NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
49.37 |
49.94 |
0.57 |
1.2% |
50.92 |
| High |
51.45 |
50.82 |
-0.63 |
-1.2% |
52.05 |
| Low |
48.70 |
49.03 |
0.33 |
0.7% |
46.95 |
| Close |
50.11 |
50.27 |
0.16 |
0.3% |
51.95 |
| Range |
2.75 |
1.79 |
-0.96 |
-34.9% |
5.10 |
| ATR |
3.29 |
3.19 |
-0.11 |
-3.3% |
0.00 |
| Volume |
38,661 |
34,001 |
-4,660 |
-12.1% |
141,659 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.41 |
54.63 |
51.25 |
|
| R3 |
53.62 |
52.84 |
50.76 |
|
| R2 |
51.83 |
51.83 |
50.60 |
|
| R1 |
51.05 |
51.05 |
50.43 |
51.44 |
| PP |
50.04 |
50.04 |
50.04 |
50.24 |
| S1 |
49.26 |
49.26 |
50.11 |
49.65 |
| S2 |
48.25 |
48.25 |
49.94 |
|
| S3 |
46.46 |
47.47 |
49.78 |
|
| S4 |
44.67 |
45.68 |
49.29 |
|
|
| 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 |
47.60 |
5.77 |
11.5% |
3.05 |
6.1% |
46% |
False |
False |
35,189 |
| 10 |
53.60 |
46.95 |
6.65 |
13.2% |
2.99 |
5.9% |
50% |
False |
False |
34,698 |
| 20 |
59.66 |
46.36 |
13.30 |
26.5% |
3.36 |
6.7% |
29% |
False |
False |
29,360 |
| 40 |
59.66 |
42.51 |
17.15 |
34.1% |
3.23 |
6.4% |
45% |
False |
False |
25,909 |
| 60 |
76.00 |
42.51 |
33.49 |
66.6% |
3.44 |
6.8% |
23% |
False |
False |
22,072 |
| 80 |
91.57 |
42.51 |
49.06 |
97.6% |
3.58 |
7.1% |
16% |
False |
False |
19,768 |
| 100 |
112.04 |
42.51 |
69.53 |
138.3% |
3.63 |
7.2% |
11% |
False |
False |
17,330 |
| 120 |
123.85 |
42.51 |
81.34 |
161.8% |
3.39 |
6.7% |
10% |
False |
False |
14,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.43 |
|
2.618 |
55.51 |
|
1.618 |
53.72 |
|
1.000 |
52.61 |
|
0.618 |
51.93 |
|
HIGH |
50.82 |
|
0.618 |
50.14 |
|
0.500 |
49.93 |
|
0.382 |
49.71 |
|
LOW |
49.03 |
|
0.618 |
47.92 |
|
1.000 |
47.24 |
|
1.618 |
46.13 |
|
2.618 |
44.34 |
|
4.250 |
41.42 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.16 |
50.50 |
| PP |
50.04 |
50.42 |
| S1 |
49.93 |
50.35 |
|