NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
54.50 |
56.29 |
1.79 |
3.3% |
56.89 |
| High |
55.11 |
56.29 |
1.18 |
2.1% |
60.48 |
| Low |
53.52 |
52.63 |
-0.89 |
-1.7% |
53.84 |
| Close |
54.86 |
54.80 |
-0.06 |
-0.1% |
55.22 |
| Range |
1.59 |
3.66 |
2.07 |
130.2% |
6.64 |
| ATR |
2.18 |
2.28 |
0.11 |
4.9% |
0.00 |
| Volume |
5,783 |
4,997 |
-786 |
-13.6% |
17,695 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.55 |
63.84 |
56.81 |
|
| R3 |
61.89 |
60.18 |
55.81 |
|
| R2 |
58.23 |
58.23 |
55.47 |
|
| R1 |
56.52 |
56.52 |
55.14 |
55.55 |
| PP |
54.57 |
54.57 |
54.57 |
54.09 |
| S1 |
52.86 |
52.86 |
54.46 |
51.89 |
| S2 |
50.91 |
50.91 |
54.13 |
|
| S3 |
47.25 |
49.20 |
53.79 |
|
| S4 |
43.59 |
45.54 |
52.79 |
|
|
| 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 |
56.29 |
52.63 |
3.66 |
6.7% |
1.48 |
2.7% |
59% |
True |
True |
4,902 |
| 10 |
60.48 |
52.63 |
7.85 |
14.3% |
1.79 |
3.3% |
28% |
False |
True |
4,058 |
| 20 |
60.48 |
44.75 |
15.73 |
28.7% |
1.63 |
3.0% |
64% |
False |
False |
3,543 |
| 40 |
62.08 |
44.75 |
17.33 |
31.6% |
1.23 |
2.2% |
58% |
False |
False |
3,017 |
| 60 |
76.95 |
44.75 |
32.20 |
58.8% |
1.42 |
2.6% |
31% |
False |
False |
2,603 |
| 80 |
108.14 |
44.75 |
63.39 |
115.7% |
1.27 |
2.3% |
16% |
False |
False |
2,192 |
| 100 |
119.89 |
44.75 |
75.14 |
137.1% |
1.13 |
2.1% |
13% |
False |
False |
1,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.85 |
|
2.618 |
65.87 |
|
1.618 |
62.21 |
|
1.000 |
59.95 |
|
0.618 |
58.55 |
|
HIGH |
56.29 |
|
0.618 |
54.89 |
|
0.500 |
54.46 |
|
0.382 |
54.03 |
|
LOW |
52.63 |
|
0.618 |
50.37 |
|
1.000 |
48.97 |
|
1.618 |
46.71 |
|
2.618 |
43.05 |
|
4.250 |
37.08 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
54.69 |
54.69 |
| PP |
54.57 |
54.57 |
| S1 |
54.46 |
54.46 |
|