NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
50.12 |
48.65 |
-1.47 |
-2.9% |
52.62 |
| High |
51.06 |
50.43 |
-0.63 |
-1.2% |
55.16 |
| Low |
48.87 |
48.25 |
-0.62 |
-1.3% |
51.41 |
| Close |
49.64 |
49.73 |
0.09 |
0.2% |
52.79 |
| Range |
2.19 |
2.18 |
-0.01 |
-0.5% |
3.75 |
| ATR |
3.26 |
3.18 |
-0.08 |
-2.4% |
0.00 |
| Volume |
9,360 |
17,707 |
8,347 |
89.2% |
59,772 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.01 |
55.05 |
50.93 |
|
| R3 |
53.83 |
52.87 |
50.33 |
|
| R2 |
51.65 |
51.65 |
50.13 |
|
| R1 |
50.69 |
50.69 |
49.93 |
51.17 |
| PP |
49.47 |
49.47 |
49.47 |
49.71 |
| S1 |
48.51 |
48.51 |
49.53 |
48.99 |
| S2 |
47.29 |
47.29 |
49.33 |
|
| S3 |
45.11 |
46.33 |
49.13 |
|
| S4 |
42.93 |
44.15 |
48.53 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.37 |
62.33 |
54.85 |
|
| R3 |
60.62 |
58.58 |
53.82 |
|
| R2 |
56.87 |
56.87 |
53.48 |
|
| R1 |
54.83 |
54.83 |
53.13 |
55.85 |
| PP |
53.12 |
53.12 |
53.12 |
53.63 |
| S1 |
51.08 |
51.08 |
52.45 |
52.10 |
| S2 |
49.37 |
49.37 |
52.10 |
|
| S3 |
45.62 |
47.33 |
51.76 |
|
| S4 |
41.87 |
43.58 |
50.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.16 |
48.25 |
6.91 |
13.9% |
2.66 |
5.3% |
21% |
False |
True |
13,579 |
| 10 |
59.10 |
48.25 |
10.85 |
21.8% |
2.62 |
5.3% |
14% |
False |
True |
12,226 |
| 20 |
60.72 |
43.67 |
17.05 |
34.3% |
3.07 |
6.2% |
36% |
False |
False |
10,031 |
| 40 |
61.20 |
43.67 |
17.53 |
35.3% |
3.01 |
6.1% |
35% |
False |
False |
7,838 |
| 60 |
76.25 |
43.67 |
32.58 |
65.5% |
2.75 |
5.5% |
19% |
False |
False |
6,250 |
| 80 |
107.23 |
43.67 |
63.56 |
127.8% |
2.42 |
4.9% |
10% |
False |
False |
5,252 |
| 100 |
118.21 |
43.67 |
74.54 |
149.9% |
2.16 |
4.3% |
8% |
False |
False |
4,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.70 |
|
2.618 |
56.14 |
|
1.618 |
53.96 |
|
1.000 |
52.61 |
|
0.618 |
51.78 |
|
HIGH |
50.43 |
|
0.618 |
49.60 |
|
0.500 |
49.34 |
|
0.382 |
49.08 |
|
LOW |
48.25 |
|
0.618 |
46.90 |
|
1.000 |
46.07 |
|
1.618 |
44.72 |
|
2.618 |
42.54 |
|
4.250 |
38.99 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.60 |
51.49 |
| PP |
49.47 |
50.90 |
| S1 |
49.34 |
50.32 |
|