NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
51.10 |
52.63 |
1.53 |
3.0% |
56.19 |
| High |
53.10 |
53.36 |
0.26 |
0.5% |
59.66 |
| Low |
50.06 |
50.66 |
0.60 |
1.2% |
51.26 |
| Close |
52.54 |
52.42 |
-0.12 |
-0.2% |
52.75 |
| Range |
3.04 |
2.70 |
-0.34 |
-11.2% |
8.40 |
| ATR |
3.50 |
3.45 |
-0.06 |
-1.6% |
0.00 |
| Volume |
25,750 |
32,297 |
6,547 |
25.4% |
116,910 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.25 |
59.03 |
53.91 |
|
| R3 |
57.55 |
56.33 |
53.16 |
|
| R2 |
54.85 |
54.85 |
52.92 |
|
| R1 |
53.63 |
53.63 |
52.67 |
52.89 |
| PP |
52.15 |
52.15 |
52.15 |
51.78 |
| S1 |
50.93 |
50.93 |
52.17 |
50.19 |
| S2 |
49.45 |
49.45 |
51.93 |
|
| S3 |
46.75 |
48.23 |
51.68 |
|
| S4 |
44.05 |
45.53 |
50.94 |
|
|
| 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 |
54.05 |
50.06 |
3.99 |
7.6% |
2.48 |
4.7% |
59% |
False |
False |
27,781 |
| 10 |
59.66 |
46.36 |
13.30 |
25.4% |
3.72 |
7.1% |
46% |
False |
False |
24,021 |
| 20 |
59.66 |
42.51 |
17.15 |
32.7% |
3.27 |
6.2% |
58% |
False |
False |
22,192 |
| 40 |
63.70 |
42.51 |
21.19 |
40.4% |
3.39 |
6.5% |
47% |
False |
False |
20,897 |
| 60 |
78.60 |
42.51 |
36.09 |
68.8% |
3.61 |
6.9% |
27% |
False |
False |
18,654 |
| 80 |
109.98 |
42.51 |
67.47 |
128.7% |
3.73 |
7.1% |
15% |
False |
False |
16,470 |
| 100 |
121.48 |
42.51 |
78.97 |
150.6% |
3.58 |
6.8% |
13% |
False |
False |
14,205 |
| 120 |
129.18 |
42.51 |
86.67 |
165.3% |
3.37 |
6.4% |
11% |
False |
False |
12,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.84 |
|
2.618 |
60.43 |
|
1.618 |
57.73 |
|
1.000 |
56.06 |
|
0.618 |
55.03 |
|
HIGH |
53.36 |
|
0.618 |
52.33 |
|
0.500 |
52.01 |
|
0.382 |
51.69 |
|
LOW |
50.66 |
|
0.618 |
48.99 |
|
1.000 |
47.96 |
|
1.618 |
46.29 |
|
2.618 |
43.59 |
|
4.250 |
39.19 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.28 |
52.18 |
| PP |
52.15 |
51.95 |
| S1 |
52.01 |
51.71 |
|