NYMEX Light Sweet Crude Oil Future September 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 |
54.68 |
51.83 |
-2.85 |
-5.2% |
52.32 |
| High |
54.68 |
53.60 |
-1.08 |
-2.0% |
54.52 |
| Low |
51.49 |
51.83 |
0.34 |
0.7% |
50.12 |
| Close |
51.49 |
52.97 |
1.48 |
2.9% |
54.52 |
| Range |
3.19 |
1.77 |
-1.42 |
-44.5% |
4.40 |
| ATR |
2.54 |
2.51 |
-0.03 |
-1.2% |
0.00 |
| Volume |
5,285 |
4,861 |
-424 |
-8.0% |
19,038 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.11 |
57.31 |
53.94 |
|
| R3 |
56.34 |
55.54 |
53.46 |
|
| R2 |
54.57 |
54.57 |
53.29 |
|
| R1 |
53.77 |
53.77 |
53.13 |
54.17 |
| PP |
52.80 |
52.80 |
52.80 |
53.00 |
| S1 |
52.00 |
52.00 |
52.81 |
52.40 |
| S2 |
51.03 |
51.03 |
52.65 |
|
| S3 |
49.26 |
50.23 |
52.48 |
|
| S4 |
47.49 |
48.46 |
52.00 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.25 |
64.79 |
56.94 |
|
| R3 |
61.85 |
60.39 |
55.73 |
|
| R2 |
57.45 |
57.45 |
55.33 |
|
| R1 |
55.99 |
55.99 |
54.92 |
56.72 |
| PP |
53.05 |
53.05 |
53.05 |
53.42 |
| S1 |
51.59 |
51.59 |
54.12 |
52.32 |
| S2 |
48.65 |
48.65 |
53.71 |
|
| S3 |
44.25 |
47.19 |
53.31 |
|
| S4 |
39.85 |
42.79 |
52.10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.12 |
|
2.618 |
58.23 |
|
1.618 |
56.46 |
|
1.000 |
55.37 |
|
0.618 |
54.69 |
|
HIGH |
53.60 |
|
0.618 |
52.92 |
|
0.500 |
52.72 |
|
0.382 |
52.51 |
|
LOW |
51.83 |
|
0.618 |
50.74 |
|
1.000 |
50.06 |
|
1.618 |
48.97 |
|
2.618 |
47.20 |
|
4.250 |
44.31 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.89 |
53.59 |
| PP |
52.80 |
53.38 |
| S1 |
52.72 |
53.18 |
|