NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
53.00 |
52.02 |
-0.98 |
-1.8% |
52.70 |
| High |
53.60 |
53.34 |
-0.26 |
-0.5% |
53.60 |
| Low |
49.93 |
50.84 |
0.91 |
1.8% |
49.93 |
| Close |
52.39 |
51.35 |
-1.04 |
-2.0% |
51.35 |
| Range |
3.67 |
2.50 |
-1.17 |
-31.9% |
3.67 |
| ATR |
3.46 |
3.39 |
-0.07 |
-2.0% |
0.00 |
| Volume |
33,089 |
35,191 |
2,102 |
6.4% |
152,386 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.34 |
57.85 |
52.73 |
|
| R3 |
56.84 |
55.35 |
52.04 |
|
| R2 |
54.34 |
54.34 |
51.81 |
|
| R1 |
52.85 |
52.85 |
51.58 |
52.35 |
| PP |
51.84 |
51.84 |
51.84 |
51.59 |
| S1 |
50.35 |
50.35 |
51.12 |
49.85 |
| S2 |
49.34 |
49.34 |
50.89 |
|
| S3 |
46.84 |
47.85 |
50.66 |
|
| S4 |
44.34 |
45.35 |
49.98 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.64 |
60.66 |
53.37 |
|
| R3 |
58.97 |
56.99 |
52.36 |
|
| R2 |
55.30 |
55.30 |
52.02 |
|
| R1 |
53.32 |
53.32 |
51.69 |
52.48 |
| PP |
51.63 |
51.63 |
51.63 |
51.20 |
| S1 |
49.65 |
49.65 |
51.01 |
48.81 |
| S2 |
47.96 |
47.96 |
50.68 |
|
| S3 |
44.29 |
45.98 |
50.34 |
|
| S4 |
40.62 |
42.31 |
49.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.60 |
49.93 |
3.67 |
7.1% |
2.84 |
5.5% |
39% |
False |
False |
30,477 |
| 10 |
59.66 |
49.93 |
9.73 |
18.9% |
3.06 |
6.0% |
15% |
False |
False |
26,929 |
| 20 |
59.66 |
42.51 |
17.15 |
33.4% |
3.23 |
6.3% |
52% |
False |
False |
22,892 |
| 40 |
61.33 |
42.51 |
18.82 |
36.7% |
3.41 |
6.6% |
47% |
False |
False |
22,069 |
| 60 |
76.00 |
42.51 |
33.49 |
65.2% |
3.58 |
7.0% |
26% |
False |
False |
19,390 |
| 80 |
108.35 |
42.51 |
65.84 |
128.2% |
3.67 |
7.1% |
13% |
False |
False |
17,125 |
| 100 |
121.37 |
42.51 |
78.86 |
153.6% |
3.59 |
7.0% |
11% |
False |
False |
14,835 |
| 120 |
129.18 |
42.51 |
86.67 |
168.8% |
3.40 |
6.6% |
10% |
False |
False |
12,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.97 |
|
2.618 |
59.89 |
|
1.618 |
57.39 |
|
1.000 |
55.84 |
|
0.618 |
54.89 |
|
HIGH |
53.34 |
|
0.618 |
52.39 |
|
0.500 |
52.09 |
|
0.382 |
51.80 |
|
LOW |
50.84 |
|
0.618 |
49.30 |
|
1.000 |
48.34 |
|
1.618 |
46.80 |
|
2.618 |
44.30 |
|
4.250 |
40.22 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.09 |
51.77 |
| PP |
51.84 |
51.63 |
| S1 |
51.60 |
51.49 |
|