NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
53.58 |
54.68 |
1.10 |
2.1% |
52.32 |
| High |
55.68 |
54.68 |
-1.00 |
-1.8% |
54.52 |
| Low |
53.50 |
51.49 |
-2.01 |
-3.8% |
50.12 |
| Close |
53.34 |
51.49 |
-1.85 |
-3.5% |
54.52 |
| Range |
2.18 |
3.19 |
1.01 |
46.3% |
4.40 |
| ATR |
2.49 |
2.54 |
0.05 |
2.0% |
0.00 |
| Volume |
4,537 |
5,285 |
748 |
16.5% |
19,038 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.12 |
60.00 |
53.24 |
|
| R3 |
58.93 |
56.81 |
52.37 |
|
| R2 |
55.74 |
55.74 |
52.07 |
|
| R1 |
53.62 |
53.62 |
51.78 |
53.09 |
| PP |
52.55 |
52.55 |
52.55 |
52.29 |
| S1 |
50.43 |
50.43 |
51.20 |
49.90 |
| S2 |
49.36 |
49.36 |
50.91 |
|
| S3 |
46.17 |
47.24 |
50.61 |
|
| S4 |
42.98 |
44.05 |
49.74 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.25 |
64.79 |
56.94 |
|
| R3 |
61.85 |
60.39 |
55.73 |
|
| R2 |
57.45 |
57.45 |
55.33 |
|
| R1 |
55.99 |
55.99 |
54.92 |
56.72 |
| PP |
53.05 |
53.05 |
53.05 |
53.42 |
| S1 |
51.59 |
51.59 |
54.12 |
52.32 |
| S2 |
48.65 |
48.65 |
53.71 |
|
| S3 |
44.25 |
47.19 |
53.31 |
|
| S4 |
39.85 |
42.79 |
52.10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.24 |
|
2.618 |
63.03 |
|
1.618 |
59.84 |
|
1.000 |
57.87 |
|
0.618 |
56.65 |
|
HIGH |
54.68 |
|
0.618 |
53.46 |
|
0.500 |
53.09 |
|
0.382 |
52.71 |
|
LOW |
51.49 |
|
0.618 |
49.52 |
|
1.000 |
48.30 |
|
1.618 |
46.33 |
|
2.618 |
43.14 |
|
4.250 |
37.93 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
53.09 |
53.17 |
| PP |
52.55 |
52.61 |
| S1 |
52.02 |
52.05 |
|