NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 30-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
46.06 |
46.04 |
-0.02 |
0.0% |
48.97 |
High |
46.68 |
47.86 |
1.18 |
2.5% |
50.88 |
Low |
44.56 |
45.47 |
0.91 |
2.0% |
44.55 |
Close |
46.04 |
46.13 |
0.09 |
0.2% |
46.13 |
Range |
2.12 |
2.39 |
0.27 |
12.7% |
6.33 |
ATR |
3.59 |
3.50 |
-0.09 |
-2.4% |
0.00 |
Volume |
95,034 |
90,778 |
-4,256 |
-4.5% |
460,206 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.66 |
52.28 |
47.44 |
|
R3 |
51.27 |
49.89 |
46.79 |
|
R2 |
48.88 |
48.88 |
46.57 |
|
R1 |
47.50 |
47.50 |
46.35 |
48.19 |
PP |
46.49 |
46.49 |
46.49 |
46.83 |
S1 |
45.11 |
45.11 |
45.91 |
45.80 |
S2 |
44.10 |
44.10 |
45.69 |
|
S3 |
41.71 |
42.72 |
45.47 |
|
S4 |
39.32 |
40.33 |
44.82 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.18 |
62.48 |
49.61 |
|
R3 |
59.85 |
56.15 |
47.87 |
|
R2 |
53.52 |
53.52 |
47.29 |
|
R1 |
49.82 |
49.82 |
46.71 |
48.51 |
PP |
47.19 |
47.19 |
47.19 |
46.53 |
S1 |
43.49 |
43.49 |
45.55 |
42.18 |
S2 |
40.86 |
40.86 |
44.97 |
|
S3 |
34.53 |
37.16 |
44.39 |
|
S4 |
28.20 |
30.83 |
42.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.88 |
44.55 |
6.33 |
13.7% |
3.08 |
6.7% |
25% |
False |
False |
92,041 |
10 |
50.88 |
43.19 |
7.69 |
16.7% |
3.36 |
7.3% |
38% |
False |
False |
95,851 |
20 |
56.86 |
43.19 |
13.67 |
29.6% |
3.52 |
7.6% |
22% |
False |
False |
68,606 |
40 |
56.96 |
39.82 |
17.14 |
37.2% |
3.56 |
7.7% |
37% |
False |
False |
44,406 |
60 |
74.05 |
39.82 |
34.23 |
74.2% |
3.66 |
7.9% |
18% |
False |
False |
32,595 |
80 |
90.14 |
39.82 |
50.32 |
109.1% |
3.80 |
8.2% |
13% |
False |
False |
25,932 |
100 |
111.15 |
39.82 |
71.33 |
154.6% |
3.67 |
8.0% |
9% |
False |
False |
21,361 |
120 |
123.58 |
39.82 |
83.76 |
181.6% |
3.23 |
7.0% |
8% |
False |
False |
18,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.02 |
2.618 |
54.12 |
1.618 |
51.73 |
1.000 |
50.25 |
0.618 |
49.34 |
HIGH |
47.86 |
0.618 |
46.95 |
0.500 |
46.67 |
0.382 |
46.38 |
LOW |
45.47 |
0.618 |
43.99 |
1.000 |
43.08 |
1.618 |
41.60 |
2.618 |
39.21 |
4.250 |
35.31 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
46.67 |
46.21 |
PP |
46.49 |
46.18 |
S1 |
46.31 |
46.16 |
|