NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
50.60 |
50.99 |
0.39 |
0.8% |
53.00 |
| High |
51.50 |
53.81 |
2.31 |
4.5% |
53.81 |
| Low |
49.28 |
49.93 |
0.65 |
1.3% |
49.28 |
| Close |
50.85 |
53.81 |
2.96 |
5.8% |
53.81 |
| Range |
2.22 |
3.88 |
1.66 |
74.8% |
4.53 |
| ATR |
2.25 |
2.37 |
0.12 |
5.2% |
0.00 |
| Volume |
5,444 |
8,032 |
2,588 |
47.5% |
26,118 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.16 |
62.86 |
55.94 |
|
| R3 |
60.28 |
58.98 |
54.88 |
|
| R2 |
56.40 |
56.40 |
54.52 |
|
| R1 |
55.10 |
55.10 |
54.17 |
55.75 |
| PP |
52.52 |
52.52 |
52.52 |
52.84 |
| S1 |
51.22 |
51.22 |
53.45 |
51.87 |
| S2 |
48.64 |
48.64 |
53.10 |
|
| S3 |
44.76 |
47.34 |
52.74 |
|
| S4 |
40.88 |
43.46 |
51.68 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.89 |
64.38 |
56.30 |
|
| R3 |
61.36 |
59.85 |
55.06 |
|
| R2 |
56.83 |
56.83 |
54.64 |
|
| R1 |
55.32 |
55.32 |
54.23 |
56.08 |
| PP |
52.30 |
52.30 |
52.30 |
52.68 |
| S1 |
50.79 |
50.79 |
53.39 |
51.55 |
| S2 |
47.77 |
47.77 |
52.98 |
|
| S3 |
43.24 |
46.26 |
52.56 |
|
| S4 |
38.71 |
41.73 |
51.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.29 |
49.28 |
6.01 |
11.2% |
2.33 |
4.3% |
75% |
False |
False |
6,302 |
| 10 |
56.29 |
49.28 |
7.01 |
13.0% |
1.91 |
3.5% |
65% |
False |
False |
5,602 |
| 20 |
60.48 |
44.75 |
15.73 |
29.2% |
2.03 |
3.8% |
58% |
False |
False |
3,995 |
| 40 |
62.08 |
44.75 |
17.33 |
32.2% |
1.35 |
2.5% |
52% |
False |
False |
3,564 |
| 60 |
76.95 |
44.75 |
32.20 |
59.8% |
1.50 |
2.8% |
28% |
False |
False |
2,978 |
| 80 |
102.52 |
44.75 |
57.77 |
107.4% |
1.42 |
2.6% |
16% |
False |
False |
2,559 |
| 100 |
114.02 |
44.75 |
69.27 |
128.7% |
1.25 |
2.3% |
13% |
False |
False |
2,119 |
| 120 |
123.71 |
44.75 |
78.96 |
146.7% |
1.04 |
1.9% |
11% |
False |
False |
1,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.30 |
|
2.618 |
63.97 |
|
1.618 |
60.09 |
|
1.000 |
57.69 |
|
0.618 |
56.21 |
|
HIGH |
53.81 |
|
0.618 |
52.33 |
|
0.500 |
51.87 |
|
0.382 |
51.41 |
|
LOW |
49.93 |
|
0.618 |
47.53 |
|
1.000 |
46.05 |
|
1.618 |
43.65 |
|
2.618 |
39.77 |
|
4.250 |
33.44 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
53.16 |
53.06 |
| PP |
52.52 |
52.30 |
| S1 |
51.87 |
51.55 |
|