NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
53.22 |
52.70 |
-0.52 |
-1.0% |
56.19 |
| High |
53.22 |
52.70 |
-0.52 |
-1.0% |
59.66 |
| Low |
51.26 |
50.41 |
-0.85 |
-1.7% |
51.26 |
| Close |
52.75 |
50.91 |
-1.84 |
-3.5% |
52.75 |
| Range |
1.96 |
2.29 |
0.33 |
16.8% |
8.40 |
| ATR |
3.63 |
3.54 |
-0.09 |
-2.5% |
0.00 |
| Volume |
24,142 |
26,059 |
1,917 |
7.9% |
116,910 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.21 |
56.85 |
52.17 |
|
| R3 |
55.92 |
54.56 |
51.54 |
|
| R2 |
53.63 |
53.63 |
51.33 |
|
| R1 |
52.27 |
52.27 |
51.12 |
51.81 |
| PP |
51.34 |
51.34 |
51.34 |
51.11 |
| S1 |
49.98 |
49.98 |
50.70 |
49.52 |
| S2 |
49.05 |
49.05 |
50.49 |
|
| S3 |
46.76 |
47.69 |
50.28 |
|
| S4 |
44.47 |
45.40 |
49.65 |
|
|
| 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 |
50.41 |
9.25 |
18.2% |
2.99 |
5.9% |
5% |
False |
True |
25,903 |
| 10 |
59.66 |
45.42 |
14.24 |
28.0% |
3.61 |
7.1% |
39% |
False |
False |
19,920 |
| 20 |
59.66 |
42.51 |
17.15 |
33.7% |
3.41 |
6.7% |
49% |
False |
False |
21,708 |
| 40 |
65.00 |
42.51 |
22.49 |
44.2% |
3.46 |
6.8% |
37% |
False |
False |
20,145 |
| 60 |
78.60 |
42.51 |
36.09 |
70.9% |
3.67 |
7.2% |
23% |
False |
False |
18,221 |
| 80 |
109.98 |
42.51 |
67.47 |
132.5% |
3.75 |
7.4% |
12% |
False |
False |
15,954 |
| 100 |
123.85 |
42.51 |
81.34 |
159.8% |
3.58 |
7.0% |
10% |
False |
False |
13,677 |
| 120 |
129.90 |
42.51 |
87.39 |
171.7% |
3.36 |
6.6% |
10% |
False |
False |
12,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.43 |
|
2.618 |
58.70 |
|
1.618 |
56.41 |
|
1.000 |
54.99 |
|
0.618 |
54.12 |
|
HIGH |
52.70 |
|
0.618 |
51.83 |
|
0.500 |
51.56 |
|
0.382 |
51.28 |
|
LOW |
50.41 |
|
0.618 |
48.99 |
|
1.000 |
48.12 |
|
1.618 |
46.70 |
|
2.618 |
44.41 |
|
4.250 |
40.68 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.56 |
52.23 |
| PP |
51.34 |
51.79 |
| S1 |
51.13 |
51.35 |
|