NYMEX Light Sweet Crude Oil Future September 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 |
52.32 |
50.90 |
-1.42 |
-2.7% |
54.25 |
| High |
52.78 |
51.77 |
-1.01 |
-1.9% |
57.15 |
| Low |
50.90 |
50.12 |
-0.78 |
-1.5% |
53.67 |
| Close |
51.51 |
51.39 |
-0.12 |
-0.2% |
54.81 |
| Range |
1.88 |
1.65 |
-0.23 |
-12.2% |
3.48 |
| ATR |
|
|
|
|
|
| Volume |
3,574 |
5,483 |
1,909 |
53.4% |
18,481 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.04 |
55.37 |
52.30 |
|
| R3 |
54.39 |
53.72 |
51.84 |
|
| R2 |
52.74 |
52.74 |
51.69 |
|
| R1 |
52.07 |
52.07 |
51.54 |
52.41 |
| PP |
51.09 |
51.09 |
51.09 |
51.26 |
| S1 |
50.42 |
50.42 |
51.24 |
50.76 |
| S2 |
49.44 |
49.44 |
51.09 |
|
| S3 |
47.79 |
48.77 |
50.94 |
|
| S4 |
46.14 |
47.12 |
50.48 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.65 |
63.71 |
56.72 |
|
| R3 |
62.17 |
60.23 |
55.77 |
|
| R2 |
58.69 |
58.69 |
55.45 |
|
| R1 |
56.75 |
56.75 |
55.13 |
57.72 |
| PP |
55.21 |
55.21 |
55.21 |
55.70 |
| S1 |
53.27 |
53.27 |
54.49 |
54.24 |
| S2 |
51.73 |
51.73 |
54.17 |
|
| S3 |
48.25 |
49.79 |
53.85 |
|
| S4 |
44.77 |
46.31 |
52.90 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.78 |
|
2.618 |
56.09 |
|
1.618 |
54.44 |
|
1.000 |
53.42 |
|
0.618 |
52.79 |
|
HIGH |
51.77 |
|
0.618 |
51.14 |
|
0.500 |
50.95 |
|
0.382 |
50.75 |
|
LOW |
50.12 |
|
0.618 |
49.10 |
|
1.000 |
48.47 |
|
1.618 |
47.45 |
|
2.618 |
45.80 |
|
4.250 |
43.11 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.24 |
53.08 |
| PP |
51.09 |
52.52 |
| S1 |
50.95 |
51.95 |
|