NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
48.82 |
51.11 |
2.29 |
4.7% |
49.32 |
| High |
54.97 |
55.84 |
0.87 |
1.6% |
55.84 |
| Low |
47.61 |
50.86 |
3.25 |
6.8% |
46.55 |
| Close |
54.31 |
55.80 |
1.49 |
2.7% |
55.80 |
| Range |
7.36 |
4.98 |
-2.38 |
-32.3% |
9.29 |
| ATR |
3.42 |
3.53 |
0.11 |
3.3% |
0.00 |
| Volume |
9,781 |
7,374 |
-2,407 |
-24.6% |
28,479 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.11 |
67.43 |
58.54 |
|
| R3 |
64.13 |
62.45 |
57.17 |
|
| R2 |
59.15 |
59.15 |
56.71 |
|
| R1 |
57.47 |
57.47 |
56.26 |
58.31 |
| PP |
54.17 |
54.17 |
54.17 |
54.59 |
| S1 |
52.49 |
52.49 |
55.34 |
53.33 |
| S2 |
49.19 |
49.19 |
54.89 |
|
| S3 |
44.21 |
47.51 |
54.43 |
|
| S4 |
39.23 |
42.53 |
53.06 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.60 |
77.49 |
60.91 |
|
| R3 |
71.31 |
68.20 |
58.35 |
|
| R2 |
62.02 |
62.02 |
57.50 |
|
| R1 |
58.91 |
58.91 |
56.65 |
60.47 |
| PP |
52.73 |
52.73 |
52.73 |
53.51 |
| S1 |
49.62 |
49.62 |
54.95 |
51.18 |
| S2 |
43.44 |
43.44 |
54.10 |
|
| S3 |
34.15 |
40.33 |
53.25 |
|
| S4 |
24.86 |
31.04 |
50.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.84 |
44.08 |
11.76 |
21.1% |
3.93 |
7.0% |
100% |
True |
False |
6,608 |
| 10 |
55.84 |
43.67 |
12.17 |
21.8% |
3.31 |
5.9% |
100% |
True |
False |
7,622 |
| 20 |
59.43 |
43.67 |
15.76 |
28.2% |
3.40 |
6.1% |
77% |
False |
False |
6,951 |
| 40 |
72.11 |
43.67 |
28.44 |
51.0% |
2.89 |
5.2% |
43% |
False |
False |
5,180 |
| 60 |
89.63 |
43.67 |
45.96 |
82.4% |
2.58 |
4.6% |
26% |
False |
False |
4,349 |
| 80 |
110.25 |
43.67 |
66.58 |
119.3% |
2.25 |
4.0% |
18% |
False |
False |
3,587 |
| 100 |
123.73 |
43.67 |
80.06 |
143.5% |
1.87 |
3.4% |
15% |
False |
False |
2,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.01 |
|
2.618 |
68.88 |
|
1.618 |
63.90 |
|
1.000 |
60.82 |
|
0.618 |
58.92 |
|
HIGH |
55.84 |
|
0.618 |
53.94 |
|
0.500 |
53.35 |
|
0.382 |
52.76 |
|
LOW |
50.86 |
|
0.618 |
47.78 |
|
1.000 |
45.88 |
|
1.618 |
42.80 |
|
2.618 |
37.82 |
|
4.250 |
29.70 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
54.98 |
54.41 |
| PP |
54.17 |
53.01 |
| S1 |
53.35 |
51.62 |
|