NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
54.06 |
54.20 |
0.14 |
0.3% |
57.50 |
| High |
54.70 |
55.16 |
0.46 |
0.8% |
60.72 |
| Low |
51.99 |
51.41 |
-0.58 |
-1.1% |
52.72 |
| Close |
53.83 |
53.80 |
-0.03 |
-0.1% |
54.13 |
| Range |
2.71 |
3.75 |
1.04 |
38.4% |
8.00 |
| ATR |
3.23 |
3.27 |
0.04 |
1.1% |
0.00 |
| Volume |
14,693 |
14,067 |
-626 |
-4.3% |
56,160 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.71 |
63.00 |
55.86 |
|
| R3 |
60.96 |
59.25 |
54.83 |
|
| R2 |
57.21 |
57.21 |
54.49 |
|
| R1 |
55.50 |
55.50 |
54.14 |
54.48 |
| PP |
53.46 |
53.46 |
53.46 |
52.95 |
| S1 |
51.75 |
51.75 |
53.46 |
50.73 |
| S2 |
49.71 |
49.71 |
53.11 |
|
| S3 |
45.96 |
48.00 |
52.77 |
|
| S4 |
42.21 |
44.25 |
51.74 |
|
|
| 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 |
55.16 |
51.41 |
3.75 |
7.0% |
2.41 |
4.5% |
64% |
True |
True |
11,905 |
| 10 |
60.72 |
50.86 |
9.86 |
18.3% |
3.10 |
5.8% |
30% |
False |
False |
11,123 |
| 20 |
60.72 |
43.67 |
17.05 |
31.7% |
3.10 |
5.8% |
59% |
False |
False |
9,348 |
| 40 |
61.20 |
43.67 |
17.53 |
32.6% |
2.99 |
5.6% |
58% |
False |
False |
7,084 |
| 60 |
76.25 |
43.67 |
32.58 |
60.6% |
2.70 |
5.0% |
31% |
False |
False |
5,700 |
| 80 |
108.05 |
43.67 |
64.38 |
119.7% |
2.37 |
4.4% |
16% |
False |
False |
4,800 |
| 100 |
119.87 |
43.67 |
76.20 |
141.6% |
2.09 |
3.9% |
13% |
False |
False |
3,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.10 |
|
2.618 |
64.98 |
|
1.618 |
61.23 |
|
1.000 |
58.91 |
|
0.618 |
57.48 |
|
HIGH |
55.16 |
|
0.618 |
53.73 |
|
0.500 |
53.29 |
|
0.382 |
52.84 |
|
LOW |
51.41 |
|
0.618 |
49.09 |
|
1.000 |
47.66 |
|
1.618 |
45.34 |
|
2.618 |
41.59 |
|
4.250 |
35.47 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
53.63 |
53.63 |
| PP |
53.46 |
53.46 |
| S1 |
53.29 |
53.29 |
|