NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 06-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
56.19 |
56.42 |
0.23 |
0.4% |
46.70 |
High |
57.51 |
59.66 |
2.15 |
3.7% |
54.76 |
Low |
53.74 |
56.20 |
2.46 |
4.6% |
45.42 |
Close |
57.15 |
57.83 |
0.68 |
1.2% |
54.73 |
Range |
3.77 |
3.46 |
-0.31 |
-8.2% |
9.34 |
ATR |
3.81 |
3.79 |
-0.03 |
-0.7% |
0.00 |
Volume |
13,451 |
22,134 |
8,683 |
64.6% |
56,235 |
|
Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.28 |
66.51 |
59.73 |
|
R3 |
64.82 |
63.05 |
58.78 |
|
R2 |
61.36 |
61.36 |
58.46 |
|
R1 |
59.59 |
59.59 |
58.15 |
60.48 |
PP |
57.90 |
57.90 |
57.90 |
58.34 |
S1 |
56.13 |
56.13 |
57.51 |
57.02 |
S2 |
54.44 |
54.44 |
57.20 |
|
S3 |
50.98 |
52.67 |
56.88 |
|
S4 |
47.52 |
49.21 |
55.93 |
|
|
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 |
59.66 |
46.25 |
13.41 |
23.2% |
4.35 |
7.5% |
86% |
True |
False |
17,507 |
10 |
59.66 |
42.51 |
17.15 |
29.7% |
3.62 |
6.3% |
89% |
True |
False |
15,163 |
20 |
59.66 |
42.51 |
17.15 |
29.7% |
3.54 |
6.1% |
89% |
True |
False |
21,694 |
40 |
70.47 |
42.51 |
27.96 |
48.3% |
3.47 |
6.0% |
55% |
False |
False |
18,885 |
60 |
87.13 |
42.51 |
44.62 |
77.2% |
3.72 |
6.4% |
34% |
False |
False |
17,229 |
80 |
109.98 |
42.51 |
67.47 |
116.7% |
3.79 |
6.6% |
23% |
False |
False |
15,012 |
100 |
123.85 |
42.51 |
81.34 |
140.7% |
3.52 |
6.1% |
19% |
False |
False |
12,760 |
120 |
137.93 |
42.51 |
95.42 |
165.0% |
3.36 |
5.8% |
16% |
False |
False |
11,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.37 |
2.618 |
68.72 |
1.618 |
65.26 |
1.000 |
63.12 |
0.618 |
61.80 |
HIGH |
59.66 |
0.618 |
58.34 |
0.500 |
57.93 |
0.382 |
57.52 |
LOW |
56.20 |
0.618 |
54.06 |
1.000 |
52.74 |
1.618 |
50.60 |
2.618 |
47.14 |
4.250 |
41.50 |
|
|
Fisher Pivots for day following 06-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
57.93 |
56.72 |
PP |
57.90 |
55.61 |
S1 |
57.86 |
54.51 |
|