NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
49.81 |
50.60 |
0.79 |
1.6% |
53.54 |
| High |
50.60 |
51.50 |
0.90 |
1.8% |
56.29 |
| Low |
49.50 |
49.28 |
-0.22 |
-0.4% |
52.63 |
| Close |
50.59 |
50.85 |
0.26 |
0.5% |
53.82 |
| Range |
1.10 |
2.22 |
1.12 |
101.8% |
3.66 |
| ATR |
2.25 |
2.25 |
0.00 |
-0.1% |
0.00 |
| Volume |
7,887 |
5,444 |
-2,443 |
-31.0% |
25,403 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.20 |
56.25 |
52.07 |
|
| R3 |
54.98 |
54.03 |
51.46 |
|
| R2 |
52.76 |
52.76 |
51.26 |
|
| R1 |
51.81 |
51.81 |
51.05 |
52.29 |
| PP |
50.54 |
50.54 |
50.54 |
50.78 |
| S1 |
49.59 |
49.59 |
50.65 |
50.07 |
| S2 |
48.32 |
48.32 |
50.44 |
|
| S3 |
46.10 |
47.37 |
50.24 |
|
| S4 |
43.88 |
45.15 |
49.63 |
|
|
| 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 |
49.28 |
7.01 |
13.8% |
2.29 |
4.5% |
22% |
False |
True |
5,695 |
| 10 |
56.29 |
49.28 |
7.01 |
13.8% |
1.59 |
3.1% |
22% |
False |
True |
5,273 |
| 20 |
60.48 |
44.75 |
15.73 |
30.9% |
1.84 |
3.6% |
39% |
False |
False |
3,817 |
| 40 |
62.08 |
44.75 |
17.33 |
34.1% |
1.35 |
2.7% |
35% |
False |
False |
3,420 |
| 60 |
76.95 |
44.75 |
32.20 |
63.3% |
1.47 |
2.9% |
19% |
False |
False |
2,897 |
| 80 |
102.52 |
44.75 |
57.77 |
113.6% |
1.37 |
2.7% |
11% |
False |
False |
2,464 |
| 100 |
118.25 |
44.75 |
73.50 |
144.5% |
1.21 |
2.4% |
8% |
False |
False |
2,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.94 |
|
2.618 |
57.31 |
|
1.618 |
55.09 |
|
1.000 |
53.72 |
|
0.618 |
52.87 |
|
HIGH |
51.50 |
|
0.618 |
50.65 |
|
0.500 |
50.39 |
|
0.382 |
50.13 |
|
LOW |
49.28 |
|
0.618 |
47.91 |
|
1.000 |
47.06 |
|
1.618 |
45.69 |
|
2.618 |
43.47 |
|
4.250 |
39.85 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.70 |
51.14 |
| PP |
50.54 |
51.04 |
| S1 |
50.39 |
50.95 |
|