NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
53.25 |
54.86 |
1.61 |
3.0% |
55.95 |
| High |
53.99 |
54.86 |
0.87 |
1.6% |
55.95 |
| Low |
52.85 |
53.61 |
0.76 |
1.4% |
52.26 |
| Close |
54.03 |
53.52 |
-0.51 |
-0.9% |
53.52 |
| Range |
1.14 |
1.25 |
0.11 |
9.6% |
3.69 |
| ATR |
1.67 |
1.64 |
-0.03 |
-1.8% |
0.00 |
| Volume |
2,653 |
2,501 |
-152 |
-5.7% |
16,780 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.75 |
56.88 |
54.21 |
|
| R3 |
56.50 |
55.63 |
53.86 |
|
| R2 |
55.25 |
55.25 |
53.75 |
|
| R1 |
54.38 |
54.38 |
53.63 |
54.19 |
| PP |
54.00 |
54.00 |
54.00 |
53.90 |
| S1 |
53.13 |
53.13 |
53.41 |
52.94 |
| S2 |
52.75 |
52.75 |
53.29 |
|
| S3 |
51.50 |
51.88 |
53.18 |
|
| S4 |
50.25 |
50.63 |
52.83 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.98 |
62.94 |
55.55 |
|
| R3 |
61.29 |
59.25 |
54.53 |
|
| R2 |
57.60 |
57.60 |
54.20 |
|
| R1 |
55.56 |
55.56 |
53.86 |
54.74 |
| PP |
53.91 |
53.91 |
53.91 |
53.50 |
| S1 |
51.87 |
51.87 |
53.18 |
51.05 |
| S2 |
50.22 |
50.22 |
52.84 |
|
| S3 |
46.53 |
48.18 |
52.51 |
|
| S4 |
42.84 |
44.49 |
51.49 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.17 |
|
2.618 |
58.13 |
|
1.618 |
56.88 |
|
1.000 |
56.11 |
|
0.618 |
55.63 |
|
HIGH |
54.86 |
|
0.618 |
54.38 |
|
0.500 |
54.24 |
|
0.382 |
54.09 |
|
LOW |
53.61 |
|
0.618 |
52.84 |
|
1.000 |
52.36 |
|
1.618 |
51.59 |
|
2.618 |
50.34 |
|
4.250 |
48.30 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
54.24 |
53.86 |
| PP |
54.00 |
53.74 |
| S1 |
53.76 |
53.63 |
|