NYMEX Light Sweet Crude Oil Future November 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 |
57.19 |
57.45 |
0.26 |
0.5% |
57.92 |
| High |
57.80 |
58.00 |
0.20 |
0.3% |
58.00 |
| Low |
55.52 |
56.45 |
0.93 |
1.7% |
55.52 |
| Close |
57.48 |
56.67 |
-0.81 |
-1.4% |
56.67 |
| Range |
2.28 |
1.55 |
-0.73 |
-32.0% |
2.48 |
| ATR |
|
|
|
|
|
| Volume |
2,832 |
3,066 |
234 |
8.3% |
15,818 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.69 |
60.73 |
57.52 |
|
| R3 |
60.14 |
59.18 |
57.10 |
|
| R2 |
58.59 |
58.59 |
56.95 |
|
| R1 |
57.63 |
57.63 |
56.81 |
57.34 |
| PP |
57.04 |
57.04 |
57.04 |
56.89 |
| S1 |
56.08 |
56.08 |
56.53 |
55.79 |
| S2 |
55.49 |
55.49 |
56.39 |
|
| S3 |
53.94 |
54.53 |
56.24 |
|
| S4 |
52.39 |
52.98 |
55.82 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.17 |
62.90 |
58.03 |
|
| R3 |
61.69 |
60.42 |
57.35 |
|
| R2 |
59.21 |
59.21 |
57.12 |
|
| R1 |
57.94 |
57.94 |
56.90 |
57.34 |
| PP |
56.73 |
56.73 |
56.73 |
56.43 |
| S1 |
55.46 |
55.46 |
56.44 |
54.86 |
| S2 |
54.25 |
54.25 |
56.22 |
|
| S3 |
51.77 |
52.98 |
55.99 |
|
| S4 |
49.29 |
50.50 |
55.31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.59 |
|
2.618 |
62.06 |
|
1.618 |
60.51 |
|
1.000 |
59.55 |
|
0.618 |
58.96 |
|
HIGH |
58.00 |
|
0.618 |
57.41 |
|
0.500 |
57.23 |
|
0.382 |
57.04 |
|
LOW |
56.45 |
|
0.618 |
55.49 |
|
1.000 |
54.90 |
|
1.618 |
53.94 |
|
2.618 |
52.39 |
|
4.250 |
49.86 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
57.23 |
56.76 |
| PP |
57.04 |
56.73 |
| S1 |
56.86 |
56.70 |
|