NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
52.40 |
55.69 |
3.29 |
6.3% |
53.20 |
| High |
55.46 |
56.63 |
1.17 |
2.1% |
55.46 |
| Low |
52.40 |
54.98 |
2.58 |
4.9% |
52.25 |
| Close |
55.85 |
54.65 |
-1.20 |
-2.1% |
55.85 |
| Range |
3.06 |
1.65 |
-1.41 |
-46.1% |
3.21 |
| ATR |
1.94 |
1.92 |
-0.02 |
-1.1% |
0.00 |
| Volume |
4,867 |
4,219 |
-648 |
-13.3% |
14,845 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.37 |
59.16 |
55.56 |
|
| R3 |
58.72 |
57.51 |
55.10 |
|
| R2 |
57.07 |
57.07 |
54.95 |
|
| R1 |
55.86 |
55.86 |
54.80 |
55.64 |
| PP |
55.42 |
55.42 |
55.42 |
55.31 |
| S1 |
54.21 |
54.21 |
54.50 |
53.99 |
| S2 |
53.77 |
53.77 |
54.35 |
|
| S3 |
52.12 |
52.56 |
54.20 |
|
| S4 |
50.47 |
50.91 |
53.74 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.15 |
63.21 |
57.62 |
|
| R3 |
60.94 |
60.00 |
56.73 |
|
| R2 |
57.73 |
57.73 |
56.44 |
|
| R1 |
56.79 |
56.79 |
56.14 |
57.26 |
| PP |
54.52 |
54.52 |
54.52 |
54.76 |
| S1 |
53.58 |
53.58 |
55.56 |
54.05 |
| S2 |
51.31 |
51.31 |
55.26 |
|
| S3 |
48.10 |
50.37 |
54.97 |
|
| S4 |
44.89 |
47.16 |
54.08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.64 |
|
2.618 |
60.95 |
|
1.618 |
59.30 |
|
1.000 |
58.28 |
|
0.618 |
57.65 |
|
HIGH |
56.63 |
|
0.618 |
56.00 |
|
0.500 |
55.81 |
|
0.382 |
55.61 |
|
LOW |
54.98 |
|
0.618 |
53.96 |
|
1.000 |
53.33 |
|
1.618 |
52.31 |
|
2.618 |
50.66 |
|
4.250 |
47.97 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
55.81 |
54.61 |
| PP |
55.42 |
54.56 |
| S1 |
55.04 |
54.52 |
|