NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
52.04 |
53.17 |
1.13 |
2.2% |
50.12 |
| High |
54.24 |
53.17 |
-1.07 |
-2.0% |
53.13 |
| Low |
51.77 |
49.62 |
-2.15 |
-4.2% |
48.25 |
| Close |
51.96 |
49.86 |
-2.10 |
-4.0% |
53.04 |
| Range |
2.47 |
3.55 |
1.08 |
43.7% |
4.88 |
| ATR |
3.15 |
3.18 |
0.03 |
0.9% |
0.00 |
| Volume |
11,907 |
14,136 |
2,229 |
18.7% |
54,294 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.53 |
59.25 |
51.81 |
|
| R3 |
57.98 |
55.70 |
50.84 |
|
| R2 |
54.43 |
54.43 |
50.51 |
|
| R1 |
52.15 |
52.15 |
50.19 |
51.52 |
| PP |
50.88 |
50.88 |
50.88 |
50.57 |
| S1 |
48.60 |
48.60 |
49.53 |
47.97 |
| S2 |
47.33 |
47.33 |
49.21 |
|
| S3 |
43.78 |
45.05 |
48.88 |
|
| S4 |
40.23 |
41.50 |
47.91 |
|
|
| 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 |
54.24 |
48.25 |
5.99 |
12.0% |
2.96 |
5.9% |
27% |
False |
False |
14,195 |
| 10 |
55.16 |
48.25 |
6.91 |
13.9% |
2.89 |
5.8% |
23% |
False |
False |
12,943 |
| 20 |
60.72 |
46.55 |
14.17 |
28.4% |
3.12 |
6.3% |
23% |
False |
False |
11,237 |
| 40 |
61.20 |
43.67 |
17.53 |
35.2% |
3.06 |
6.1% |
35% |
False |
False |
8,740 |
| 60 |
76.25 |
43.67 |
32.58 |
65.3% |
2.83 |
5.7% |
19% |
False |
False |
6,909 |
| 80 |
94.90 |
43.67 |
51.23 |
102.7% |
2.57 |
5.2% |
12% |
False |
False |
5,841 |
| 100 |
112.96 |
43.67 |
69.29 |
139.0% |
2.25 |
4.5% |
9% |
False |
False |
4,851 |
| 120 |
123.73 |
43.67 |
80.06 |
160.6% |
1.94 |
3.9% |
8% |
False |
False |
4,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.26 |
|
2.618 |
62.46 |
|
1.618 |
58.91 |
|
1.000 |
56.72 |
|
0.618 |
55.36 |
|
HIGH |
53.17 |
|
0.618 |
51.81 |
|
0.500 |
51.40 |
|
0.382 |
50.98 |
|
LOW |
49.62 |
|
0.618 |
47.43 |
|
1.000 |
46.07 |
|
1.618 |
43.88 |
|
2.618 |
40.33 |
|
4.250 |
34.53 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.40 |
51.52 |
| PP |
50.88 |
50.97 |
| S1 |
50.37 |
50.41 |
|