NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 06-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
53.67 |
54.46 |
0.79 |
1.5% |
43.40 |
High |
55.10 |
56.86 |
1.76 |
3.2% |
52.37 |
Low |
51.33 |
53.67 |
2.34 |
4.6% |
42.45 |
Close |
54.70 |
55.34 |
0.64 |
1.2% |
52.23 |
Range |
3.77 |
3.19 |
-0.58 |
-15.4% |
9.92 |
ATR |
4.01 |
3.96 |
-0.06 |
-1.5% |
0.00 |
Volume |
12,241 |
28,822 |
16,581 |
135.5% |
60,902 |
|
Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.86 |
63.29 |
57.09 |
|
R3 |
61.67 |
60.10 |
56.22 |
|
R2 |
58.48 |
58.48 |
55.92 |
|
R1 |
56.91 |
56.91 |
55.63 |
57.70 |
PP |
55.29 |
55.29 |
55.29 |
55.68 |
S1 |
53.72 |
53.72 |
55.05 |
54.51 |
S2 |
52.10 |
52.10 |
54.76 |
|
S3 |
48.91 |
50.53 |
54.46 |
|
S4 |
45.72 |
47.34 |
53.59 |
|
|
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 |
56.86 |
43.15 |
13.71 |
24.8% |
4.58 |
8.3% |
89% |
True |
False |
19,584 |
10 |
56.86 |
39.82 |
17.04 |
30.8% |
3.98 |
7.2% |
91% |
True |
False |
17,469 |
20 |
56.96 |
39.82 |
17.14 |
31.0% |
3.85 |
7.0% |
91% |
False |
False |
20,762 |
40 |
68.86 |
39.82 |
29.04 |
52.5% |
3.63 |
6.6% |
53% |
False |
False |
15,546 |
60 |
86.45 |
39.82 |
46.63 |
84.3% |
3.94 |
7.1% |
33% |
False |
False |
12,566 |
80 |
111.15 |
39.82 |
71.33 |
128.9% |
3.82 |
6.9% |
22% |
False |
False |
10,293 |
100 |
123.58 |
39.82 |
83.76 |
151.4% |
3.26 |
5.9% |
19% |
False |
False |
8,550 |
120 |
133.73 |
39.82 |
93.91 |
169.7% |
2.79 |
5.0% |
17% |
False |
False |
7,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.42 |
2.618 |
65.21 |
1.618 |
62.02 |
1.000 |
60.05 |
0.618 |
58.83 |
HIGH |
56.86 |
0.618 |
55.64 |
0.500 |
55.27 |
0.382 |
54.89 |
LOW |
53.67 |
0.618 |
51.70 |
1.000 |
50.48 |
1.618 |
48.51 |
2.618 |
45.32 |
4.250 |
40.11 |
|
|
Fisher Pivots for day following 06-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
55.32 |
54.12 |
PP |
55.29 |
52.89 |
S1 |
55.27 |
51.67 |
|