NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
53.05 |
53.25 |
0.20 |
0.4% |
53.20 |
| High |
53.05 |
55.35 |
2.30 |
4.3% |
55.46 |
| Low |
53.05 |
53.25 |
0.20 |
0.4% |
52.25 |
| Close |
52.98 |
54.41 |
1.43 |
2.7% |
55.85 |
| Range |
0.00 |
2.10 |
2.10 |
|
3.21 |
| ATR |
1.90 |
1.93 |
0.03 |
1.8% |
0.00 |
| Volume |
3,800 |
3,347 |
-453 |
-11.9% |
14,845 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.64 |
59.62 |
55.57 |
|
| R3 |
58.54 |
57.52 |
54.99 |
|
| R2 |
56.44 |
56.44 |
54.80 |
|
| R1 |
55.42 |
55.42 |
54.60 |
55.93 |
| PP |
54.34 |
54.34 |
54.34 |
54.59 |
| S1 |
53.32 |
53.32 |
54.22 |
53.83 |
| S2 |
52.24 |
52.24 |
54.03 |
|
| S3 |
50.14 |
51.22 |
53.83 |
|
| S4 |
48.04 |
49.12 |
53.26 |
|
|
| 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 |
64.28 |
|
2.618 |
60.85 |
|
1.618 |
58.75 |
|
1.000 |
57.45 |
|
0.618 |
56.65 |
|
HIGH |
55.35 |
|
0.618 |
54.55 |
|
0.500 |
54.30 |
|
0.382 |
54.05 |
|
LOW |
53.25 |
|
0.618 |
51.95 |
|
1.000 |
51.15 |
|
1.618 |
49.85 |
|
2.618 |
47.75 |
|
4.250 |
44.33 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
54.37 |
54.84 |
| PP |
54.34 |
54.70 |
| S1 |
54.30 |
54.55 |
|