NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
52.02 |
50.92 |
-1.10 |
-2.1% |
52.70 |
| High |
53.34 |
51.20 |
-2.14 |
-4.0% |
53.60 |
| Low |
50.84 |
47.50 |
-3.34 |
-6.6% |
49.93 |
| Close |
51.35 |
48.28 |
-3.07 |
-6.0% |
51.35 |
| Range |
2.50 |
3.70 |
1.20 |
48.0% |
3.67 |
| ATR |
3.39 |
3.43 |
0.03 |
1.0% |
0.00 |
| Volume |
35,191 |
28,988 |
-6,203 |
-17.6% |
152,386 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.09 |
57.89 |
50.32 |
|
| R3 |
56.39 |
54.19 |
49.30 |
|
| R2 |
52.69 |
52.69 |
48.96 |
|
| R1 |
50.49 |
50.49 |
48.62 |
49.74 |
| PP |
48.99 |
48.99 |
48.99 |
48.62 |
| S1 |
46.79 |
46.79 |
47.94 |
46.04 |
| S2 |
45.29 |
45.29 |
47.60 |
|
| S3 |
41.59 |
43.09 |
47.26 |
|
| S4 |
37.89 |
39.39 |
46.25 |
|
|
| 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 |
47.50 |
6.10 |
12.6% |
3.12 |
6.5% |
13% |
False |
True |
31,063 |
| 10 |
59.66 |
47.50 |
12.16 |
25.2% |
3.06 |
6.3% |
6% |
False |
True |
28,483 |
| 20 |
59.66 |
42.51 |
17.15 |
35.5% |
3.26 |
6.7% |
34% |
False |
False |
22,198 |
| 40 |
61.33 |
42.51 |
18.82 |
39.0% |
3.45 |
7.2% |
31% |
False |
False |
22,466 |
| 60 |
76.00 |
42.51 |
33.49 |
69.4% |
3.57 |
7.4% |
17% |
False |
False |
19,716 |
| 80 |
108.06 |
42.51 |
65.55 |
135.8% |
3.67 |
7.6% |
9% |
False |
False |
17,369 |
| 100 |
121.37 |
42.51 |
78.86 |
163.3% |
3.61 |
7.5% |
7% |
False |
False |
15,106 |
| 120 |
129.18 |
42.51 |
86.67 |
179.5% |
3.40 |
7.0% |
7% |
False |
False |
13,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.93 |
|
2.618 |
60.89 |
|
1.618 |
57.19 |
|
1.000 |
54.90 |
|
0.618 |
53.49 |
|
HIGH |
51.20 |
|
0.618 |
49.79 |
|
0.500 |
49.35 |
|
0.382 |
48.91 |
|
LOW |
47.50 |
|
0.618 |
45.21 |
|
1.000 |
43.80 |
|
1.618 |
41.51 |
|
2.618 |
37.81 |
|
4.250 |
31.78 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.35 |
50.55 |
| PP |
48.99 |
49.79 |
| S1 |
48.64 |
49.04 |
|