NYMEX Light Sweet Crude Oil Future September 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 |
50.90 |
51.60 |
0.70 |
1.4% |
54.25 |
| High |
51.77 |
51.77 |
0.00 |
0.0% |
57.15 |
| Low |
50.12 |
50.40 |
0.28 |
0.6% |
53.67 |
| Close |
51.39 |
51.65 |
0.26 |
0.5% |
54.81 |
| Range |
1.65 |
1.37 |
-0.28 |
-17.0% |
3.48 |
| ATR |
0.00 |
2.42 |
2.42 |
|
0.00 |
| Volume |
5,483 |
4,173 |
-1,310 |
-23.9% |
18,481 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.38 |
54.89 |
52.40 |
|
| R3 |
54.01 |
53.52 |
52.03 |
|
| R2 |
52.64 |
52.64 |
51.90 |
|
| R1 |
52.15 |
52.15 |
51.78 |
52.40 |
| PP |
51.27 |
51.27 |
51.27 |
51.40 |
| S1 |
50.78 |
50.78 |
51.52 |
51.03 |
| S2 |
49.90 |
49.90 |
51.40 |
|
| S3 |
48.53 |
49.41 |
51.27 |
|
| S4 |
47.16 |
48.04 |
50.90 |
|
|
| 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 |
57.59 |
|
2.618 |
55.36 |
|
1.618 |
53.99 |
|
1.000 |
53.14 |
|
0.618 |
52.62 |
|
HIGH |
51.77 |
|
0.618 |
51.25 |
|
0.500 |
51.09 |
|
0.382 |
50.92 |
|
LOW |
50.40 |
|
0.618 |
49.55 |
|
1.000 |
49.03 |
|
1.618 |
48.18 |
|
2.618 |
46.81 |
|
4.250 |
44.58 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.46 |
51.58 |
| PP |
51.27 |
51.52 |
| S1 |
51.09 |
51.45 |
|