NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
50.90 |
50.54 |
-0.36 |
-0.7% |
51.13 |
| High |
52.00 |
51.55 |
-0.45 |
-0.9% |
52.00 |
| Low |
48.11 |
49.05 |
0.94 |
2.0% |
48.11 |
| Close |
50.61 |
49.51 |
-1.10 |
-2.2% |
49.51 |
| Range |
3.89 |
2.50 |
-1.39 |
-35.7% |
3.89 |
| ATR |
3.36 |
3.30 |
-0.06 |
-1.8% |
0.00 |
| Volume |
33,115 |
28,118 |
-4,997 |
-15.1% |
130,338 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.54 |
56.02 |
50.89 |
|
| R3 |
55.04 |
53.52 |
50.20 |
|
| R2 |
52.54 |
52.54 |
49.97 |
|
| R1 |
51.02 |
51.02 |
49.74 |
50.53 |
| PP |
50.04 |
50.04 |
50.04 |
49.79 |
| S1 |
48.52 |
48.52 |
49.28 |
48.03 |
| S2 |
47.54 |
47.54 |
49.05 |
|
| S3 |
45.04 |
46.02 |
48.82 |
|
| S4 |
42.54 |
43.52 |
48.14 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.54 |
59.42 |
51.65 |
|
| R3 |
57.65 |
55.53 |
50.58 |
|
| R2 |
53.76 |
53.76 |
50.22 |
|
| R1 |
51.64 |
51.64 |
49.87 |
50.76 |
| PP |
49.87 |
49.87 |
49.87 |
49.43 |
| S1 |
47.75 |
47.75 |
49.15 |
46.87 |
| S2 |
45.98 |
45.98 |
48.80 |
|
| S3 |
42.09 |
43.86 |
48.44 |
|
| S4 |
38.20 |
39.97 |
47.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.00 |
48.11 |
3.89 |
7.9% |
2.80 |
5.7% |
36% |
False |
False |
26,067 |
| 10 |
58.31 |
48.11 |
10.20 |
20.6% |
3.04 |
6.1% |
14% |
False |
False |
22,214 |
| 20 |
58.31 |
41.25 |
17.06 |
34.5% |
3.30 |
6.7% |
48% |
False |
False |
16,112 |
| 40 |
59.89 |
41.25 |
18.64 |
37.6% |
3.26 |
6.6% |
44% |
False |
False |
13,665 |
| 60 |
75.10 |
41.25 |
33.85 |
68.4% |
3.30 |
6.7% |
24% |
False |
False |
11,100 |
| 80 |
107.65 |
41.25 |
66.40 |
134.1% |
2.99 |
6.0% |
12% |
False |
False |
9,026 |
| 100 |
119.79 |
41.25 |
78.54 |
158.6% |
2.54 |
5.1% |
11% |
False |
False |
7,601 |
| 120 |
126.47 |
41.25 |
85.22 |
172.1% |
2.16 |
4.4% |
10% |
False |
False |
6,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.18 |
|
2.618 |
58.10 |
|
1.618 |
55.60 |
|
1.000 |
54.05 |
|
0.618 |
53.10 |
|
HIGH |
51.55 |
|
0.618 |
50.60 |
|
0.500 |
50.30 |
|
0.382 |
50.01 |
|
LOW |
49.05 |
|
0.618 |
47.51 |
|
1.000 |
46.55 |
|
1.618 |
45.01 |
|
2.618 |
42.51 |
|
4.250 |
38.43 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.30 |
50.06 |
| PP |
50.04 |
49.87 |
| S1 |
49.77 |
49.69 |
|