NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
48.85 |
51.28 |
2.43 |
5.0% |
50.92 |
| High |
52.05 |
53.37 |
1.32 |
2.5% |
52.05 |
| Low |
47.60 |
50.85 |
3.25 |
6.8% |
46.95 |
| Close |
51.95 |
51.05 |
-0.90 |
-1.7% |
51.95 |
| Range |
4.45 |
2.52 |
-1.93 |
-43.4% |
5.10 |
| ATR |
3.37 |
3.31 |
-0.06 |
-1.8% |
0.00 |
| Volume |
38,896 |
27,676 |
-11,220 |
-28.8% |
141,659 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.32 |
57.70 |
52.44 |
|
| R3 |
56.80 |
55.18 |
51.74 |
|
| R2 |
54.28 |
54.28 |
51.51 |
|
| R1 |
52.66 |
52.66 |
51.28 |
52.21 |
| PP |
51.76 |
51.76 |
51.76 |
51.53 |
| S1 |
50.14 |
50.14 |
50.82 |
49.69 |
| S2 |
49.24 |
49.24 |
50.59 |
|
| S3 |
46.72 |
47.62 |
50.36 |
|
| S4 |
44.20 |
45.10 |
49.66 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.62 |
63.88 |
54.76 |
|
| R3 |
60.52 |
58.78 |
53.35 |
|
| R2 |
55.42 |
55.42 |
52.89 |
|
| R1 |
53.68 |
53.68 |
52.42 |
54.55 |
| PP |
50.32 |
50.32 |
50.32 |
50.75 |
| S1 |
48.58 |
48.58 |
51.48 |
49.45 |
| S2 |
45.22 |
45.22 |
51.02 |
|
| S3 |
40.12 |
43.48 |
50.55 |
|
| S4 |
35.02 |
38.38 |
49.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.37 |
46.95 |
6.42 |
12.6% |
3.09 |
6.0% |
64% |
True |
False |
33,867 |
| 10 |
53.60 |
46.95 |
6.65 |
13.0% |
2.96 |
5.8% |
62% |
False |
False |
32,172 |
| 20 |
59.66 |
42.87 |
16.79 |
32.9% |
3.31 |
6.5% |
49% |
False |
False |
25,221 |
| 40 |
61.33 |
42.51 |
18.82 |
36.9% |
3.33 |
6.5% |
45% |
False |
False |
24,178 |
| 60 |
76.00 |
42.51 |
33.49 |
65.6% |
3.55 |
7.0% |
26% |
False |
False |
21,018 |
| 80 |
100.75 |
42.51 |
58.24 |
114.1% |
3.61 |
7.1% |
15% |
False |
False |
18,711 |
| 100 |
113.10 |
42.51 |
70.59 |
138.3% |
3.60 |
7.1% |
12% |
False |
False |
16,409 |
| 120 |
123.85 |
42.51 |
81.34 |
159.3% |
3.35 |
6.6% |
10% |
False |
False |
14,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.08 |
|
2.618 |
59.97 |
|
1.618 |
57.45 |
|
1.000 |
55.89 |
|
0.618 |
54.93 |
|
HIGH |
53.37 |
|
0.618 |
52.41 |
|
0.500 |
52.11 |
|
0.382 |
51.81 |
|
LOW |
50.85 |
|
0.618 |
49.29 |
|
1.000 |
48.33 |
|
1.618 |
46.77 |
|
2.618 |
44.25 |
|
4.250 |
40.14 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.11 |
50.78 |
| PP |
51.76 |
50.51 |
| S1 |
51.40 |
50.24 |
|