NYMEX Light Sweet Crude Oil Future October 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 |
51.11 |
52.03 |
0.92 |
1.8% |
55.35 |
| High |
52.55 |
52.45 |
-0.10 |
-0.2% |
56.95 |
| Low |
51.11 |
51.53 |
0.42 |
0.8% |
54.77 |
| Close |
52.14 |
52.40 |
0.26 |
0.5% |
55.76 |
| Range |
1.44 |
0.92 |
-0.52 |
-36.1% |
2.18 |
| ATR |
0.00 |
1.55 |
1.55 |
|
0.00 |
| Volume |
4,228 |
3,222 |
-1,006 |
-23.8% |
15,952 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.89 |
54.56 |
52.91 |
|
| R3 |
53.97 |
53.64 |
52.65 |
|
| R2 |
53.05 |
53.05 |
52.57 |
|
| R1 |
52.72 |
52.72 |
52.48 |
52.89 |
| PP |
52.13 |
52.13 |
52.13 |
52.21 |
| S1 |
51.80 |
51.80 |
52.32 |
51.97 |
| S2 |
51.21 |
51.21 |
52.23 |
|
| S3 |
50.29 |
50.88 |
52.15 |
|
| S4 |
49.37 |
49.96 |
51.89 |
|
|
| 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 |
56.36 |
|
2.618 |
54.86 |
|
1.618 |
53.94 |
|
1.000 |
53.37 |
|
0.618 |
53.02 |
|
HIGH |
52.45 |
|
0.618 |
52.10 |
|
0.500 |
51.99 |
|
0.382 |
51.88 |
|
LOW |
51.53 |
|
0.618 |
50.96 |
|
1.000 |
50.61 |
|
1.618 |
50.04 |
|
2.618 |
49.12 |
|
4.250 |
47.62 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.26 |
52.36 |
| PP |
52.13 |
52.33 |
| S1 |
51.99 |
52.29 |
|