NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 07-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
56.42 |
57.90 |
1.48 |
2.6% |
46.70 |
High |
59.66 |
57.95 |
-1.71 |
-2.9% |
54.76 |
Low |
56.20 |
53.12 |
-3.08 |
-5.5% |
45.42 |
Close |
57.83 |
53.26 |
-4.57 |
-7.9% |
54.73 |
Range |
3.46 |
4.83 |
1.37 |
39.6% |
9.34 |
ATR |
3.79 |
3.86 |
0.07 |
2.0% |
0.00 |
Volume |
22,134 |
26,524 |
4,390 |
19.8% |
56,235 |
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.27 |
66.09 |
55.92 |
|
R3 |
64.44 |
61.26 |
54.59 |
|
R2 |
59.61 |
59.61 |
54.15 |
|
R1 |
56.43 |
56.43 |
53.70 |
55.61 |
PP |
54.78 |
54.78 |
54.78 |
54.36 |
S1 |
51.60 |
51.60 |
52.82 |
50.78 |
S2 |
49.95 |
49.95 |
52.37 |
|
S3 |
45.12 |
46.77 |
51.93 |
|
S4 |
40.29 |
41.94 |
50.60 |
|
|
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 |
46.36 |
13.30 |
25.0% |
4.96 |
9.3% |
52% |
False |
False |
20,261 |
10 |
59.66 |
42.51 |
17.15 |
32.2% |
3.79 |
7.1% |
63% |
False |
False |
15,922 |
20 |
59.66 |
42.51 |
17.15 |
32.2% |
3.63 |
6.8% |
63% |
False |
False |
21,711 |
40 |
70.47 |
42.51 |
27.96 |
52.5% |
3.56 |
6.7% |
38% |
False |
False |
19,079 |
60 |
87.13 |
42.51 |
44.62 |
83.8% |
3.72 |
7.0% |
24% |
False |
False |
17,569 |
80 |
109.98 |
42.51 |
67.47 |
126.7% |
3.85 |
7.2% |
16% |
False |
False |
15,230 |
100 |
123.85 |
42.51 |
81.34 |
152.7% |
3.56 |
6.7% |
13% |
False |
False |
12,963 |
120 |
133.50 |
42.51 |
90.99 |
170.8% |
3.36 |
6.3% |
12% |
False |
False |
11,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.48 |
2.618 |
70.59 |
1.618 |
65.76 |
1.000 |
62.78 |
0.618 |
60.93 |
HIGH |
57.95 |
0.618 |
56.10 |
0.500 |
55.54 |
0.382 |
54.97 |
LOW |
53.12 |
0.618 |
50.14 |
1.000 |
48.29 |
1.618 |
45.31 |
2.618 |
40.48 |
4.250 |
32.59 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
55.54 |
56.39 |
PP |
54.78 |
55.35 |
S1 |
54.02 |
54.30 |
|