NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
53.96 |
55.52 |
1.56 |
2.9% |
55.69 |
| High |
54.82 |
55.66 |
0.84 |
1.5% |
56.63 |
| Low |
53.96 |
54.42 |
0.46 |
0.9% |
53.05 |
| Close |
54.73 |
54.16 |
-0.57 |
-1.0% |
54.16 |
| Range |
0.86 |
1.24 |
0.38 |
44.2% |
3.58 |
| ATR |
1.85 |
1.81 |
-0.04 |
-2.4% |
0.00 |
| Volume |
2,085 |
2,018 |
-67 |
-3.2% |
15,469 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.47 |
57.55 |
54.84 |
|
| R3 |
57.23 |
56.31 |
54.50 |
|
| R2 |
55.99 |
55.99 |
54.39 |
|
| R1 |
55.07 |
55.07 |
54.27 |
54.91 |
| PP |
54.75 |
54.75 |
54.75 |
54.67 |
| S1 |
53.83 |
53.83 |
54.05 |
53.67 |
| S2 |
53.51 |
53.51 |
53.93 |
|
| S3 |
52.27 |
52.59 |
53.82 |
|
| S4 |
51.03 |
51.35 |
53.48 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.35 |
63.34 |
56.13 |
|
| R3 |
61.77 |
59.76 |
55.14 |
|
| R2 |
58.19 |
58.19 |
54.82 |
|
| R1 |
56.18 |
56.18 |
54.49 |
55.40 |
| PP |
54.61 |
54.61 |
54.61 |
54.22 |
| S1 |
52.60 |
52.60 |
53.83 |
51.82 |
| S2 |
51.03 |
51.03 |
53.50 |
|
| S3 |
47.45 |
49.02 |
53.18 |
|
| S4 |
43.87 |
45.44 |
52.19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.93 |
|
2.618 |
58.91 |
|
1.618 |
57.67 |
|
1.000 |
56.90 |
|
0.618 |
56.43 |
|
HIGH |
55.66 |
|
0.618 |
55.19 |
|
0.500 |
55.04 |
|
0.382 |
54.89 |
|
LOW |
54.42 |
|
0.618 |
53.65 |
|
1.000 |
53.18 |
|
1.618 |
52.41 |
|
2.618 |
51.17 |
|
4.250 |
49.15 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
55.04 |
54.46 |
| PP |
54.75 |
54.36 |
| S1 |
54.45 |
54.26 |
|