NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
49.94 |
50.15 |
0.21 |
0.4% |
51.28 |
| High |
50.82 |
51.77 |
0.95 |
1.9% |
53.37 |
| Low |
49.03 |
49.80 |
0.77 |
1.6% |
48.63 |
| Close |
50.27 |
49.98 |
-0.29 |
-0.6% |
49.98 |
| Range |
1.79 |
1.97 |
0.18 |
10.1% |
4.74 |
| ATR |
3.19 |
3.10 |
-0.09 |
-2.7% |
0.00 |
| Volume |
34,001 |
26,701 |
-7,300 |
-21.5% |
163,751 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.43 |
55.17 |
51.06 |
|
| R3 |
54.46 |
53.20 |
50.52 |
|
| R2 |
52.49 |
52.49 |
50.34 |
|
| R1 |
51.23 |
51.23 |
50.16 |
50.88 |
| PP |
50.52 |
50.52 |
50.52 |
50.34 |
| S1 |
49.26 |
49.26 |
49.80 |
48.91 |
| S2 |
48.55 |
48.55 |
49.62 |
|
| S3 |
46.58 |
47.29 |
49.44 |
|
| S4 |
44.61 |
45.32 |
48.90 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.88 |
62.17 |
52.59 |
|
| R3 |
60.14 |
57.43 |
51.28 |
|
| R2 |
55.40 |
55.40 |
50.85 |
|
| R1 |
52.69 |
52.69 |
50.41 |
51.68 |
| PP |
50.66 |
50.66 |
50.66 |
50.15 |
| S1 |
47.95 |
47.95 |
49.55 |
46.94 |
| S2 |
45.92 |
45.92 |
49.11 |
|
| S3 |
41.18 |
43.21 |
48.68 |
|
| S4 |
36.44 |
38.47 |
47.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.37 |
48.63 |
4.74 |
9.5% |
2.55 |
5.1% |
28% |
False |
False |
32,750 |
| 10 |
53.37 |
46.95 |
6.42 |
12.8% |
2.82 |
5.6% |
47% |
False |
False |
34,060 |
| 20 |
59.66 |
46.95 |
12.71 |
25.4% |
3.09 |
6.2% |
24% |
False |
False |
29,921 |
| 40 |
59.66 |
42.51 |
17.15 |
34.3% |
3.21 |
6.4% |
44% |
False |
False |
26,207 |
| 60 |
76.00 |
42.51 |
33.49 |
67.0% |
3.42 |
6.8% |
22% |
False |
False |
22,362 |
| 80 |
91.43 |
42.51 |
48.92 |
97.9% |
3.55 |
7.1% |
15% |
False |
False |
20,012 |
| 100 |
109.98 |
42.51 |
67.47 |
135.0% |
3.61 |
7.2% |
11% |
False |
False |
17,565 |
| 120 |
123.85 |
42.51 |
81.34 |
162.7% |
3.40 |
6.8% |
9% |
False |
False |
15,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.14 |
|
2.618 |
56.93 |
|
1.618 |
54.96 |
|
1.000 |
53.74 |
|
0.618 |
52.99 |
|
HIGH |
51.77 |
|
0.618 |
51.02 |
|
0.500 |
50.79 |
|
0.382 |
50.55 |
|
LOW |
49.80 |
|
0.618 |
48.58 |
|
1.000 |
47.83 |
|
1.618 |
46.61 |
|
2.618 |
44.64 |
|
4.250 |
41.43 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.79 |
50.24 |
| PP |
50.52 |
50.15 |
| S1 |
50.25 |
50.07 |
|