NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 13-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
52.70 |
51.10 |
-1.60 |
-3.0% |
56.19 |
High |
52.70 |
53.10 |
0.40 |
0.8% |
59.66 |
Low |
50.41 |
50.06 |
-0.35 |
-0.7% |
51.26 |
Close |
50.91 |
52.54 |
1.63 |
3.2% |
52.75 |
Range |
2.29 |
3.04 |
0.75 |
32.8% |
8.40 |
ATR |
3.54 |
3.50 |
-0.04 |
-1.0% |
0.00 |
Volume |
26,059 |
25,750 |
-309 |
-1.2% |
116,910 |
|
Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.02 |
59.82 |
54.21 |
|
R3 |
57.98 |
56.78 |
53.38 |
|
R2 |
54.94 |
54.94 |
53.10 |
|
R1 |
53.74 |
53.74 |
52.82 |
54.34 |
PP |
51.90 |
51.90 |
51.90 |
52.20 |
S1 |
50.70 |
50.70 |
52.26 |
51.30 |
S2 |
48.86 |
48.86 |
51.98 |
|
S3 |
45.82 |
47.66 |
51.70 |
|
S4 |
42.78 |
44.62 |
50.87 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.76 |
74.65 |
57.37 |
|
R3 |
71.36 |
66.25 |
55.06 |
|
R2 |
62.96 |
62.96 |
54.29 |
|
R1 |
57.85 |
57.85 |
53.52 |
56.21 |
PP |
54.56 |
54.56 |
54.56 |
53.73 |
S1 |
49.45 |
49.45 |
51.98 |
47.81 |
S2 |
46.16 |
46.16 |
51.21 |
|
S3 |
37.76 |
41.05 |
50.44 |
|
S4 |
29.36 |
32.65 |
48.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.95 |
50.06 |
7.89 |
15.0% |
2.91 |
5.5% |
31% |
False |
True |
26,626 |
10 |
59.66 |
46.25 |
13.41 |
25.5% |
3.63 |
6.9% |
47% |
False |
False |
22,067 |
20 |
59.66 |
42.51 |
17.15 |
32.6% |
3.40 |
6.5% |
58% |
False |
False |
21,641 |
40 |
65.00 |
42.51 |
22.49 |
42.8% |
3.42 |
6.5% |
45% |
False |
False |
20,491 |
60 |
78.60 |
42.51 |
36.09 |
68.7% |
3.64 |
6.9% |
28% |
False |
False |
18,459 |
80 |
109.98 |
42.51 |
67.47 |
128.4% |
3.74 |
7.1% |
15% |
False |
False |
16,143 |
100 |
123.85 |
42.51 |
81.34 |
154.8% |
3.59 |
6.8% |
12% |
False |
False |
13,905 |
120 |
129.18 |
42.51 |
86.67 |
165.0% |
3.36 |
6.4% |
12% |
False |
False |
12,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.02 |
2.618 |
61.06 |
1.618 |
58.02 |
1.000 |
56.14 |
0.618 |
54.98 |
HIGH |
53.10 |
0.618 |
51.94 |
0.500 |
51.58 |
0.382 |
51.22 |
LOW |
50.06 |
0.618 |
48.18 |
1.000 |
47.02 |
1.618 |
45.14 |
2.618 |
42.10 |
4.250 |
37.14 |
|
|
Fisher Pivots for day following 13-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
52.22 |
52.24 |
PP |
51.90 |
51.94 |
S1 |
51.58 |
51.64 |
|