NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
55.28 |
53.00 |
-2.28 |
-4.1% |
53.54 |
| High |
55.29 |
53.00 |
-2.29 |
-4.1% |
56.29 |
| Low |
53.82 |
50.00 |
-3.82 |
-7.1% |
52.63 |
| Close |
53.82 |
50.59 |
-3.23 |
-6.0% |
53.82 |
| Range |
1.47 |
3.00 |
1.53 |
104.1% |
3.66 |
| ATR |
2.23 |
2.34 |
0.11 |
5.1% |
0.00 |
| Volume |
5,392 |
4,755 |
-637 |
-11.8% |
25,403 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.20 |
58.39 |
52.24 |
|
| R3 |
57.20 |
55.39 |
51.42 |
|
| R2 |
54.20 |
54.20 |
51.14 |
|
| R1 |
52.39 |
52.39 |
50.87 |
51.80 |
| PP |
51.20 |
51.20 |
51.20 |
50.90 |
| S1 |
49.39 |
49.39 |
50.32 |
48.80 |
| S2 |
48.20 |
48.20 |
50.04 |
|
| S3 |
45.20 |
46.39 |
49.77 |
|
| S4 |
42.20 |
43.39 |
48.94 |
|
|
| 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 |
50.00 |
6.29 |
12.4% |
2.19 |
4.3% |
9% |
False |
True |
4,953 |
| 10 |
60.48 |
50.00 |
10.48 |
20.7% |
1.81 |
3.6% |
6% |
False |
True |
4,593 |
| 20 |
60.48 |
44.75 |
15.73 |
31.1% |
1.71 |
3.4% |
37% |
False |
False |
3,672 |
| 40 |
62.08 |
44.75 |
17.33 |
34.3% |
1.31 |
2.6% |
34% |
False |
False |
3,184 |
| 60 |
76.95 |
44.75 |
32.20 |
63.6% |
1.46 |
2.9% |
18% |
False |
False |
2,736 |
| 80 |
108.14 |
44.75 |
63.39 |
125.3% |
1.33 |
2.6% |
9% |
False |
False |
2,311 |
| 100 |
119.89 |
44.75 |
75.14 |
148.5% |
1.17 |
2.3% |
8% |
False |
False |
1,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.75 |
|
2.618 |
60.85 |
|
1.618 |
57.85 |
|
1.000 |
56.00 |
|
0.618 |
54.85 |
|
HIGH |
53.00 |
|
0.618 |
51.85 |
|
0.500 |
51.50 |
|
0.382 |
51.15 |
|
LOW |
50.00 |
|
0.618 |
48.15 |
|
1.000 |
47.00 |
|
1.618 |
45.15 |
|
2.618 |
42.15 |
|
4.250 |
37.25 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.50 |
53.15 |
| PP |
51.20 |
52.29 |
| S1 |
50.89 |
51.44 |
|