NYMEX Light Sweet Crude Oil Future November 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 |
53.20 |
52.59 |
-0.61 |
-1.1% |
57.92 |
High |
54.00 |
53.38 |
-0.62 |
-1.1% |
58.00 |
Low |
52.70 |
52.25 |
-0.45 |
-0.9% |
55.52 |
Close |
53.27 |
52.89 |
-0.38 |
-0.7% |
56.67 |
Range |
1.30 |
1.13 |
-0.17 |
-13.1% |
2.48 |
ATR |
|
|
|
|
|
Volume |
1,821 |
4,988 |
3,167 |
173.9% |
15,818 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.23 |
55.69 |
53.51 |
|
R3 |
55.10 |
54.56 |
53.20 |
|
R2 |
53.97 |
53.97 |
53.10 |
|
R1 |
53.43 |
53.43 |
52.99 |
53.70 |
PP |
52.84 |
52.84 |
52.84 |
52.98 |
S1 |
52.30 |
52.30 |
52.79 |
52.57 |
S2 |
51.71 |
51.71 |
52.68 |
|
S3 |
50.58 |
51.17 |
52.58 |
|
S4 |
49.45 |
50.04 |
52.27 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.17 |
62.90 |
58.03 |
|
R3 |
61.69 |
60.42 |
57.35 |
|
R2 |
59.21 |
59.21 |
57.12 |
|
R1 |
57.94 |
57.94 |
56.90 |
57.34 |
PP |
56.73 |
56.73 |
56.73 |
56.43 |
S1 |
55.46 |
55.46 |
56.44 |
54.86 |
S2 |
54.25 |
54.25 |
56.22 |
|
S3 |
51.77 |
52.98 |
55.99 |
|
S4 |
49.29 |
50.50 |
55.31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.18 |
2.618 |
56.34 |
1.618 |
55.21 |
1.000 |
54.51 |
0.618 |
54.08 |
HIGH |
53.38 |
0.618 |
52.95 |
0.500 |
52.82 |
0.382 |
52.68 |
LOW |
52.25 |
0.618 |
51.55 |
1.000 |
51.12 |
1.618 |
50.42 |
2.618 |
49.29 |
4.250 |
47.45 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
52.87 |
55.13 |
PP |
52.84 |
54.38 |
S1 |
52.82 |
53.64 |
|