NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
48.90 |
53.87 |
4.97 |
10.2% |
49.06 |
| High |
55.57 |
56.15 |
0.58 |
1.0% |
56.15 |
| Low |
48.90 |
53.87 |
4.97 |
10.2% |
48.00 |
| Close |
55.36 |
56.78 |
1.42 |
2.6% |
56.78 |
| Range |
6.67 |
2.28 |
-4.39 |
-65.8% |
8.15 |
| ATR |
2.39 |
2.39 |
-0.01 |
-0.3% |
0.00 |
| Volume |
769 |
2,879 |
2,110 |
274.4% |
5,826 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.44 |
61.89 |
58.03 |
|
| R3 |
60.16 |
59.61 |
57.41 |
|
| R2 |
57.88 |
57.88 |
57.20 |
|
| R1 |
57.33 |
57.33 |
56.99 |
57.61 |
| PP |
55.60 |
55.60 |
55.60 |
55.74 |
| S1 |
55.05 |
55.05 |
56.57 |
55.33 |
| S2 |
53.32 |
53.32 |
56.36 |
|
| S3 |
51.04 |
52.77 |
56.15 |
|
| S4 |
48.76 |
50.49 |
55.53 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.09 |
75.59 |
61.26 |
|
| R3 |
69.94 |
67.44 |
59.02 |
|
| R2 |
61.79 |
61.79 |
58.27 |
|
| R1 |
59.29 |
59.29 |
57.53 |
60.54 |
| PP |
53.64 |
53.64 |
53.64 |
54.27 |
| S1 |
51.14 |
51.14 |
56.03 |
52.39 |
| S2 |
45.49 |
45.49 |
55.29 |
|
| S3 |
37.34 |
42.99 |
54.54 |
|
| S4 |
29.19 |
34.84 |
52.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.15 |
47.43 |
8.72 |
15.4% |
2.20 |
3.9% |
107% |
True |
False |
1,232 |
| 10 |
56.15 |
44.75 |
11.40 |
20.1% |
1.58 |
2.8% |
106% |
True |
False |
2,981 |
| 20 |
57.29 |
44.75 |
12.54 |
22.1% |
1.34 |
2.4% |
96% |
False |
False |
2,908 |
| 40 |
72.08 |
44.75 |
27.33 |
48.1% |
1.23 |
2.2% |
44% |
False |
False |
2,368 |
| 60 |
89.88 |
44.75 |
45.13 |
79.5% |
1.36 |
2.4% |
27% |
False |
False |
2,132 |
| 80 |
109.67 |
44.75 |
64.92 |
114.3% |
1.21 |
2.1% |
19% |
False |
False |
1,752 |
| 100 |
123.71 |
44.75 |
78.96 |
139.1% |
0.97 |
1.7% |
15% |
False |
False |
1,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.84 |
|
2.618 |
62.12 |
|
1.618 |
59.84 |
|
1.000 |
58.43 |
|
0.618 |
57.56 |
|
HIGH |
56.15 |
|
0.618 |
55.28 |
|
0.500 |
55.01 |
|
0.382 |
54.74 |
|
LOW |
53.87 |
|
0.618 |
52.46 |
|
1.000 |
51.59 |
|
1.618 |
50.18 |
|
2.618 |
47.90 |
|
4.250 |
44.18 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
56.19 |
55.36 |
| PP |
55.60 |
53.94 |
| S1 |
55.01 |
52.53 |
|