NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
53.00 |
49.81 |
-3.19 |
-6.0% |
53.54 |
| High |
53.00 |
50.60 |
-2.40 |
-4.5% |
56.29 |
| Low |
50.00 |
49.50 |
-0.50 |
-1.0% |
52.63 |
| Close |
50.59 |
50.59 |
0.00 |
0.0% |
53.82 |
| Range |
3.00 |
1.10 |
-1.90 |
-63.3% |
3.66 |
| ATR |
2.34 |
2.25 |
-0.09 |
-3.8% |
0.00 |
| Volume |
4,755 |
7,887 |
3,132 |
65.9% |
25,403 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.53 |
53.16 |
51.20 |
|
| R3 |
52.43 |
52.06 |
50.89 |
|
| R2 |
51.33 |
51.33 |
50.79 |
|
| R1 |
50.96 |
50.96 |
50.69 |
51.15 |
| PP |
50.23 |
50.23 |
50.23 |
50.32 |
| S1 |
49.86 |
49.86 |
50.49 |
50.05 |
| S2 |
49.13 |
49.13 |
50.39 |
|
| S3 |
48.03 |
48.76 |
50.29 |
|
| S4 |
46.93 |
47.66 |
49.99 |
|
|
| 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 |
49.50 |
6.79 |
13.4% |
2.16 |
4.3% |
16% |
False |
True |
5,762 |
| 10 |
60.00 |
49.50 |
10.50 |
20.8% |
1.83 |
3.6% |
10% |
False |
True |
5,048 |
| 20 |
60.48 |
44.75 |
15.73 |
31.1% |
1.73 |
3.4% |
37% |
False |
False |
3,875 |
| 40 |
62.08 |
44.75 |
17.33 |
34.3% |
1.31 |
2.6% |
34% |
False |
False |
3,333 |
| 60 |
76.95 |
44.75 |
32.20 |
63.6% |
1.47 |
2.9% |
18% |
False |
False |
2,855 |
| 80 |
107.20 |
44.75 |
62.45 |
123.4% |
1.34 |
2.7% |
9% |
False |
False |
2,407 |
| 100 |
118.25 |
44.75 |
73.50 |
145.3% |
1.18 |
2.3% |
8% |
False |
False |
1,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.28 |
|
2.618 |
53.48 |
|
1.618 |
52.38 |
|
1.000 |
51.70 |
|
0.618 |
51.28 |
|
HIGH |
50.60 |
|
0.618 |
50.18 |
|
0.500 |
50.05 |
|
0.382 |
49.92 |
|
LOW |
49.50 |
|
0.618 |
48.82 |
|
1.000 |
48.40 |
|
1.618 |
47.72 |
|
2.618 |
46.62 |
|
4.250 |
44.83 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.41 |
52.40 |
| PP |
50.23 |
51.79 |
| S1 |
50.05 |
51.19 |
|