NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 29-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
50.49 |
51.30 |
0.81 |
1.6% |
50.12 |
High |
52.59 |
51.98 |
-0.61 |
-1.2% |
53.13 |
Low |
49.87 |
50.32 |
0.45 |
0.9% |
48.25 |
Close |
51.30 |
51.52 |
0.22 |
0.4% |
53.04 |
Range |
2.72 |
1.66 |
-1.06 |
-39.0% |
4.88 |
ATR |
3.15 |
3.04 |
-0.11 |
-3.4% |
0.00 |
Volume |
14,737 |
12,038 |
-2,699 |
-18.3% |
54,294 |
|
Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.25 |
55.55 |
52.43 |
|
R3 |
54.59 |
53.89 |
51.98 |
|
R2 |
52.93 |
52.93 |
51.82 |
|
R1 |
52.23 |
52.23 |
51.67 |
52.58 |
PP |
51.27 |
51.27 |
51.27 |
51.45 |
S1 |
50.57 |
50.57 |
51.37 |
50.92 |
S2 |
49.61 |
49.61 |
51.22 |
|
S3 |
47.95 |
48.91 |
51.06 |
|
S4 |
46.29 |
47.25 |
50.61 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.11 |
64.46 |
55.72 |
|
R3 |
61.23 |
59.58 |
54.38 |
|
R2 |
56.35 |
56.35 |
53.93 |
|
R1 |
54.70 |
54.70 |
53.49 |
55.53 |
PP |
51.47 |
51.47 |
51.47 |
51.89 |
S1 |
49.82 |
49.82 |
52.59 |
50.65 |
S2 |
46.59 |
46.59 |
52.15 |
|
S3 |
41.71 |
44.94 |
51.70 |
|
S4 |
36.83 |
40.06 |
50.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.24 |
48.80 |
5.44 |
10.6% |
2.95 |
5.7% |
50% |
False |
False |
13,211 |
10 |
55.16 |
48.25 |
6.91 |
13.4% |
2.76 |
5.3% |
47% |
False |
False |
13,324 |
20 |
60.72 |
47.61 |
13.11 |
25.4% |
3.11 |
6.0% |
30% |
False |
False |
12,009 |
40 |
60.72 |
43.67 |
17.05 |
33.1% |
3.05 |
5.9% |
46% |
False |
False |
9,241 |
60 |
76.25 |
43.67 |
32.58 |
63.2% |
2.84 |
5.5% |
24% |
False |
False |
7,263 |
80 |
91.84 |
43.67 |
48.17 |
93.5% |
2.62 |
5.1% |
16% |
False |
False |
6,086 |
100 |
110.25 |
43.67 |
66.58 |
129.2% |
2.30 |
4.5% |
12% |
False |
False |
5,108 |
120 |
123.73 |
43.67 |
80.06 |
155.4% |
1.98 |
3.8% |
10% |
False |
False |
4,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.04 |
2.618 |
56.33 |
1.618 |
54.67 |
1.000 |
53.64 |
0.618 |
53.01 |
HIGH |
51.98 |
0.618 |
51.35 |
0.500 |
51.15 |
0.382 |
50.95 |
LOW |
50.32 |
0.618 |
49.29 |
1.000 |
48.66 |
1.618 |
47.63 |
2.618 |
45.97 |
4.250 |
43.27 |
|
|
Fisher Pivots for day following 29-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
51.40 |
51.48 |
PP |
51.27 |
51.44 |
S1 |
51.15 |
51.40 |
|