NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
47.97 |
48.45 |
0.48 |
1.0% |
52.70 |
| High |
49.27 |
49.55 |
0.28 |
0.6% |
53.60 |
| Low |
46.95 |
47.10 |
0.15 |
0.3% |
49.93 |
| Close |
48.51 |
48.79 |
0.28 |
0.6% |
51.35 |
| Range |
2.32 |
2.45 |
0.13 |
5.6% |
3.67 |
| ATR |
3.35 |
3.28 |
-0.06 |
-1.9% |
0.00 |
| Volume |
37,808 |
35,967 |
-1,841 |
-4.9% |
152,386 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.83 |
54.76 |
50.14 |
|
| R3 |
53.38 |
52.31 |
49.46 |
|
| R2 |
50.93 |
50.93 |
49.24 |
|
| R1 |
49.86 |
49.86 |
49.01 |
50.40 |
| PP |
48.48 |
48.48 |
48.48 |
48.75 |
| S1 |
47.41 |
47.41 |
48.57 |
47.95 |
| S2 |
46.03 |
46.03 |
48.34 |
|
| S3 |
43.58 |
44.96 |
48.12 |
|
| S4 |
41.13 |
42.51 |
47.44 |
|
|
| 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 |
46.95 |
6.65 |
13.6% |
2.93 |
6.0% |
28% |
False |
False |
34,208 |
| 10 |
54.05 |
46.95 |
7.10 |
14.6% |
2.71 |
5.5% |
26% |
False |
False |
30,995 |
| 20 |
59.66 |
42.51 |
17.15 |
35.2% |
3.25 |
6.7% |
37% |
False |
False |
23,458 |
| 40 |
61.33 |
42.51 |
18.82 |
38.6% |
3.40 |
7.0% |
33% |
False |
False |
23,349 |
| 60 |
76.00 |
42.51 |
33.49 |
68.6% |
3.54 |
7.3% |
19% |
False |
False |
20,467 |
| 80 |
102.84 |
42.51 |
60.33 |
123.7% |
3.64 |
7.5% |
10% |
False |
False |
18,085 |
| 100 |
120.15 |
42.51 |
77.64 |
159.1% |
3.61 |
7.4% |
8% |
False |
False |
15,799 |
| 120 |
129.18 |
42.51 |
86.67 |
177.6% |
3.39 |
6.9% |
7% |
False |
False |
13,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.96 |
|
2.618 |
55.96 |
|
1.618 |
53.51 |
|
1.000 |
52.00 |
|
0.618 |
51.06 |
|
HIGH |
49.55 |
|
0.618 |
48.61 |
|
0.500 |
48.33 |
|
0.382 |
48.04 |
|
LOW |
47.10 |
|
0.618 |
45.59 |
|
1.000 |
44.65 |
|
1.618 |
43.14 |
|
2.618 |
40.69 |
|
4.250 |
36.69 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.64 |
49.08 |
| PP |
48.48 |
48.98 |
| S1 |
48.33 |
48.89 |
|