NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
53.17 |
50.49 |
-2.68 |
-5.0% |
50.12 |
| High |
53.17 |
52.59 |
-0.58 |
-1.1% |
53.13 |
| Low |
49.62 |
49.87 |
0.25 |
0.5% |
48.25 |
| Close |
49.86 |
51.30 |
1.44 |
2.9% |
53.04 |
| Range |
3.55 |
2.72 |
-0.83 |
-23.4% |
4.88 |
| ATR |
3.18 |
3.15 |
-0.03 |
-1.0% |
0.00 |
| Volume |
14,136 |
14,737 |
601 |
4.3% |
54,294 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.41 |
58.08 |
52.80 |
|
| R3 |
56.69 |
55.36 |
52.05 |
|
| R2 |
53.97 |
53.97 |
51.80 |
|
| R1 |
52.64 |
52.64 |
51.55 |
53.31 |
| PP |
51.25 |
51.25 |
51.25 |
51.59 |
| S1 |
49.92 |
49.92 |
51.05 |
50.59 |
| S2 |
48.53 |
48.53 |
50.80 |
|
| S3 |
45.81 |
47.20 |
50.55 |
|
| S4 |
43.09 |
44.48 |
49.80 |
|
|
| 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 |
48.37 |
5.87 |
11.4% |
3.06 |
6.0% |
50% |
False |
False |
13,601 |
| 10 |
55.16 |
48.25 |
6.91 |
13.5% |
2.86 |
5.6% |
44% |
False |
False |
13,590 |
| 20 |
60.72 |
47.39 |
13.33 |
26.0% |
3.11 |
6.1% |
29% |
False |
False |
11,721 |
| 40 |
60.72 |
43.67 |
17.05 |
33.2% |
3.09 |
6.0% |
45% |
False |
False |
8,994 |
| 60 |
76.25 |
43.67 |
32.58 |
63.5% |
2.87 |
5.6% |
23% |
False |
False |
7,110 |
| 80 |
94.07 |
43.67 |
50.40 |
98.2% |
2.60 |
5.1% |
15% |
False |
False |
6,010 |
| 100 |
110.25 |
43.67 |
66.58 |
129.8% |
2.28 |
4.4% |
11% |
False |
False |
4,995 |
| 120 |
123.73 |
43.67 |
80.06 |
156.1% |
1.96 |
3.8% |
10% |
False |
False |
4,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.15 |
|
2.618 |
59.71 |
|
1.618 |
56.99 |
|
1.000 |
55.31 |
|
0.618 |
54.27 |
|
HIGH |
52.59 |
|
0.618 |
51.55 |
|
0.500 |
51.23 |
|
0.382 |
50.91 |
|
LOW |
49.87 |
|
0.618 |
48.19 |
|
1.000 |
47.15 |
|
1.618 |
45.47 |
|
2.618 |
42.75 |
|
4.250 |
38.31 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.28 |
51.93 |
| PP |
51.25 |
51.72 |
| S1 |
51.23 |
51.51 |
|