NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
51.25 |
53.02 |
1.77 |
3.5% |
54.00 |
| High |
52.74 |
53.70 |
0.96 |
1.8% |
54.45 |
| Low |
51.25 |
52.05 |
0.80 |
1.6% |
50.71 |
| Close |
52.47 |
52.07 |
-0.40 |
-0.8% |
52.07 |
| Range |
1.49 |
1.65 |
0.16 |
10.7% |
3.74 |
| ATR |
2.25 |
2.21 |
-0.04 |
-1.9% |
0.00 |
| Volume |
4,544 |
5,821 |
1,277 |
28.1% |
31,463 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.56 |
56.46 |
52.98 |
|
| R3 |
55.91 |
54.81 |
52.52 |
|
| R2 |
54.26 |
54.26 |
52.37 |
|
| R1 |
53.16 |
53.16 |
52.22 |
52.89 |
| PP |
52.61 |
52.61 |
52.61 |
52.47 |
| S1 |
51.51 |
51.51 |
51.92 |
51.24 |
| S2 |
50.96 |
50.96 |
51.77 |
|
| S3 |
49.31 |
49.86 |
51.62 |
|
| S4 |
47.66 |
48.21 |
51.16 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.63 |
61.59 |
54.13 |
|
| R3 |
59.89 |
57.85 |
53.10 |
|
| R2 |
56.15 |
56.15 |
52.76 |
|
| R1 |
54.11 |
54.11 |
52.41 |
53.26 |
| PP |
52.41 |
52.41 |
52.41 |
51.99 |
| S1 |
50.37 |
50.37 |
51.73 |
49.52 |
| S2 |
48.67 |
48.67 |
51.38 |
|
| S3 |
44.93 |
46.63 |
51.04 |
|
| S4 |
41.19 |
42.89 |
50.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.45 |
50.71 |
3.74 |
7.2% |
1.84 |
3.5% |
36% |
False |
False |
6,292 |
| 10 |
55.29 |
49.28 |
6.01 |
11.5% |
2.09 |
4.0% |
46% |
False |
False |
6,297 |
| 20 |
60.48 |
49.28 |
11.20 |
21.5% |
1.94 |
3.7% |
25% |
False |
False |
5,177 |
| 40 |
60.48 |
44.75 |
15.73 |
30.2% |
1.58 |
3.0% |
47% |
False |
False |
4,034 |
| 60 |
76.95 |
44.75 |
32.20 |
61.8% |
1.55 |
3.0% |
23% |
False |
False |
3,301 |
| 80 |
90.08 |
44.75 |
45.33 |
87.1% |
1.50 |
2.9% |
16% |
False |
False |
2,865 |
| 100 |
109.67 |
44.75 |
64.92 |
124.7% |
1.34 |
2.6% |
11% |
False |
False |
2,409 |
| 120 |
123.71 |
44.75 |
78.96 |
151.6% |
1.12 |
2.1% |
9% |
False |
False |
2,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.71 |
|
2.618 |
58.02 |
|
1.618 |
56.37 |
|
1.000 |
55.35 |
|
0.618 |
54.72 |
|
HIGH |
53.70 |
|
0.618 |
53.07 |
|
0.500 |
52.88 |
|
0.382 |
52.68 |
|
LOW |
52.05 |
|
0.618 |
51.03 |
|
1.000 |
50.40 |
|
1.618 |
49.38 |
|
2.618 |
47.73 |
|
4.250 |
45.04 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.88 |
52.29 |
| PP |
52.61 |
52.21 |
| S1 |
52.34 |
52.14 |
|