NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
55.69 |
53.05 |
-2.64 |
-4.7% |
53.20 |
| High |
56.63 |
53.05 |
-3.58 |
-6.3% |
55.46 |
| Low |
54.98 |
53.05 |
-1.93 |
-3.5% |
52.25 |
| Close |
54.65 |
52.98 |
-1.67 |
-3.1% |
55.85 |
| Range |
1.65 |
0.00 |
-1.65 |
-100.0% |
3.21 |
| ATR |
1.92 |
1.90 |
-0.02 |
-1.2% |
0.00 |
| Volume |
4,219 |
3,800 |
-419 |
-9.9% |
14,845 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.03 |
53.00 |
52.98 |
|
| R3 |
53.03 |
53.00 |
52.98 |
|
| R2 |
53.03 |
53.03 |
52.98 |
|
| R1 |
53.00 |
53.00 |
52.98 |
53.02 |
| PP |
53.03 |
53.03 |
53.03 |
53.03 |
| S1 |
53.00 |
53.00 |
52.98 |
53.02 |
| S2 |
53.03 |
53.03 |
52.98 |
|
| S3 |
53.03 |
53.00 |
52.98 |
|
| S4 |
53.03 |
53.00 |
52.98 |
|
|
| 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 |
53.05 |
|
2.618 |
53.05 |
|
1.618 |
53.05 |
|
1.000 |
53.05 |
|
0.618 |
53.05 |
|
HIGH |
53.05 |
|
0.618 |
53.05 |
|
0.500 |
53.05 |
|
0.382 |
53.05 |
|
LOW |
53.05 |
|
0.618 |
53.05 |
|
1.000 |
53.05 |
|
1.618 |
53.05 |
|
2.618 |
53.05 |
|
4.250 |
53.05 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
53.05 |
54.52 |
| PP |
53.03 |
54.00 |
| S1 |
53.00 |
53.49 |
|