NYMEX Light Sweet Crude Oil Future July 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 |
58.05 |
59.10 |
1.05 |
1.8% |
49.32 |
High |
60.72 |
59.10 |
-1.62 |
-2.7% |
55.84 |
Low |
58.02 |
54.17 |
-3.85 |
-6.6% |
46.55 |
Close |
58.82 |
54.41 |
-4.41 |
-7.5% |
55.80 |
Range |
2.70 |
4.93 |
2.23 |
82.6% |
9.29 |
ATR |
3.50 |
3.60 |
0.10 |
2.9% |
0.00 |
Volume |
11,655 |
11,032 |
-623 |
-5.3% |
28,479 |
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.68 |
67.48 |
57.12 |
|
R3 |
65.75 |
62.55 |
55.77 |
|
R2 |
60.82 |
60.82 |
55.31 |
|
R1 |
57.62 |
57.62 |
54.86 |
56.76 |
PP |
55.89 |
55.89 |
55.89 |
55.46 |
S1 |
52.69 |
52.69 |
53.96 |
51.83 |
S2 |
50.96 |
50.96 |
53.51 |
|
S3 |
46.03 |
47.76 |
53.05 |
|
S4 |
41.10 |
42.83 |
51.70 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.60 |
77.49 |
60.91 |
|
R3 |
71.31 |
68.20 |
58.35 |
|
R2 |
62.02 |
62.02 |
57.50 |
|
R1 |
58.91 |
58.91 |
56.65 |
60.47 |
PP |
52.73 |
52.73 |
52.73 |
53.51 |
S1 |
49.62 |
49.62 |
54.95 |
51.18 |
S2 |
43.44 |
43.44 |
54.10 |
|
S3 |
34.15 |
40.33 |
53.25 |
|
S4 |
24.86 |
31.04 |
50.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.72 |
47.61 |
13.11 |
24.1% |
4.77 |
8.8% |
52% |
False |
False |
9,783 |
10 |
60.72 |
43.67 |
17.05 |
31.3% |
3.67 |
6.8% |
63% |
False |
False |
8,147 |
20 |
60.72 |
43.67 |
17.05 |
31.3% |
3.49 |
6.4% |
63% |
False |
False |
7,731 |
40 |
70.85 |
43.67 |
27.18 |
50.0% |
3.06 |
5.6% |
40% |
False |
False |
5,743 |
60 |
85.30 |
43.67 |
41.63 |
76.5% |
2.62 |
4.8% |
26% |
False |
False |
4,798 |
80 |
110.25 |
43.67 |
66.58 |
122.4% |
2.35 |
4.3% |
16% |
False |
False |
3,969 |
100 |
123.73 |
43.67 |
80.06 |
147.1% |
1.99 |
3.7% |
13% |
False |
False |
3,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.05 |
2.618 |
72.01 |
1.618 |
67.08 |
1.000 |
64.03 |
0.618 |
62.15 |
HIGH |
59.10 |
0.618 |
57.22 |
0.500 |
56.64 |
0.382 |
56.05 |
LOW |
54.17 |
0.618 |
51.12 |
1.000 |
49.24 |
1.618 |
46.19 |
2.618 |
41.26 |
4.250 |
33.22 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
56.64 |
57.45 |
PP |
55.89 |
56.43 |
S1 |
55.15 |
55.42 |
|