NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 22-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
44.14 |
45.95 |
1.81 |
4.1% |
49.00 |
High |
46.38 |
46.94 |
0.56 |
1.2% |
49.48 |
Low |
43.35 |
43.48 |
0.13 |
0.3% |
45.43 |
Close |
45.55 |
45.83 |
0.28 |
0.6% |
47.02 |
Range |
3.03 |
3.46 |
0.43 |
14.2% |
4.05 |
ATR |
3.62 |
3.61 |
-0.01 |
-0.3% |
0.00 |
Volume |
133,685 |
107,141 |
-26,544 |
-19.9% |
286,284 |
|
Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.80 |
54.27 |
47.73 |
|
R3 |
52.34 |
50.81 |
46.78 |
|
R2 |
48.88 |
48.88 |
46.46 |
|
R1 |
47.35 |
47.35 |
46.15 |
46.39 |
PP |
45.42 |
45.42 |
45.42 |
44.93 |
S1 |
43.89 |
43.89 |
45.51 |
42.93 |
S2 |
41.96 |
41.96 |
45.20 |
|
S3 |
38.50 |
40.43 |
44.88 |
|
S4 |
35.04 |
36.97 |
43.93 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.46 |
57.29 |
49.25 |
|
R3 |
55.41 |
53.24 |
48.13 |
|
R2 |
51.36 |
51.36 |
47.76 |
|
R1 |
49.19 |
49.19 |
47.39 |
48.25 |
PP |
47.31 |
47.31 |
47.31 |
46.84 |
S1 |
45.14 |
45.14 |
46.65 |
44.20 |
S2 |
43.26 |
43.26 |
46.28 |
|
S3 |
39.21 |
41.09 |
45.91 |
|
S4 |
35.16 |
37.04 |
44.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.48 |
43.19 |
6.29 |
13.7% |
3.41 |
7.4% |
42% |
False |
False |
91,216 |
10 |
51.04 |
43.19 |
7.85 |
17.1% |
3.13 |
6.8% |
34% |
False |
False |
69,073 |
20 |
56.86 |
39.82 |
17.04 |
37.2% |
3.67 |
8.0% |
35% |
False |
False |
44,134 |
40 |
59.57 |
39.82 |
19.75 |
43.1% |
3.69 |
8.1% |
30% |
False |
False |
31,498 |
60 |
74.05 |
39.82 |
34.23 |
74.7% |
3.73 |
8.1% |
18% |
False |
False |
23,726 |
80 |
102.60 |
39.82 |
62.78 |
137.0% |
3.93 |
8.6% |
10% |
False |
False |
18,923 |
100 |
120.30 |
39.82 |
80.48 |
175.6% |
3.57 |
7.8% |
7% |
False |
False |
15,698 |
120 |
126.60 |
39.82 |
86.78 |
189.4% |
3.06 |
6.7% |
7% |
False |
False |
13,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.65 |
2.618 |
56.00 |
1.618 |
52.54 |
1.000 |
50.40 |
0.618 |
49.08 |
HIGH |
46.94 |
0.618 |
45.62 |
0.500 |
45.21 |
0.382 |
44.80 |
LOW |
43.48 |
0.618 |
41.34 |
1.000 |
40.02 |
1.618 |
37.88 |
2.618 |
34.42 |
4.250 |
28.78 |
|
|
Fisher Pivots for day following 22-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
45.62 |
45.61 |
PP |
45.42 |
45.38 |
S1 |
45.21 |
45.16 |
|