NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
52.80 |
50.87 |
-1.93 |
-3.7% |
53.00 |
| High |
52.80 |
52.90 |
0.10 |
0.2% |
53.81 |
| Low |
50.71 |
50.87 |
0.16 |
0.3% |
49.28 |
| Close |
50.71 |
52.18 |
1.47 |
2.9% |
53.81 |
| Range |
2.09 |
2.03 |
-0.06 |
-2.9% |
4.53 |
| ATR |
2.32 |
2.31 |
-0.01 |
-0.4% |
0.00 |
| Volume |
7,861 |
8,670 |
809 |
10.3% |
26,118 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.07 |
57.16 |
53.30 |
|
| R3 |
56.04 |
55.13 |
52.74 |
|
| R2 |
54.01 |
54.01 |
52.55 |
|
| R1 |
53.10 |
53.10 |
52.37 |
53.56 |
| PP |
51.98 |
51.98 |
51.98 |
52.21 |
| S1 |
51.07 |
51.07 |
51.99 |
51.53 |
| S2 |
49.95 |
49.95 |
51.81 |
|
| S3 |
47.92 |
49.04 |
51.62 |
|
| S4 |
45.89 |
47.01 |
51.06 |
|
|
| 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 |
54.45 |
49.28 |
5.17 |
9.9% |
2.43 |
4.7% |
56% |
False |
False |
6,914 |
| 10 |
56.29 |
49.28 |
7.01 |
13.4% |
2.30 |
4.4% |
41% |
False |
False |
6,338 |
| 20 |
60.48 |
48.90 |
11.58 |
22.2% |
2.17 |
4.2% |
28% |
False |
False |
4,769 |
| 40 |
60.48 |
44.75 |
15.73 |
30.1% |
1.50 |
2.9% |
47% |
False |
False |
3,874 |
| 60 |
76.95 |
44.75 |
32.20 |
61.7% |
1.52 |
2.9% |
23% |
False |
False |
3,264 |
| 80 |
94.32 |
44.75 |
49.57 |
95.0% |
1.46 |
2.8% |
15% |
False |
False |
2,800 |
| 100 |
109.67 |
44.75 |
64.92 |
124.4% |
1.31 |
2.5% |
11% |
False |
False |
2,321 |
| 120 |
123.71 |
44.75 |
78.96 |
151.3% |
1.09 |
2.1% |
9% |
False |
False |
1,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.53 |
|
2.618 |
58.21 |
|
1.618 |
56.18 |
|
1.000 |
54.93 |
|
0.618 |
54.15 |
|
HIGH |
52.90 |
|
0.618 |
52.12 |
|
0.500 |
51.89 |
|
0.382 |
51.65 |
|
LOW |
50.87 |
|
0.618 |
49.62 |
|
1.000 |
48.84 |
|
1.618 |
47.59 |
|
2.618 |
45.56 |
|
4.250 |
42.24 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.08 |
52.58 |
| PP |
51.98 |
52.45 |
| S1 |
51.89 |
52.31 |
|