NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
53.25 |
53.96 |
0.71 |
1.3% |
53.20 |
| High |
55.35 |
54.82 |
-0.53 |
-1.0% |
55.46 |
| Low |
53.25 |
53.96 |
0.71 |
1.3% |
52.25 |
| Close |
54.41 |
54.73 |
0.32 |
0.6% |
55.85 |
| Range |
2.10 |
0.86 |
-1.24 |
-59.0% |
3.21 |
| ATR |
1.93 |
1.85 |
-0.08 |
-4.0% |
0.00 |
| Volume |
3,347 |
2,085 |
-1,262 |
-37.7% |
14,845 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.08 |
56.77 |
55.20 |
|
| R3 |
56.22 |
55.91 |
54.97 |
|
| R2 |
55.36 |
55.36 |
54.89 |
|
| R1 |
55.05 |
55.05 |
54.81 |
55.21 |
| PP |
54.50 |
54.50 |
54.50 |
54.58 |
| S1 |
54.19 |
54.19 |
54.65 |
54.35 |
| S2 |
53.64 |
53.64 |
54.57 |
|
| S3 |
52.78 |
53.33 |
54.49 |
|
| S4 |
51.92 |
52.47 |
54.26 |
|
|
| 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 |
58.48 |
|
2.618 |
57.07 |
|
1.618 |
56.21 |
|
1.000 |
55.68 |
|
0.618 |
55.35 |
|
HIGH |
54.82 |
|
0.618 |
54.49 |
|
0.500 |
54.39 |
|
0.382 |
54.29 |
|
LOW |
53.96 |
|
0.618 |
53.43 |
|
1.000 |
53.10 |
|
1.618 |
52.57 |
|
2.618 |
51.71 |
|
4.250 |
50.31 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
54.62 |
54.55 |
| PP |
54.50 |
54.38 |
| S1 |
54.39 |
54.20 |
|