NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 14-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
37.49 |
38.72 |
1.23 |
3.3% |
47.04 |
High |
39.50 |
39.45 |
-0.05 |
-0.1% |
50.47 |
Low |
36.10 |
35.52 |
-0.58 |
-1.6% |
39.38 |
Close |
37.78 |
37.28 |
-0.50 |
-1.3% |
40.83 |
Range |
3.40 |
3.93 |
0.53 |
15.6% |
11.09 |
ATR |
4.12 |
4.11 |
-0.01 |
-0.3% |
0.00 |
Volume |
272,828 |
340,615 |
67,787 |
24.8% |
1,393,495 |
|
Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.21 |
47.17 |
39.44 |
|
R3 |
45.28 |
43.24 |
38.36 |
|
R2 |
41.35 |
41.35 |
38.00 |
|
R1 |
39.31 |
39.31 |
37.64 |
38.37 |
PP |
37.42 |
37.42 |
37.42 |
36.94 |
S1 |
35.38 |
35.38 |
36.92 |
34.44 |
S2 |
33.49 |
33.49 |
36.56 |
|
S3 |
29.56 |
31.45 |
36.20 |
|
S4 |
25.63 |
27.52 |
35.12 |
|
|
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 |
43.63 |
35.52 |
8.11 |
21.8% |
3.41 |
9.2% |
22% |
False |
True |
301,924 |
10 |
50.47 |
35.52 |
14.95 |
40.1% |
4.46 |
12.0% |
12% |
False |
True |
261,023 |
20 |
50.47 |
35.13 |
15.34 |
41.1% |
4.03 |
10.8% |
14% |
False |
False |
208,471 |
40 |
60.32 |
35.13 |
25.19 |
67.6% |
4.02 |
10.8% |
9% |
False |
False |
144,541 |
60 |
76.72 |
35.13 |
41.59 |
111.6% |
4.30 |
11.5% |
5% |
False |
False |
103,668 |
80 |
109.44 |
35.13 |
74.31 |
199.3% |
4.52 |
12.1% |
3% |
False |
False |
80,650 |
100 |
123.65 |
35.13 |
88.52 |
237.4% |
4.42 |
11.8% |
2% |
False |
False |
65,765 |
120 |
129.51 |
35.13 |
94.38 |
253.2% |
4.23 |
11.4% |
2% |
False |
False |
55,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.15 |
2.618 |
49.74 |
1.618 |
45.81 |
1.000 |
43.38 |
0.618 |
41.88 |
HIGH |
39.45 |
0.618 |
37.95 |
0.500 |
37.49 |
0.382 |
37.02 |
LOW |
35.52 |
0.618 |
33.09 |
1.000 |
31.59 |
1.618 |
29.16 |
2.618 |
25.23 |
4.250 |
18.82 |
|
|
Fisher Pivots for day following 14-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
37.49 |
38.16 |
PP |
37.42 |
37.87 |
S1 |
37.35 |
37.57 |
|