NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
51.28 |
51.23 |
-0.05 |
-0.1% |
50.92 |
| High |
53.37 |
52.37 |
-1.00 |
-1.9% |
52.05 |
| Low |
50.85 |
48.63 |
-2.22 |
-4.4% |
46.95 |
| Close |
51.05 |
48.70 |
-2.35 |
-4.6% |
51.95 |
| Range |
2.52 |
3.74 |
1.22 |
48.4% |
5.10 |
| ATR |
3.31 |
3.34 |
0.03 |
0.9% |
0.00 |
| Volume |
27,676 |
36,712 |
9,036 |
32.6% |
141,659 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.12 |
58.65 |
50.76 |
|
| R3 |
57.38 |
54.91 |
49.73 |
|
| R2 |
53.64 |
53.64 |
49.39 |
|
| R1 |
51.17 |
51.17 |
49.04 |
50.54 |
| PP |
49.90 |
49.90 |
49.90 |
49.58 |
| S1 |
47.43 |
47.43 |
48.36 |
46.80 |
| S2 |
46.16 |
46.16 |
48.01 |
|
| S3 |
42.42 |
43.69 |
47.67 |
|
| S4 |
38.68 |
39.95 |
46.64 |
|
|
| 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 |
13.2% |
3.10 |
6.4% |
27% |
False |
False |
35,411 |
| 10 |
53.60 |
46.95 |
6.65 |
13.7% |
3.11 |
6.4% |
26% |
False |
False |
33,237 |
| 20 |
59.66 |
45.42 |
14.24 |
29.2% |
3.36 |
6.9% |
23% |
False |
False |
26,578 |
| 40 |
61.33 |
42.51 |
18.82 |
38.6% |
3.32 |
6.8% |
33% |
False |
False |
24,719 |
| 60 |
76.00 |
42.51 |
33.49 |
68.8% |
3.54 |
7.3% |
18% |
False |
False |
21,382 |
| 80 |
98.25 |
42.51 |
55.74 |
114.5% |
3.62 |
7.4% |
11% |
False |
False |
19,080 |
| 100 |
113.10 |
42.51 |
70.59 |
144.9% |
3.63 |
7.4% |
9% |
False |
False |
16,706 |
| 120 |
123.85 |
42.51 |
81.34 |
167.0% |
3.36 |
6.9% |
8% |
False |
False |
14,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.27 |
|
2.618 |
62.16 |
|
1.618 |
58.42 |
|
1.000 |
56.11 |
|
0.618 |
54.68 |
|
HIGH |
52.37 |
|
0.618 |
50.94 |
|
0.500 |
50.50 |
|
0.382 |
50.06 |
|
LOW |
48.63 |
|
0.618 |
46.32 |
|
1.000 |
44.89 |
|
1.618 |
42.58 |
|
2.618 |
38.84 |
|
4.250 |
32.74 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.50 |
50.49 |
| PP |
49.90 |
49.89 |
| S1 |
49.30 |
49.30 |
|