NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
48.65 |
49.84 |
1.19 |
2.4% |
52.62 |
| High |
50.43 |
50.62 |
0.19 |
0.4% |
55.16 |
| Low |
48.25 |
48.37 |
0.12 |
0.2% |
51.41 |
| Close |
49.73 |
50.01 |
0.28 |
0.6% |
52.79 |
| Range |
2.18 |
2.25 |
0.07 |
3.2% |
3.75 |
| ATR |
3.18 |
3.12 |
-0.07 |
-2.1% |
0.00 |
| Volume |
17,707 |
13,988 |
-3,719 |
-21.0% |
59,772 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.42 |
55.46 |
51.25 |
|
| R3 |
54.17 |
53.21 |
50.63 |
|
| R2 |
51.92 |
51.92 |
50.42 |
|
| R1 |
50.96 |
50.96 |
50.22 |
51.44 |
| PP |
49.67 |
49.67 |
49.67 |
49.91 |
| S1 |
48.71 |
48.71 |
49.80 |
49.19 |
| S2 |
47.42 |
47.42 |
49.60 |
|
| S3 |
45.17 |
46.46 |
49.39 |
|
| S4 |
42.92 |
44.21 |
48.77 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.37 |
62.33 |
54.85 |
|
| R3 |
60.62 |
58.58 |
53.82 |
|
| R2 |
56.87 |
56.87 |
53.48 |
|
| R1 |
54.83 |
54.83 |
53.13 |
55.85 |
| PP |
53.12 |
53.12 |
53.12 |
53.63 |
| S1 |
51.08 |
51.08 |
52.45 |
52.10 |
| S2 |
49.37 |
49.37 |
52.10 |
|
| S3 |
45.62 |
47.33 |
51.76 |
|
| S4 |
41.87 |
43.58 |
50.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.16 |
48.25 |
6.91 |
13.8% |
2.56 |
5.1% |
25% |
False |
False |
13,438 |
| 10 |
55.24 |
48.25 |
6.99 |
14.0% |
2.36 |
4.7% |
25% |
False |
False |
12,522 |
| 20 |
60.72 |
43.67 |
17.05 |
34.1% |
3.02 |
6.0% |
37% |
False |
False |
10,334 |
| 40 |
61.20 |
43.67 |
17.53 |
35.1% |
3.03 |
6.1% |
36% |
False |
False |
8,083 |
| 60 |
76.25 |
43.67 |
32.58 |
65.1% |
2.76 |
5.5% |
19% |
False |
False |
6,437 |
| 80 |
102.25 |
43.67 |
58.58 |
117.1% |
2.45 |
4.9% |
11% |
False |
False |
5,422 |
| 100 |
118.21 |
43.67 |
74.54 |
149.1% |
2.19 |
4.4% |
9% |
False |
False |
4,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.18 |
|
2.618 |
56.51 |
|
1.618 |
54.26 |
|
1.000 |
52.87 |
|
0.618 |
52.01 |
|
HIGH |
50.62 |
|
0.618 |
49.76 |
|
0.500 |
49.50 |
|
0.382 |
49.23 |
|
LOW |
48.37 |
|
0.618 |
46.98 |
|
1.000 |
46.12 |
|
1.618 |
44.73 |
|
2.618 |
42.48 |
|
4.250 |
38.81 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.84 |
49.89 |
| PP |
49.67 |
49.77 |
| S1 |
49.50 |
49.66 |
|