NYMEX Light Sweet Crude Oil Future March 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 |
42.22 |
41.65 |
-0.57 |
-1.4% |
46.05 |
High |
42.32 |
43.44 |
1.12 |
2.6% |
48.59 |
Low |
40.18 |
41.02 |
0.84 |
2.1% |
40.18 |
Close |
41.44 |
41.68 |
0.24 |
0.6% |
41.68 |
Range |
2.14 |
2.42 |
0.28 |
13.1% |
8.41 |
ATR |
3.98 |
3.87 |
-0.11 |
-2.8% |
0.00 |
Volume |
291,416 |
245,854 |
-45,562 |
-15.6% |
1,392,961 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.31 |
47.91 |
43.01 |
|
R3 |
46.89 |
45.49 |
42.35 |
|
R2 |
44.47 |
44.47 |
42.12 |
|
R1 |
43.07 |
43.07 |
41.90 |
43.77 |
PP |
42.05 |
42.05 |
42.05 |
42.40 |
S1 |
40.65 |
40.65 |
41.46 |
41.35 |
S2 |
39.63 |
39.63 |
41.24 |
|
S3 |
37.21 |
38.23 |
41.01 |
|
S4 |
34.79 |
35.81 |
40.35 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.71 |
63.61 |
46.31 |
|
R3 |
60.30 |
55.20 |
43.99 |
|
R2 |
51.89 |
51.89 |
43.22 |
|
R1 |
46.79 |
46.79 |
42.45 |
45.14 |
PP |
43.48 |
43.48 |
43.48 |
42.66 |
S1 |
38.38 |
38.38 |
40.91 |
36.73 |
S2 |
35.07 |
35.07 |
40.14 |
|
S3 |
26.66 |
29.97 |
39.37 |
|
S4 |
18.25 |
21.56 |
37.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.59 |
40.18 |
8.41 |
20.2% |
3.40 |
8.1% |
18% |
False |
False |
278,592 |
10 |
48.59 |
39.11 |
9.48 |
22.7% |
3.86 |
9.3% |
27% |
False |
False |
287,294 |
20 |
54.74 |
39.11 |
15.63 |
37.5% |
3.88 |
9.3% |
16% |
False |
False |
221,757 |
40 |
55.30 |
38.00 |
17.30 |
41.5% |
3.87 |
9.3% |
21% |
False |
False |
135,256 |
60 |
73.54 |
38.00 |
35.54 |
85.3% |
3.96 |
9.5% |
10% |
False |
False |
96,529 |
80 |
90.57 |
38.00 |
52.57 |
126.1% |
4.14 |
9.9% |
7% |
False |
False |
75,209 |
100 |
111.00 |
38.00 |
73.00 |
175.1% |
4.30 |
10.3% |
5% |
False |
False |
61,507 |
120 |
123.30 |
38.00 |
85.30 |
204.7% |
4.08 |
9.8% |
4% |
False |
False |
51,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.73 |
2.618 |
49.78 |
1.618 |
47.36 |
1.000 |
45.86 |
0.618 |
44.94 |
HIGH |
43.44 |
0.618 |
42.52 |
0.500 |
42.23 |
0.382 |
41.94 |
LOW |
41.02 |
0.618 |
39.52 |
1.000 |
38.60 |
1.618 |
37.10 |
2.618 |
34.68 |
4.250 |
30.74 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
42.23 |
41.89 |
PP |
42.05 |
41.82 |
S1 |
41.86 |
41.75 |
|