NYMEX Light Sweet Crude Oil Future October 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 |
53.33 |
51.11 |
-2.22 |
-4.2% |
55.35 |
High |
53.47 |
52.55 |
-0.92 |
-1.7% |
56.95 |
Low |
52.00 |
51.11 |
-0.89 |
-1.7% |
54.77 |
Close |
52.40 |
52.14 |
-0.26 |
-0.5% |
55.76 |
Range |
1.47 |
1.44 |
-0.03 |
-2.0% |
2.18 |
ATR |
|
|
|
|
|
Volume |
1,832 |
4,228 |
2,396 |
130.8% |
15,952 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.25 |
55.64 |
52.93 |
|
R3 |
54.81 |
54.20 |
52.54 |
|
R2 |
53.37 |
53.37 |
52.40 |
|
R1 |
52.76 |
52.76 |
52.27 |
53.07 |
PP |
51.93 |
51.93 |
51.93 |
52.09 |
S1 |
51.32 |
51.32 |
52.01 |
51.63 |
S2 |
50.49 |
50.49 |
51.88 |
|
S3 |
49.05 |
49.88 |
51.74 |
|
S4 |
47.61 |
48.44 |
51.35 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.37 |
61.24 |
56.96 |
|
R3 |
60.19 |
59.06 |
56.36 |
|
R2 |
58.01 |
58.01 |
56.16 |
|
R1 |
56.88 |
56.88 |
55.96 |
57.45 |
PP |
55.83 |
55.83 |
55.83 |
56.11 |
S1 |
54.70 |
54.70 |
55.56 |
55.27 |
S2 |
53.65 |
53.65 |
55.36 |
|
S3 |
51.47 |
52.52 |
55.16 |
|
S4 |
49.29 |
50.34 |
54.56 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.67 |
2.618 |
56.32 |
1.618 |
54.88 |
1.000 |
53.99 |
0.618 |
53.44 |
HIGH |
52.55 |
0.618 |
52.00 |
0.500 |
51.83 |
0.382 |
51.66 |
LOW |
51.11 |
0.618 |
50.22 |
1.000 |
49.67 |
1.618 |
48.78 |
2.618 |
47.34 |
4.250 |
44.99 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
52.04 |
54.03 |
PP |
51.93 |
53.40 |
S1 |
51.83 |
52.77 |
|