NYMEX Light Sweet Crude Oil Future December 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 |
57.02 |
54.13 |
-2.89 |
-5.1% |
58.64 |
High |
57.02 |
54.35 |
-2.67 |
-4.7% |
59.44 |
Low |
53.46 |
52.72 |
-0.74 |
-1.4% |
56.28 |
Close |
54.13 |
53.64 |
-0.49 |
-0.9% |
57.55 |
Range |
3.56 |
1.63 |
-1.93 |
-54.2% |
3.16 |
ATR |
|
|
|
|
|
Volume |
16,124 |
24,517 |
8,393 |
52.1% |
83,793 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.46 |
57.68 |
54.54 |
|
R3 |
56.83 |
56.05 |
54.09 |
|
R2 |
55.20 |
55.20 |
53.94 |
|
R1 |
54.42 |
54.42 |
53.79 |
54.00 |
PP |
53.57 |
53.57 |
53.57 |
53.36 |
S1 |
52.79 |
52.79 |
53.49 |
52.37 |
S2 |
51.94 |
51.94 |
53.34 |
|
S3 |
50.31 |
51.16 |
53.19 |
|
S4 |
48.68 |
49.53 |
52.74 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.24 |
65.55 |
59.29 |
|
R3 |
64.08 |
62.39 |
58.42 |
|
R2 |
60.92 |
60.92 |
58.13 |
|
R1 |
59.23 |
59.23 |
57.84 |
58.50 |
PP |
57.76 |
57.76 |
57.76 |
57.39 |
S1 |
56.07 |
56.07 |
57.26 |
55.34 |
S2 |
54.60 |
54.60 |
56.97 |
|
S3 |
51.44 |
52.91 |
56.68 |
|
S4 |
48.28 |
49.75 |
55.81 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.28 |
2.618 |
58.62 |
1.618 |
56.99 |
1.000 |
55.98 |
0.618 |
55.36 |
HIGH |
54.35 |
0.618 |
53.73 |
0.500 |
53.54 |
0.382 |
53.34 |
LOW |
52.72 |
0.618 |
51.71 |
1.000 |
51.09 |
1.618 |
50.08 |
2.618 |
48.45 |
4.250 |
45.79 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
53.61 |
55.91 |
PP |
53.57 |
55.15 |
S1 |
53.54 |
54.40 |
|