NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
55.50 |
54.50 |
-1.00 |
-1.8% |
56.89 |
| High |
55.50 |
55.11 |
-0.39 |
-0.7% |
60.48 |
| Low |
54.28 |
53.52 |
-0.76 |
-1.4% |
53.84 |
| Close |
54.99 |
54.86 |
-0.13 |
-0.2% |
55.22 |
| Range |
1.22 |
1.59 |
0.37 |
30.3% |
6.64 |
| ATR |
2.22 |
2.18 |
-0.05 |
-2.0% |
0.00 |
| Volume |
3,841 |
5,783 |
1,942 |
50.6% |
17,695 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.27 |
58.65 |
55.73 |
|
| R3 |
57.68 |
57.06 |
55.30 |
|
| R2 |
56.09 |
56.09 |
55.15 |
|
| R1 |
55.47 |
55.47 |
55.01 |
55.78 |
| PP |
54.50 |
54.50 |
54.50 |
54.65 |
| S1 |
53.88 |
53.88 |
54.71 |
54.19 |
| S2 |
52.91 |
52.91 |
54.57 |
|
| S3 |
51.32 |
52.29 |
54.42 |
|
| S4 |
49.73 |
50.70 |
53.99 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.43 |
72.47 |
58.87 |
|
| R3 |
69.79 |
65.83 |
57.05 |
|
| R2 |
63.15 |
63.15 |
56.44 |
|
| R1 |
59.19 |
59.19 |
55.83 |
57.85 |
| PP |
56.51 |
56.51 |
56.51 |
55.85 |
| S1 |
52.55 |
52.55 |
54.61 |
51.21 |
| S2 |
49.87 |
49.87 |
54.00 |
|
| S3 |
43.23 |
45.91 |
53.39 |
|
| S4 |
36.59 |
39.27 |
51.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.50 |
53.51 |
1.99 |
3.6% |
0.90 |
1.6% |
68% |
False |
False |
4,851 |
| 10 |
60.48 |
48.90 |
11.58 |
21.1% |
2.09 |
3.8% |
51% |
False |
False |
3,635 |
| 20 |
60.48 |
44.75 |
15.73 |
28.7% |
1.51 |
2.7% |
64% |
False |
False |
3,407 |
| 40 |
65.09 |
44.75 |
20.34 |
37.1% |
1.22 |
2.2% |
50% |
False |
False |
2,939 |
| 60 |
79.03 |
44.75 |
34.28 |
62.5% |
1.41 |
2.6% |
29% |
False |
False |
2,566 |
| 80 |
109.67 |
44.75 |
64.92 |
118.3% |
1.23 |
2.2% |
16% |
False |
False |
2,131 |
| 100 |
119.89 |
44.75 |
75.14 |
137.0% |
1.09 |
2.0% |
13% |
False |
False |
1,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.87 |
|
2.618 |
59.27 |
|
1.618 |
57.68 |
|
1.000 |
56.70 |
|
0.618 |
56.09 |
|
HIGH |
55.11 |
|
0.618 |
54.50 |
|
0.500 |
54.32 |
|
0.382 |
54.13 |
|
LOW |
53.52 |
|
0.618 |
52.54 |
|
1.000 |
51.93 |
|
1.618 |
50.95 |
|
2.618 |
49.36 |
|
4.250 |
46.76 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
54.68 |
54.74 |
| PP |
54.50 |
54.62 |
| S1 |
54.32 |
54.51 |
|