NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 12-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
42.45 |
40.55 |
-1.90 |
-4.5% |
47.04 |
High |
42.70 |
40.80 |
-1.90 |
-4.4% |
50.47 |
Low |
39.38 |
37.48 |
-1.90 |
-4.8% |
39.38 |
Close |
40.83 |
37.59 |
-3.24 |
-7.9% |
40.83 |
Range |
3.32 |
3.32 |
0.00 |
0.0% |
11.09 |
ATR |
4.24 |
4.18 |
-0.06 |
-1.5% |
0.00 |
Volume |
312,485 |
277,431 |
-35,054 |
-11.2% |
1,393,495 |
|
Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.58 |
46.41 |
39.42 |
|
R3 |
45.26 |
43.09 |
38.50 |
|
R2 |
41.94 |
41.94 |
38.20 |
|
R1 |
39.77 |
39.77 |
37.89 |
39.20 |
PP |
38.62 |
38.62 |
38.62 |
38.34 |
S1 |
36.45 |
36.45 |
37.29 |
35.88 |
S2 |
35.30 |
35.30 |
36.98 |
|
S3 |
31.98 |
33.13 |
36.68 |
|
S4 |
28.66 |
29.81 |
35.76 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.83 |
69.92 |
46.93 |
|
R3 |
65.74 |
58.83 |
43.88 |
|
R2 |
54.65 |
54.65 |
42.86 |
|
R1 |
47.74 |
47.74 |
41.85 |
45.65 |
PP |
43.56 |
43.56 |
43.56 |
42.52 |
S1 |
36.65 |
36.65 |
39.81 |
34.56 |
S2 |
32.47 |
32.47 |
38.80 |
|
S3 |
21.38 |
25.56 |
37.78 |
|
S4 |
10.29 |
14.47 |
34.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.47 |
37.48 |
12.99 |
34.6% |
3.86 |
10.3% |
1% |
False |
True |
297,249 |
10 |
50.47 |
36.94 |
13.53 |
36.0% |
4.44 |
11.8% |
5% |
False |
False |
221,194 |
20 |
52.95 |
35.13 |
17.82 |
47.4% |
4.14 |
11.0% |
14% |
False |
False |
191,637 |
40 |
61.45 |
35.13 |
26.32 |
70.0% |
4.06 |
10.8% |
9% |
False |
False |
130,630 |
60 |
76.72 |
35.13 |
41.59 |
110.6% |
4.33 |
11.5% |
6% |
False |
False |
93,929 |
80 |
109.44 |
35.13 |
74.31 |
197.7% |
4.56 |
12.1% |
3% |
False |
False |
73,220 |
100 |
123.65 |
35.13 |
88.52 |
235.5% |
4.43 |
11.8% |
3% |
False |
False |
59,681 |
120 |
130.15 |
35.13 |
95.02 |
252.8% |
4.22 |
11.2% |
3% |
False |
False |
50,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.91 |
2.618 |
49.49 |
1.618 |
46.17 |
1.000 |
44.12 |
0.618 |
42.85 |
HIGH |
40.80 |
0.618 |
39.53 |
0.500 |
39.14 |
0.382 |
38.75 |
LOW |
37.48 |
0.618 |
35.43 |
1.000 |
34.16 |
1.618 |
32.11 |
2.618 |
28.79 |
4.250 |
23.37 |
|
|
Fisher Pivots for day following 12-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
39.14 |
40.56 |
PP |
38.62 |
39.57 |
S1 |
38.11 |
38.58 |
|