NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 09-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
49.85 |
50.10 |
0.25 |
0.5% |
53.67 |
High |
51.04 |
50.28 |
-0.76 |
-1.5% |
56.86 |
Low |
48.23 |
47.50 |
-0.73 |
-1.5% |
47.50 |
Close |
49.45 |
49.11 |
-0.34 |
-0.7% |
49.11 |
Range |
2.81 |
2.78 |
-0.03 |
-1.1% |
9.36 |
ATR |
3.98 |
3.90 |
-0.09 |
-2.2% |
0.00 |
Volume |
52,400 |
42,738 |
-9,662 |
-18.4% |
171,343 |
|
Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.30 |
55.99 |
50.64 |
|
R3 |
54.52 |
53.21 |
49.87 |
|
R2 |
51.74 |
51.74 |
49.62 |
|
R1 |
50.43 |
50.43 |
49.36 |
49.70 |
PP |
48.96 |
48.96 |
48.96 |
48.60 |
S1 |
47.65 |
47.65 |
48.86 |
46.92 |
S2 |
46.18 |
46.18 |
48.60 |
|
S3 |
43.40 |
44.87 |
48.35 |
|
S4 |
40.62 |
42.09 |
47.58 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.24 |
73.53 |
54.26 |
|
R3 |
69.88 |
64.17 |
51.68 |
|
R2 |
60.52 |
60.52 |
50.83 |
|
R1 |
54.81 |
54.81 |
49.97 |
52.99 |
PP |
51.16 |
51.16 |
51.16 |
50.24 |
S1 |
45.45 |
45.45 |
48.25 |
43.63 |
S2 |
41.80 |
41.80 |
47.39 |
|
S3 |
32.44 |
36.09 |
46.54 |
|
S4 |
23.08 |
26.73 |
43.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.86 |
47.50 |
9.36 |
19.1% |
3.63 |
7.4% |
17% |
False |
True |
34,268 |
10 |
56.86 |
40.18 |
16.68 |
34.0% |
4.06 |
8.3% |
54% |
False |
False |
24,631 |
20 |
56.96 |
39.82 |
17.14 |
34.9% |
3.95 |
8.0% |
54% |
False |
False |
23,900 |
40 |
63.12 |
39.82 |
23.30 |
47.4% |
3.68 |
7.5% |
40% |
False |
False |
18,306 |
60 |
80.94 |
39.82 |
41.12 |
83.7% |
3.88 |
7.9% |
23% |
False |
False |
14,498 |
80 |
111.15 |
39.82 |
71.33 |
145.2% |
3.90 |
7.9% |
13% |
False |
False |
11,844 |
100 |
123.58 |
39.82 |
83.76 |
170.6% |
3.37 |
6.9% |
11% |
False |
False |
9,829 |
120 |
132.20 |
39.82 |
92.38 |
188.1% |
2.88 |
5.9% |
10% |
False |
False |
8,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.10 |
2.618 |
57.56 |
1.618 |
54.78 |
1.000 |
53.06 |
0.618 |
52.00 |
HIGH |
50.28 |
0.618 |
49.22 |
0.500 |
48.89 |
0.382 |
48.56 |
LOW |
47.50 |
0.618 |
45.78 |
1.000 |
44.72 |
1.618 |
43.00 |
2.618 |
40.22 |
4.250 |
35.69 |
|
|
Fisher Pivots for day following 09-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
49.04 |
51.54 |
PP |
48.96 |
50.73 |
S1 |
48.89 |
49.92 |
|