NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
49.84 |
49.76 |
-0.08 |
-0.2% |
50.12 |
| High |
50.62 |
53.13 |
2.51 |
5.0% |
53.13 |
| Low |
48.37 |
48.80 |
0.43 |
0.9% |
48.25 |
| Close |
50.01 |
53.04 |
3.03 |
6.1% |
53.04 |
| Range |
2.25 |
4.33 |
2.08 |
92.4% |
4.88 |
| ATR |
3.12 |
3.20 |
0.09 |
2.8% |
0.00 |
| Volume |
13,988 |
13,239 |
-749 |
-5.4% |
54,294 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.65 |
63.17 |
55.42 |
|
| R3 |
60.32 |
58.84 |
54.23 |
|
| R2 |
55.99 |
55.99 |
53.83 |
|
| R1 |
54.51 |
54.51 |
53.44 |
55.25 |
| PP |
51.66 |
51.66 |
51.66 |
52.03 |
| S1 |
50.18 |
50.18 |
52.64 |
50.92 |
| S2 |
47.33 |
47.33 |
52.25 |
|
| S3 |
43.00 |
45.85 |
51.85 |
|
| S4 |
38.67 |
41.52 |
50.66 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.11 |
64.46 |
55.72 |
|
| R3 |
61.23 |
59.58 |
54.38 |
|
| R2 |
56.35 |
56.35 |
53.93 |
|
| R1 |
54.70 |
54.70 |
53.49 |
55.53 |
| PP |
51.47 |
51.47 |
51.47 |
51.89 |
| S1 |
49.82 |
49.82 |
52.59 |
50.65 |
| S2 |
46.59 |
46.59 |
52.15 |
|
| S3 |
41.71 |
44.94 |
51.70 |
|
| S4 |
36.83 |
40.06 |
50.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.72 |
48.25 |
6.47 |
12.2% |
2.68 |
5.1% |
74% |
False |
False |
13,272 |
| 10 |
55.16 |
48.25 |
6.91 |
13.0% |
2.55 |
4.8% |
69% |
False |
False |
12,589 |
| 20 |
60.72 |
43.67 |
17.05 |
32.1% |
3.09 |
5.8% |
55% |
False |
False |
10,523 |
| 40 |
61.20 |
43.67 |
17.53 |
33.1% |
3.02 |
5.7% |
53% |
False |
False |
8,323 |
| 60 |
76.25 |
43.67 |
32.58 |
61.4% |
2.80 |
5.3% |
29% |
False |
False |
6,547 |
| 80 |
102.25 |
43.67 |
58.58 |
110.4% |
2.50 |
4.7% |
16% |
False |
False |
5,567 |
| 100 |
113.84 |
43.67 |
70.17 |
132.3% |
2.22 |
4.2% |
13% |
False |
False |
4,598 |
| 120 |
123.73 |
43.67 |
80.06 |
150.9% |
1.89 |
3.6% |
12% |
False |
False |
3,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.53 |
|
2.618 |
64.47 |
|
1.618 |
60.14 |
|
1.000 |
57.46 |
|
0.618 |
55.81 |
|
HIGH |
53.13 |
|
0.618 |
51.48 |
|
0.500 |
50.97 |
|
0.382 |
50.45 |
|
LOW |
48.80 |
|
0.618 |
46.12 |
|
1.000 |
44.47 |
|
1.618 |
41.79 |
|
2.618 |
37.46 |
|
4.250 |
30.40 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.35 |
52.26 |
| PP |
51.66 |
51.47 |
| S1 |
50.97 |
50.69 |
|