NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
54.30 |
52.62 |
-1.68 |
-3.1% |
57.50 |
| High |
54.30 |
52.93 |
-1.37 |
-2.5% |
60.72 |
| Low |
52.72 |
51.88 |
-0.84 |
-1.6% |
52.72 |
| Close |
54.13 |
52.33 |
-1.80 |
-3.3% |
54.13 |
| Range |
1.58 |
1.05 |
-0.53 |
-33.5% |
8.00 |
| ATR |
3.38 |
3.30 |
-0.08 |
-2.4% |
0.00 |
| Volume |
11,826 |
10,675 |
-1,151 |
-9.7% |
56,160 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.53 |
54.98 |
52.91 |
|
| R3 |
54.48 |
53.93 |
52.62 |
|
| R2 |
53.43 |
53.43 |
52.52 |
|
| R1 |
52.88 |
52.88 |
52.43 |
52.63 |
| PP |
52.38 |
52.38 |
52.38 |
52.26 |
| S1 |
51.83 |
51.83 |
52.23 |
51.58 |
| S2 |
51.33 |
51.33 |
52.14 |
|
| S3 |
50.28 |
50.78 |
52.04 |
|
| S4 |
49.23 |
49.73 |
51.75 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.86 |
74.99 |
58.53 |
|
| R3 |
71.86 |
66.99 |
56.33 |
|
| R2 |
63.86 |
63.86 |
55.60 |
|
| R1 |
58.99 |
58.99 |
54.86 |
57.43 |
| PP |
55.86 |
55.86 |
55.86 |
55.07 |
| S1 |
50.99 |
50.99 |
53.40 |
49.43 |
| S2 |
47.86 |
47.86 |
52.66 |
|
| S3 |
39.86 |
42.99 |
51.93 |
|
| S4 |
31.86 |
34.99 |
49.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.72 |
51.88 |
8.84 |
16.9% |
2.54 |
4.8% |
5% |
False |
True |
11,552 |
| 10 |
60.72 |
46.55 |
14.17 |
27.1% |
3.36 |
6.4% |
41% |
False |
False |
9,531 |
| 20 |
60.72 |
43.67 |
17.05 |
32.6% |
3.21 |
6.1% |
51% |
False |
False |
8,411 |
| 40 |
65.19 |
43.67 |
21.52 |
41.1% |
2.98 |
5.7% |
40% |
False |
False |
6,425 |
| 60 |
78.55 |
43.67 |
34.88 |
66.7% |
2.65 |
5.1% |
25% |
False |
False |
5,256 |
| 80 |
110.25 |
43.67 |
66.58 |
127.2% |
2.30 |
4.4% |
13% |
False |
False |
4,373 |
| 100 |
123.73 |
43.67 |
80.06 |
153.0% |
2.04 |
3.9% |
11% |
False |
False |
3,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.39 |
|
2.618 |
55.68 |
|
1.618 |
54.63 |
|
1.000 |
53.98 |
|
0.618 |
53.58 |
|
HIGH |
52.93 |
|
0.618 |
52.53 |
|
0.500 |
52.41 |
|
0.382 |
52.28 |
|
LOW |
51.88 |
|
0.618 |
51.23 |
|
1.000 |
50.83 |
|
1.618 |
50.18 |
|
2.618 |
49.13 |
|
4.250 |
47.42 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.41 |
53.56 |
| PP |
52.38 |
53.15 |
| S1 |
52.36 |
52.74 |
|