NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 08-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
55.12 |
49.85 |
-5.27 |
-9.6% |
43.40 |
High |
55.58 |
51.04 |
-4.54 |
-8.2% |
52.37 |
Low |
49.96 |
48.23 |
-1.73 |
-3.5% |
42.45 |
Close |
50.06 |
49.45 |
-0.61 |
-1.2% |
52.23 |
Range |
5.62 |
2.81 |
-2.81 |
-50.0% |
9.92 |
ATR |
4.07 |
3.98 |
-0.09 |
-2.2% |
0.00 |
Volume |
35,142 |
52,400 |
17,258 |
49.1% |
60,902 |
|
Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.00 |
56.54 |
51.00 |
|
R3 |
55.19 |
53.73 |
50.22 |
|
R2 |
52.38 |
52.38 |
49.97 |
|
R1 |
50.92 |
50.92 |
49.71 |
50.25 |
PP |
49.57 |
49.57 |
49.57 |
49.24 |
S1 |
48.11 |
48.11 |
49.19 |
47.44 |
S2 |
46.76 |
46.76 |
48.93 |
|
S3 |
43.95 |
45.30 |
48.68 |
|
S4 |
41.14 |
42.49 |
47.90 |
|
|
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 |
46.48 |
10.38 |
21.0% |
4.26 |
8.6% |
29% |
False |
False |
30,619 |
10 |
56.86 |
39.82 |
17.04 |
34.5% |
4.22 |
8.5% |
57% |
False |
False |
22,408 |
20 |
56.96 |
39.82 |
17.14 |
34.7% |
3.98 |
8.0% |
56% |
False |
False |
22,761 |
40 |
65.00 |
39.82 |
25.18 |
50.9% |
3.68 |
7.4% |
38% |
False |
False |
17,414 |
60 |
86.45 |
39.82 |
46.63 |
94.3% |
3.93 |
7.9% |
21% |
False |
False |
13,845 |
80 |
111.15 |
39.82 |
71.33 |
144.2% |
3.87 |
7.8% |
14% |
False |
False |
11,330 |
100 |
123.58 |
39.82 |
83.76 |
169.4% |
3.34 |
6.8% |
11% |
False |
False |
9,406 |
120 |
133.73 |
39.82 |
93.91 |
189.9% |
2.86 |
5.8% |
10% |
False |
False |
8,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.98 |
2.618 |
58.40 |
1.618 |
55.59 |
1.000 |
53.85 |
0.618 |
52.78 |
HIGH |
51.04 |
0.618 |
49.97 |
0.500 |
49.64 |
0.382 |
49.30 |
LOW |
48.23 |
0.618 |
46.49 |
1.000 |
45.42 |
1.618 |
43.68 |
2.618 |
40.87 |
4.250 |
36.29 |
|
|
Fisher Pivots for day following 08-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
49.64 |
52.55 |
PP |
49.57 |
51.51 |
S1 |
49.51 |
50.48 |
|