NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 13-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
40.55 |
37.49 |
-3.06 |
-7.5% |
47.04 |
High |
40.80 |
39.50 |
-1.30 |
-3.2% |
50.47 |
Low |
37.48 |
36.10 |
-1.38 |
-3.7% |
39.38 |
Close |
37.59 |
37.78 |
0.19 |
0.5% |
40.83 |
Range |
3.32 |
3.40 |
0.08 |
2.4% |
11.09 |
ATR |
4.18 |
4.12 |
-0.06 |
-1.3% |
0.00 |
Volume |
277,431 |
272,828 |
-4,603 |
-1.7% |
1,393,495 |
|
Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.99 |
46.29 |
39.65 |
|
R3 |
44.59 |
42.89 |
38.72 |
|
R2 |
41.19 |
41.19 |
38.40 |
|
R1 |
39.49 |
39.49 |
38.09 |
40.34 |
PP |
37.79 |
37.79 |
37.79 |
38.22 |
S1 |
36.09 |
36.09 |
37.47 |
36.94 |
S2 |
34.39 |
34.39 |
37.16 |
|
S3 |
30.99 |
32.69 |
36.85 |
|
S4 |
27.59 |
29.29 |
35.91 |
|
|
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 |
49.09 |
36.10 |
12.99 |
34.4% |
3.96 |
10.5% |
13% |
False |
True |
300,062 |
10 |
50.47 |
36.10 |
14.37 |
38.0% |
4.32 |
11.4% |
12% |
False |
True |
242,021 |
20 |
52.95 |
35.13 |
17.82 |
47.2% |
4.12 |
10.9% |
15% |
False |
False |
197,782 |
40 |
61.45 |
35.13 |
26.32 |
69.7% |
4.02 |
10.7% |
10% |
False |
False |
136,806 |
60 |
76.72 |
35.13 |
41.59 |
110.1% |
4.30 |
11.4% |
6% |
False |
False |
98,309 |
80 |
109.44 |
35.13 |
74.31 |
196.7% |
4.54 |
12.0% |
4% |
False |
False |
76,521 |
100 |
123.65 |
35.13 |
88.52 |
234.3% |
4.43 |
11.7% |
3% |
False |
False |
62,392 |
120 |
129.51 |
35.13 |
94.38 |
249.8% |
4.21 |
11.1% |
3% |
False |
False |
52,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.95 |
2.618 |
48.40 |
1.618 |
45.00 |
1.000 |
42.90 |
0.618 |
41.60 |
HIGH |
39.50 |
0.618 |
38.20 |
0.500 |
37.80 |
0.382 |
37.40 |
LOW |
36.10 |
0.618 |
34.00 |
1.000 |
32.70 |
1.618 |
30.60 |
2.618 |
27.20 |
4.250 |
21.65 |
|
|
Fisher Pivots for day following 13-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
37.80 |
39.40 |
PP |
37.79 |
38.86 |
S1 |
37.79 |
38.32 |
|