NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 23-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
48.45 |
48.85 |
0.40 |
0.8% |
50.92 |
High |
49.55 |
52.05 |
2.50 |
5.0% |
52.05 |
Low |
47.10 |
47.60 |
0.50 |
1.1% |
46.95 |
Close |
48.79 |
51.95 |
3.16 |
6.5% |
51.95 |
Range |
2.45 |
4.45 |
2.00 |
81.6% |
5.10 |
ATR |
3.28 |
3.37 |
0.08 |
2.5% |
0.00 |
Volume |
35,967 |
38,896 |
2,929 |
8.1% |
141,659 |
|
Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.88 |
62.37 |
54.40 |
|
R3 |
59.43 |
57.92 |
53.17 |
|
R2 |
54.98 |
54.98 |
52.77 |
|
R1 |
53.47 |
53.47 |
52.36 |
54.23 |
PP |
50.53 |
50.53 |
50.53 |
50.91 |
S1 |
49.02 |
49.02 |
51.54 |
49.78 |
S2 |
46.08 |
46.08 |
51.13 |
|
S3 |
41.63 |
44.57 |
50.73 |
|
S4 |
37.18 |
40.12 |
49.50 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.62 |
63.88 |
54.76 |
|
R3 |
60.52 |
58.78 |
53.35 |
|
R2 |
55.42 |
55.42 |
52.89 |
|
R1 |
53.68 |
53.68 |
52.42 |
54.55 |
PP |
50.32 |
50.32 |
50.32 |
50.75 |
S1 |
48.58 |
48.58 |
51.48 |
49.45 |
S2 |
45.22 |
45.22 |
51.02 |
|
S3 |
40.12 |
43.48 |
50.55 |
|
S4 |
35.02 |
38.38 |
49.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.34 |
46.95 |
6.39 |
12.3% |
3.08 |
5.9% |
78% |
False |
False |
35,370 |
10 |
53.60 |
46.95 |
6.65 |
12.8% |
2.91 |
5.6% |
75% |
False |
False |
31,818 |
20 |
59.66 |
42.51 |
17.15 |
33.0% |
3.33 |
6.4% |
55% |
False |
False |
24,657 |
40 |
61.33 |
42.51 |
18.82 |
36.2% |
3.36 |
6.5% |
50% |
False |
False |
23,861 |
60 |
76.00 |
42.51 |
33.49 |
64.5% |
3.56 |
6.9% |
28% |
False |
False |
20,685 |
80 |
102.10 |
42.51 |
59.59 |
114.7% |
3.62 |
7.0% |
16% |
False |
False |
18,493 |
100 |
114.10 |
42.51 |
71.59 |
137.8% |
3.62 |
7.0% |
13% |
False |
False |
16,158 |
120 |
126.50 |
42.51 |
83.99 |
161.7% |
3.38 |
6.5% |
11% |
False |
False |
13,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.96 |
2.618 |
63.70 |
1.618 |
59.25 |
1.000 |
56.50 |
0.618 |
54.80 |
HIGH |
52.05 |
0.618 |
50.35 |
0.500 |
49.83 |
0.382 |
49.30 |
LOW |
47.60 |
0.618 |
44.85 |
1.000 |
43.15 |
1.618 |
40.40 |
2.618 |
35.95 |
4.250 |
28.69 |
|
|
Fisher Pivots for day following 23-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
51.24 |
51.13 |
PP |
50.53 |
50.32 |
S1 |
49.83 |
49.50 |
|