NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
56.29 |
55.28 |
-1.01 |
-1.8% |
53.54 |
High |
56.29 |
55.29 |
-1.00 |
-1.8% |
56.29 |
Low |
52.63 |
53.82 |
1.19 |
2.3% |
52.63 |
Close |
54.80 |
53.82 |
-0.98 |
-1.8% |
53.82 |
Range |
3.66 |
1.47 |
-2.19 |
-59.8% |
3.66 |
ATR |
2.28 |
2.23 |
-0.06 |
-2.5% |
0.00 |
Volume |
4,997 |
5,392 |
395 |
7.9% |
25,403 |
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.72 |
57.74 |
54.63 |
|
R3 |
57.25 |
56.27 |
54.22 |
|
R2 |
55.78 |
55.78 |
54.09 |
|
R1 |
54.80 |
54.80 |
53.95 |
54.56 |
PP |
54.31 |
54.31 |
54.31 |
54.19 |
S1 |
53.33 |
53.33 |
53.69 |
53.09 |
S2 |
52.84 |
52.84 |
53.55 |
|
S3 |
51.37 |
51.86 |
53.42 |
|
S4 |
49.90 |
50.39 |
53.01 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.23 |
63.18 |
55.83 |
|
R3 |
61.57 |
59.52 |
54.83 |
|
R2 |
57.91 |
57.91 |
54.49 |
|
R1 |
55.86 |
55.86 |
54.16 |
56.89 |
PP |
54.25 |
54.25 |
54.25 |
54.76 |
S1 |
52.20 |
52.20 |
53.48 |
53.23 |
S2 |
50.59 |
50.59 |
53.15 |
|
S3 |
46.93 |
48.54 |
52.81 |
|
S4 |
43.27 |
44.88 |
51.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.29 |
52.63 |
3.66 |
6.8% |
1.60 |
3.0% |
33% |
False |
False |
5,080 |
10 |
60.48 |
52.63 |
7.85 |
14.6% |
1.71 |
3.2% |
15% |
False |
False |
4,309 |
20 |
60.48 |
44.75 |
15.73 |
29.2% |
1.64 |
3.1% |
58% |
False |
False |
3,645 |
40 |
62.08 |
44.75 |
17.33 |
32.2% |
1.25 |
2.3% |
52% |
False |
False |
3,111 |
60 |
76.95 |
44.75 |
32.20 |
59.8% |
1.44 |
2.7% |
28% |
False |
False |
2,679 |
80 |
108.14 |
44.75 |
63.39 |
117.8% |
1.29 |
2.4% |
14% |
False |
False |
2,257 |
100 |
119.89 |
44.75 |
75.14 |
139.6% |
1.14 |
2.1% |
12% |
False |
False |
1,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.54 |
2.618 |
59.14 |
1.618 |
57.67 |
1.000 |
56.76 |
0.618 |
56.20 |
HIGH |
55.29 |
0.618 |
54.73 |
0.500 |
54.56 |
0.382 |
54.38 |
LOW |
53.82 |
0.618 |
52.91 |
1.000 |
52.35 |
1.618 |
51.44 |
2.618 |
49.97 |
4.250 |
47.57 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
54.56 |
54.46 |
PP |
54.31 |
54.25 |
S1 |
54.07 |
54.03 |
|