NYMEX Light Sweet Crude Oil Future October 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 |
52.03 |
51.46 |
-0.57 |
-1.1% |
53.33 |
| High |
52.45 |
54.91 |
2.46 |
4.7% |
54.91 |
| Low |
51.53 |
51.46 |
-0.07 |
-0.1% |
51.11 |
| Close |
52.40 |
55.19 |
2.79 |
5.3% |
55.19 |
| Range |
0.92 |
3.45 |
2.53 |
275.0% |
3.80 |
| ATR |
1.55 |
1.69 |
0.14 |
8.7% |
0.00 |
| Volume |
3,222 |
6,041 |
2,819 |
87.5% |
15,323 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.20 |
63.15 |
57.09 |
|
| R3 |
60.75 |
59.70 |
56.14 |
|
| R2 |
57.30 |
57.30 |
55.82 |
|
| R1 |
56.25 |
56.25 |
55.51 |
56.78 |
| PP |
53.85 |
53.85 |
53.85 |
54.12 |
| S1 |
52.80 |
52.80 |
54.87 |
53.33 |
| S2 |
50.40 |
50.40 |
54.56 |
|
| S3 |
46.95 |
49.35 |
54.24 |
|
| S4 |
43.50 |
45.90 |
53.29 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.14 |
63.96 |
57.28 |
|
| R3 |
61.34 |
60.16 |
56.24 |
|
| R2 |
57.54 |
57.54 |
55.89 |
|
| R1 |
56.36 |
56.36 |
55.54 |
56.95 |
| PP |
53.74 |
53.74 |
53.74 |
54.03 |
| S1 |
52.56 |
52.56 |
54.84 |
53.15 |
| S2 |
49.94 |
49.94 |
54.49 |
|
| S3 |
46.14 |
48.76 |
54.15 |
|
| S4 |
42.34 |
44.96 |
53.10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.57 |
|
2.618 |
63.94 |
|
1.618 |
60.49 |
|
1.000 |
58.36 |
|
0.618 |
57.04 |
|
HIGH |
54.91 |
|
0.618 |
53.59 |
|
0.500 |
53.19 |
|
0.382 |
52.78 |
|
LOW |
51.46 |
|
0.618 |
49.33 |
|
1.000 |
48.01 |
|
1.618 |
45.88 |
|
2.618 |
42.43 |
|
4.250 |
36.80 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
54.52 |
54.46 |
| PP |
53.85 |
53.74 |
| S1 |
53.19 |
53.01 |
|