
54.56 |
54.56 |
54.56 |
53.73 |
| S1 |
49.45 |
49.45 |
51.98 |
47.81 |
| S2 |
46.16 |
46.16 |
51.21 |
|
| S3 |
37.76 |
41.05 |
50.44 |
|
| S4 |
29.36 |
32.65 |
48.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59.66 |
51.26 |
8.40 |
15.9% |
3.29 |
6.2% |
18% |
False |
True |
23,382 |
| 10 |
59.66 |
42.87 |
16.79 |
31.8% |
3.65 |
6.9% |
59% |
False |
False |
18,271 |
| 20 |
59.66 |
42.51 |
17.15 |
32.5% |
3.56 |
6.7% |
60% |
False |
False |
22,108 |
| 40 |
65.00 |
42.51 |
22.49 |
42.6% |
3.49 |
6.6% |
46% |
False |
False |
19,823 |
| 60 |
79.12 |
42.51 |
36.61 |
69.4% |
3.66 |
6.9% |
28% |
False |
False |
18,042 |
| 80 |
109.98 |
42.51 |
67.47 |
127.9% |
3.78 |
7.2% |
15% |
False |
False |
15,812 |
| 100 |
123.85 |
42.51 |
81.34 |
154.2% |
3.57 |
6.8% |
13% |
False |
False |
13,442 |
| 120 |
132.50 |
42.51 |
89.99 |
170.6% |
3.37 |
6.4% |
11% |
False |
False |
11,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.55 |
|
2.618 |
58.35 |
|
1.618 |
56.39 |
|
1.000 |
55.18 |
|
0.618 |
54.43 |
|
HIGH |
53.22 |
|
0.618 |
52.47 |
|
0.500 |
52.24 |
|
0.382 |
52.01 |
|
LOW |
51.26 |
|
0.618 |
50.05 |
|
1.000 |
49.30 |
|
1.618 |
48.09 |
|
2.618 |
46.13 |
|
4.250 |
42.93 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.58 |
54.61 |
| PP |
52.41 |
53.99 |
| S1 |
52.24 |
53.37 |
|