NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 15-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
52.63 |
53.00 |
0.37 |
0.7% |
56.19 |
High |
53.36 |
53.60 |
0.24 |
0.4% |
59.66 |
Low |
50.66 |
49.93 |
-0.73 |
-1.4% |
51.26 |
Close |
52.42 |
52.39 |
-0.03 |
-0.1% |
52.75 |
Range |
2.70 |
3.67 |
0.97 |
35.9% |
8.40 |
ATR |
3.45 |
3.46 |
0.02 |
0.5% |
0.00 |
Volume |
32,297 |
33,089 |
792 |
2.5% |
116,910 |
|
Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.98 |
61.36 |
54.41 |
|
R3 |
59.31 |
57.69 |
53.40 |
|
R2 |
55.64 |
55.64 |
53.06 |
|
R1 |
54.02 |
54.02 |
52.73 |
53.00 |
PP |
51.97 |
51.97 |
51.97 |
51.46 |
S1 |
50.35 |
50.35 |
52.05 |
49.33 |
S2 |
48.30 |
48.30 |
51.72 |
|
S3 |
44.63 |
46.68 |
51.38 |
|
S4 |
40.96 |
43.01 |
50.37 |
|
|
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 |
53.60 |
49.93 |
3.67 |
7.0% |
2.73 |
5.2% |
67% |
True |
True |
28,267 |
10 |
59.66 |
49.35 |
10.31 |
19.7% |
3.36 |
6.4% |
29% |
False |
False |
25,783 |
20 |
59.66 |
42.51 |
17.15 |
32.7% |
3.29 |
6.3% |
58% |
False |
False |
22,562 |
40 |
61.33 |
42.51 |
18.82 |
35.9% |
3.38 |
6.5% |
52% |
False |
False |
21,391 |
60 |
77.65 |
42.51 |
35.14 |
67.1% |
3.60 |
6.9% |
28% |
False |
False |
19,045 |
80 |
109.72 |
42.51 |
67.21 |
128.3% |
3.70 |
7.1% |
15% |
False |
False |
16,782 |
100 |
121.37 |
42.51 |
78.86 |
150.5% |
3.57 |
6.8% |
13% |
False |
False |
14,500 |
120 |
129.18 |
42.51 |
86.67 |
165.4% |
3.38 |
6.5% |
11% |
False |
False |
12,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.20 |
2.618 |
63.21 |
1.618 |
59.54 |
1.000 |
57.27 |
0.618 |
55.87 |
HIGH |
53.60 |
0.618 |
52.20 |
0.500 |
51.77 |
0.382 |
51.33 |
LOW |
49.93 |
0.618 |
47.66 |
1.000 |
46.26 |
1.618 |
43.99 |
2.618 |
40.32 |
4.250 |
34.33 |
|
|
Fisher Pivots for day following 15-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
52.18 |
52.18 |
PP |
51.97 |
51.97 |
S1 |
51.77 |
51.77 |
|