NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 05-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
51.10 |
56.19 |
5.09 |
10.0% |
46.70 |
High |
54.76 |
57.51 |
2.75 |
5.0% |
54.76 |
Low |
49.35 |
53.74 |
4.39 |
8.9% |
45.42 |
Close |
54.73 |
57.15 |
2.42 |
4.4% |
54.73 |
Range |
5.41 |
3.77 |
-1.64 |
-30.3% |
9.34 |
ATR |
3.82 |
3.81 |
0.00 |
-0.1% |
0.00 |
Volume |
23,730 |
13,451 |
-10,279 |
-43.3% |
56,235 |
|
Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.44 |
66.07 |
59.22 |
|
R3 |
63.67 |
62.30 |
58.19 |
|
R2 |
59.90 |
59.90 |
57.84 |
|
R1 |
58.53 |
58.53 |
57.50 |
59.22 |
PP |
56.13 |
56.13 |
56.13 |
56.48 |
S1 |
54.76 |
54.76 |
56.80 |
55.45 |
S2 |
52.36 |
52.36 |
56.46 |
|
S3 |
48.59 |
50.99 |
56.11 |
|
S4 |
44.82 |
47.22 |
55.08 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.66 |
76.53 |
59.87 |
|
R3 |
70.32 |
67.19 |
57.30 |
|
R2 |
60.98 |
60.98 |
56.44 |
|
R1 |
57.85 |
57.85 |
55.59 |
59.42 |
PP |
51.64 |
51.64 |
51.64 |
52.42 |
S1 |
48.51 |
48.51 |
53.87 |
50.08 |
S2 |
42.30 |
42.30 |
53.02 |
|
S3 |
32.96 |
39.17 |
52.16 |
|
S4 |
23.62 |
29.83 |
49.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.51 |
45.42 |
12.09 |
21.2% |
4.24 |
7.4% |
97% |
True |
False |
13,937 |
10 |
57.51 |
42.51 |
15.00 |
26.2% |
3.46 |
6.1% |
98% |
True |
False |
15,914 |
20 |
58.91 |
42.51 |
16.40 |
28.7% |
3.54 |
6.2% |
89% |
False |
False |
22,105 |
40 |
70.47 |
42.51 |
27.96 |
48.9% |
3.49 |
6.1% |
52% |
False |
False |
18,670 |
60 |
90.00 |
42.51 |
47.49 |
83.1% |
3.73 |
6.5% |
31% |
False |
False |
17,068 |
80 |
109.98 |
42.51 |
67.47 |
118.1% |
3.77 |
6.6% |
22% |
False |
False |
14,811 |
100 |
123.85 |
42.51 |
81.34 |
142.3% |
3.51 |
6.1% |
18% |
False |
False |
12,555 |
120 |
140.00 |
42.51 |
97.49 |
170.6% |
3.37 |
5.9% |
15% |
False |
False |
11,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.53 |
2.618 |
67.38 |
1.618 |
63.61 |
1.000 |
61.28 |
0.618 |
59.84 |
HIGH |
57.51 |
0.618 |
56.07 |
0.500 |
55.63 |
0.382 |
55.18 |
LOW |
53.74 |
0.618 |
51.41 |
1.000 |
49.97 |
1.618 |
47.64 |
2.618 |
43.87 |
4.250 |
37.72 |
|
|
Fisher Pivots for day following 05-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
56.64 |
55.41 |
PP |
56.13 |
53.67 |
S1 |
55.63 |
51.94 |
|