NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 21-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
40.90 |
40.91 |
0.01 |
0.0% |
45.66 |
High |
43.79 |
44.43 |
0.64 |
1.5% |
46.20 |
Low |
39.11 |
40.24 |
1.13 |
2.9% |
40.91 |
Close |
40.84 |
43.55 |
2.71 |
6.6% |
42.57 |
Range |
4.68 |
4.19 |
-0.49 |
-10.5% |
5.29 |
ATR |
3.93 |
3.95 |
0.02 |
0.5% |
0.00 |
Volume |
258,845 |
354,707 |
95,862 |
37.0% |
1,122,568 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.31 |
53.62 |
45.85 |
|
R3 |
51.12 |
49.43 |
44.70 |
|
R2 |
46.93 |
46.93 |
44.32 |
|
R1 |
45.24 |
45.24 |
43.93 |
46.09 |
PP |
42.74 |
42.74 |
42.74 |
43.16 |
S1 |
41.05 |
41.05 |
43.17 |
41.90 |
S2 |
38.55 |
38.55 |
42.78 |
|
S3 |
34.36 |
36.86 |
42.40 |
|
S4 |
30.17 |
32.67 |
41.25 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.10 |
56.12 |
45.48 |
|
R3 |
53.81 |
50.83 |
44.02 |
|
R2 |
48.52 |
48.52 |
43.54 |
|
R1 |
45.54 |
45.54 |
43.05 |
44.39 |
PP |
43.23 |
43.23 |
43.23 |
42.65 |
S1 |
40.25 |
40.25 |
42.09 |
39.10 |
S2 |
37.94 |
37.94 |
41.60 |
|
S3 |
32.65 |
34.96 |
41.12 |
|
S4 |
27.36 |
29.67 |
39.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.92 |
39.11 |
6.81 |
15.6% |
3.82 |
8.8% |
65% |
False |
False |
277,659 |
10 |
53.44 |
39.11 |
14.33 |
32.9% |
3.77 |
8.6% |
31% |
False |
False |
223,477 |
20 |
54.74 |
38.00 |
16.74 |
38.4% |
3.95 |
9.1% |
33% |
False |
False |
137,205 |
40 |
58.48 |
38.00 |
20.48 |
47.0% |
3.94 |
9.1% |
27% |
False |
False |
90,065 |
60 |
73.54 |
38.00 |
35.54 |
81.6% |
4.09 |
9.4% |
16% |
False |
False |
65,127 |
80 |
106.89 |
38.00 |
68.89 |
158.2% |
4.29 |
9.8% |
8% |
False |
False |
50,979 |
100 |
121.38 |
38.00 |
83.38 |
191.5% |
4.28 |
9.8% |
7% |
False |
False |
41,932 |
120 |
128.00 |
38.00 |
90.00 |
206.7% |
3.98 |
9.1% |
6% |
False |
False |
35,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.24 |
2.618 |
55.40 |
1.618 |
51.21 |
1.000 |
48.62 |
0.618 |
47.02 |
HIGH |
44.43 |
0.618 |
42.83 |
0.500 |
42.34 |
0.382 |
41.84 |
LOW |
40.24 |
0.618 |
37.65 |
1.000 |
36.05 |
1.618 |
33.46 |
2.618 |
29.27 |
4.250 |
22.43 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
43.15 |
42.97 |
PP |
42.74 |
42.38 |
S1 |
42.34 |
41.80 |
|