NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 05-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
49.18 |
53.67 |
4.49 |
9.1% |
43.40 |
High |
52.37 |
55.10 |
2.73 |
5.2% |
52.37 |
Low |
46.48 |
51.33 |
4.85 |
10.4% |
42.45 |
Close |
52.23 |
54.70 |
2.47 |
4.7% |
52.23 |
Range |
5.89 |
3.77 |
-2.12 |
-36.0% |
9.92 |
ATR |
4.03 |
4.01 |
-0.02 |
-0.5% |
0.00 |
Volume |
24,491 |
12,241 |
-12,250 |
-50.0% |
60,902 |
|
Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.02 |
63.63 |
56.77 |
|
R3 |
61.25 |
59.86 |
55.74 |
|
R2 |
57.48 |
57.48 |
55.39 |
|
R1 |
56.09 |
56.09 |
55.05 |
56.79 |
PP |
53.71 |
53.71 |
53.71 |
54.06 |
S1 |
52.32 |
52.32 |
54.35 |
53.02 |
S2 |
49.94 |
49.94 |
54.01 |
|
S3 |
46.17 |
48.55 |
53.66 |
|
S4 |
42.40 |
44.78 |
52.63 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.78 |
75.42 |
57.69 |
|
R3 |
68.86 |
65.50 |
54.96 |
|
R2 |
58.94 |
58.94 |
54.05 |
|
R1 |
55.58 |
55.58 |
53.14 |
57.26 |
PP |
49.02 |
49.02 |
49.02 |
49.86 |
S1 |
45.66 |
45.66 |
51.32 |
47.34 |
S2 |
39.10 |
39.10 |
50.41 |
|
S3 |
29.18 |
35.74 |
49.50 |
|
S4 |
19.26 |
25.82 |
46.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.10 |
42.45 |
12.65 |
23.1% |
4.76 |
8.7% |
97% |
True |
False |
14,628 |
10 |
55.10 |
39.82 |
15.28 |
27.9% |
3.87 |
7.1% |
97% |
True |
False |
17,786 |
20 |
56.96 |
39.82 |
17.14 |
31.3% |
3.85 |
7.0% |
87% |
False |
False |
20,701 |
40 |
68.86 |
39.82 |
29.04 |
53.1% |
3.66 |
6.7% |
51% |
False |
False |
15,081 |
60 |
89.50 |
39.82 |
49.68 |
90.8% |
3.95 |
7.2% |
30% |
False |
False |
12,193 |
80 |
111.15 |
39.82 |
71.33 |
130.4% |
3.79 |
6.9% |
21% |
False |
False |
9,947 |
100 |
123.58 |
39.82 |
83.76 |
153.1% |
3.25 |
5.9% |
18% |
False |
False |
8,274 |
120 |
137.35 |
39.82 |
97.53 |
178.3% |
2.76 |
5.0% |
15% |
False |
False |
7,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.12 |
2.618 |
64.97 |
1.618 |
61.20 |
1.000 |
58.87 |
0.618 |
57.43 |
HIGH |
55.10 |
0.618 |
53.66 |
0.500 |
53.22 |
0.382 |
52.77 |
LOW |
51.33 |
0.618 |
49.00 |
1.000 |
47.56 |
1.618 |
45.23 |
2.618 |
41.46 |
4.250 |
35.31 |
|
|
Fisher Pivots for day following 05-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
54.21 |
52.84 |
PP |
53.71 |
50.98 |
S1 |
53.22 |
49.13 |
|