NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
51.30 |
51.40 |
0.10 |
0.2% |
52.04 |
| High |
51.98 |
52.94 |
0.96 |
1.8% |
54.24 |
| Low |
50.32 |
50.90 |
0.58 |
1.2% |
49.62 |
| Close |
51.52 |
51.17 |
-0.35 |
-0.7% |
51.17 |
| Range |
1.66 |
2.04 |
0.38 |
22.9% |
4.62 |
| ATR |
3.04 |
2.97 |
-0.07 |
-2.4% |
0.00 |
| Volume |
12,038 |
10,673 |
-1,365 |
-11.3% |
63,491 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.79 |
56.52 |
52.29 |
|
| R3 |
55.75 |
54.48 |
51.73 |
|
| R2 |
53.71 |
53.71 |
51.54 |
|
| R1 |
52.44 |
52.44 |
51.36 |
52.06 |
| PP |
51.67 |
51.67 |
51.67 |
51.48 |
| S1 |
50.40 |
50.40 |
50.98 |
50.02 |
| S2 |
49.63 |
49.63 |
50.80 |
|
| S3 |
47.59 |
48.36 |
50.61 |
|
| S4 |
45.55 |
46.32 |
50.05 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.54 |
62.97 |
53.71 |
|
| R3 |
60.92 |
58.35 |
52.44 |
|
| R2 |
56.30 |
56.30 |
52.02 |
|
| R1 |
53.73 |
53.73 |
51.59 |
52.71 |
| PP |
51.68 |
51.68 |
51.68 |
51.16 |
| S1 |
49.11 |
49.11 |
50.75 |
48.09 |
| S2 |
47.06 |
47.06 |
50.32 |
|
| S3 |
42.44 |
44.49 |
49.90 |
|
| S4 |
37.82 |
39.87 |
48.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.24 |
49.62 |
4.62 |
9.0% |
2.49 |
4.9% |
34% |
False |
False |
12,698 |
| 10 |
54.72 |
48.25 |
6.47 |
12.6% |
2.58 |
5.0% |
45% |
False |
False |
12,985 |
| 20 |
60.72 |
48.25 |
12.47 |
24.4% |
2.84 |
5.6% |
23% |
False |
False |
12,054 |
| 40 |
60.72 |
43.67 |
17.05 |
33.3% |
3.03 |
5.9% |
44% |
False |
False |
9,429 |
| 60 |
76.25 |
43.67 |
32.58 |
63.7% |
2.86 |
5.6% |
23% |
False |
False |
7,409 |
| 80 |
91.66 |
43.67 |
47.99 |
93.8% |
2.63 |
5.1% |
16% |
False |
False |
6,203 |
| 100 |
110.25 |
43.67 |
66.58 |
130.1% |
2.32 |
4.5% |
11% |
False |
False |
5,210 |
| 120 |
123.73 |
43.67 |
80.06 |
156.5% |
1.99 |
3.9% |
9% |
False |
False |
4,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.61 |
|
2.618 |
58.28 |
|
1.618 |
56.24 |
|
1.000 |
54.98 |
|
0.618 |
54.20 |
|
HIGH |
52.94 |
|
0.618 |
52.16 |
|
0.500 |
51.92 |
|
0.382 |
51.68 |
|
LOW |
50.90 |
|
0.618 |
49.64 |
|
1.000 |
48.86 |
|
1.618 |
47.60 |
|
2.618 |
45.56 |
|
4.250 |
42.23 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.92 |
51.41 |
| PP |
51.67 |
51.33 |
| S1 |
51.42 |
51.25 |
|