NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 09-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
54.63 |
54.50 |
-0.13 |
-0.2% |
56.89 |
High |
55.19 |
54.72 |
-0.47 |
-0.9% |
60.48 |
Low |
54.43 |
53.84 |
-0.59 |
-1.1% |
53.84 |
Close |
55.11 |
55.22 |
0.11 |
0.2% |
55.22 |
Range |
0.76 |
0.88 |
0.12 |
15.8% |
6.64 |
ATR |
2.35 |
2.28 |
-0.08 |
-3.3% |
0.00 |
Volume |
4,740 |
4,501 |
-239 |
-5.0% |
17,695 |
|
Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.23 |
57.11 |
55.70 |
|
R3 |
56.35 |
56.23 |
55.46 |
|
R2 |
55.47 |
55.47 |
55.38 |
|
R1 |
55.35 |
55.35 |
55.30 |
55.41 |
PP |
54.59 |
54.59 |
54.59 |
54.63 |
S1 |
54.47 |
54.47 |
55.14 |
54.53 |
S2 |
53.71 |
53.71 |
55.06 |
|
S3 |
52.83 |
53.59 |
54.98 |
|
S4 |
51.95 |
52.71 |
54.74 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.43 |
72.47 |
58.87 |
|
R3 |
69.79 |
65.83 |
57.05 |
|
R2 |
63.15 |
63.15 |
56.44 |
|
R1 |
59.19 |
59.19 |
55.83 |
57.85 |
PP |
56.51 |
56.51 |
56.51 |
55.85 |
S1 |
52.55 |
52.55 |
54.61 |
51.21 |
S2 |
49.87 |
49.87 |
54.00 |
|
S3 |
43.23 |
45.91 |
53.39 |
|
S4 |
36.59 |
39.27 |
51.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.48 |
53.84 |
6.64 |
12.0% |
1.83 |
3.3% |
21% |
False |
True |
3,539 |
10 |
60.48 |
47.43 |
13.05 |
23.6% |
2.02 |
3.6% |
60% |
False |
False |
2,385 |
20 |
60.48 |
44.75 |
15.73 |
28.5% |
1.55 |
2.8% |
67% |
False |
False |
3,049 |
40 |
65.27 |
44.75 |
20.52 |
37.2% |
1.24 |
2.2% |
51% |
False |
False |
2,675 |
60 |
79.03 |
44.75 |
34.28 |
62.1% |
1.38 |
2.5% |
31% |
False |
False |
2,360 |
80 |
109.67 |
44.75 |
64.92 |
117.6% |
1.25 |
2.3% |
16% |
False |
False |
1,960 |
100 |
123.71 |
44.75 |
78.96 |
143.0% |
1.06 |
1.9% |
13% |
False |
False |
1,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.46 |
2.618 |
57.02 |
1.618 |
56.14 |
1.000 |
55.60 |
0.618 |
55.26 |
HIGH |
54.72 |
0.618 |
54.38 |
0.500 |
54.28 |
0.382 |
54.18 |
LOW |
53.84 |
0.618 |
53.30 |
1.000 |
52.96 |
1.618 |
52.42 |
2.618 |
51.54 |
4.250 |
50.10 |
|
|
Fisher Pivots for day following 09-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
54.91 |
56.92 |
PP |
54.59 |
56.35 |
S1 |
54.28 |
55.79 |
|