NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 26-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
51.46 |
55.95 |
4.49 |
8.7% |
53.33 |
High |
54.91 |
55.95 |
1.04 |
1.9% |
54.91 |
Low |
51.46 |
54.36 |
2.90 |
5.6% |
51.11 |
Close |
55.19 |
54.00 |
-1.19 |
-2.2% |
55.19 |
Range |
3.45 |
1.59 |
-1.86 |
-53.9% |
3.80 |
ATR |
1.69 |
1.68 |
-0.01 |
-0.4% |
0.00 |
Volume |
6,041 |
4,287 |
-1,754 |
-29.0% |
15,323 |
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.54 |
58.36 |
54.87 |
|
R3 |
57.95 |
56.77 |
54.44 |
|
R2 |
56.36 |
56.36 |
54.29 |
|
R1 |
55.18 |
55.18 |
54.15 |
54.98 |
PP |
54.77 |
54.77 |
54.77 |
54.67 |
S1 |
53.59 |
53.59 |
53.85 |
53.39 |
S2 |
53.18 |
53.18 |
53.71 |
|
S3 |
51.59 |
52.00 |
53.56 |
|
S4 |
50.00 |
50.41 |
53.13 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.14 |
63.96 |
57.28 |
|
R3 |
61.34 |
60.16 |
56.24 |
|
R2 |
57.54 |
57.54 |
55.89 |
|
R1 |
56.36 |
56.36 |
55.54 |
56.95 |
PP |
53.74 |
53.74 |
53.74 |
54.03 |
S1 |
52.56 |
52.56 |
54.84 |
53.15 |
S2 |
49.94 |
49.94 |
54.49 |
|
S3 |
46.14 |
48.76 |
54.15 |
|
S4 |
42.34 |
44.96 |
53.10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.71 |
2.618 |
60.11 |
1.618 |
58.52 |
1.000 |
57.54 |
0.618 |
56.93 |
HIGH |
55.95 |
0.618 |
55.34 |
0.500 |
55.16 |
0.382 |
54.97 |
LOW |
54.36 |
0.618 |
53.38 |
1.000 |
52.77 |
1.618 |
51.79 |
2.618 |
50.20 |
4.250 |
47.60 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
55.16 |
53.90 |
PP |
54.77 |
53.80 |
S1 |
54.39 |
53.71 |
|