NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
56.30 |
56.95 |
0.65 |
1.2% |
55.35 |
| High |
56.61 |
56.95 |
0.34 |
0.6% |
56.95 |
| Low |
54.77 |
55.61 |
0.84 |
1.5% |
54.77 |
| Close |
56.61 |
55.76 |
-0.85 |
-1.5% |
55.76 |
| Range |
1.84 |
1.34 |
-0.50 |
-27.2% |
2.18 |
| ATR |
|
|
|
|
|
| Volume |
5,113 |
2,782 |
-2,331 |
-45.6% |
15,952 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.13 |
59.28 |
56.50 |
|
| R3 |
58.79 |
57.94 |
56.13 |
|
| R2 |
57.45 |
57.45 |
56.01 |
|
| R1 |
56.60 |
56.60 |
55.88 |
56.36 |
| PP |
56.11 |
56.11 |
56.11 |
55.98 |
| S1 |
55.26 |
55.26 |
55.64 |
55.02 |
| S2 |
54.77 |
54.77 |
55.51 |
|
| S3 |
53.43 |
53.92 |
55.39 |
|
| S4 |
52.09 |
52.58 |
55.02 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.37 |
61.24 |
56.96 |
|
| R3 |
60.19 |
59.06 |
56.36 |
|
| R2 |
58.01 |
58.01 |
56.16 |
|
| R1 |
56.88 |
56.88 |
55.96 |
57.45 |
| PP |
55.83 |
55.83 |
55.83 |
56.11 |
| S1 |
54.70 |
54.70 |
55.56 |
55.27 |
| S2 |
53.65 |
53.65 |
55.36 |
|
| S3 |
51.47 |
52.52 |
55.16 |
|
| S4 |
49.29 |
50.34 |
54.56 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.65 |
|
2.618 |
60.46 |
|
1.618 |
59.12 |
|
1.000 |
58.29 |
|
0.618 |
57.78 |
|
HIGH |
56.95 |
|
0.618 |
56.44 |
|
0.500 |
56.28 |
|
0.382 |
56.12 |
|
LOW |
55.61 |
|
0.618 |
54.78 |
|
1.000 |
54.27 |
|
1.618 |
53.44 |
|
2.618 |
52.10 |
|
4.250 |
49.92 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
56.28 |
55.86 |
| PP |
56.11 |
55.83 |
| S1 |
55.93 |
55.79 |
|