NYMEX Light Sweet Crude Oil Future December 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 |
53.79 |
55.75 |
1.96 |
3.6% |
57.02 |
High |
56.50 |
57.54 |
1.04 |
1.8% |
57.02 |
Low |
52.73 |
55.00 |
2.27 |
4.3% |
52.49 |
Close |
56.50 |
55.30 |
-1.20 |
-2.1% |
56.50 |
Range |
3.77 |
2.54 |
-1.23 |
-32.6% |
4.53 |
ATR |
2.95 |
2.92 |
-0.03 |
-1.0% |
0.00 |
Volume |
31,600 |
20,488 |
-11,112 |
-35.2% |
95,808 |
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.57 |
61.97 |
56.70 |
|
R3 |
61.03 |
59.43 |
56.00 |
|
R2 |
58.49 |
58.49 |
55.77 |
|
R1 |
56.89 |
56.89 |
55.53 |
56.42 |
PP |
55.95 |
55.95 |
55.95 |
55.71 |
S1 |
54.35 |
54.35 |
55.07 |
53.88 |
S2 |
53.41 |
53.41 |
54.83 |
|
S3 |
50.87 |
51.81 |
54.60 |
|
S4 |
48.33 |
49.27 |
53.90 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.93 |
67.24 |
58.99 |
|
R3 |
64.40 |
62.71 |
57.75 |
|
R2 |
59.87 |
59.87 |
57.33 |
|
R1 |
58.18 |
58.18 |
56.92 |
56.76 |
PP |
55.34 |
55.34 |
55.34 |
54.63 |
S1 |
53.65 |
53.65 |
56.08 |
52.23 |
S2 |
50.81 |
50.81 |
55.67 |
|
S3 |
46.28 |
49.12 |
55.25 |
|
S4 |
41.75 |
44.59 |
54.01 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.34 |
2.618 |
64.19 |
1.618 |
61.65 |
1.000 |
60.08 |
0.618 |
59.11 |
HIGH |
57.54 |
0.618 |
56.57 |
0.500 |
56.27 |
0.382 |
55.97 |
LOW |
55.00 |
0.618 |
53.43 |
1.000 |
52.46 |
1.618 |
50.89 |
2.618 |
48.35 |
4.250 |
44.21 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
56.27 |
55.21 |
PP |
55.95 |
55.11 |
S1 |
55.62 |
55.02 |
|