NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 27-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
55.75 |
55.25 |
-0.50 |
-0.9% |
57.02 |
High |
57.54 |
56.55 |
-0.99 |
-1.7% |
57.02 |
Low |
55.00 |
53.63 |
-1.37 |
-2.5% |
52.49 |
Close |
55.30 |
53.71 |
-1.59 |
-2.9% |
56.50 |
Range |
2.54 |
2.92 |
0.38 |
15.0% |
4.53 |
ATR |
2.92 |
2.92 |
0.00 |
0.0% |
0.00 |
Volume |
20,488 |
24,202 |
3,714 |
18.1% |
95,808 |
|
Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.39 |
61.47 |
55.32 |
|
R3 |
60.47 |
58.55 |
54.51 |
|
R2 |
57.55 |
57.55 |
54.25 |
|
R1 |
55.63 |
55.63 |
53.98 |
55.13 |
PP |
54.63 |
54.63 |
54.63 |
54.38 |
S1 |
52.71 |
52.71 |
53.44 |
52.21 |
S2 |
51.71 |
51.71 |
53.17 |
|
S3 |
48.79 |
49.79 |
52.91 |
|
S4 |
45.87 |
46.87 |
52.10 |
|
|
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 |
68.96 |
2.618 |
64.19 |
1.618 |
61.27 |
1.000 |
59.47 |
0.618 |
58.35 |
HIGH |
56.55 |
0.618 |
55.43 |
0.500 |
55.09 |
0.382 |
54.75 |
LOW |
53.63 |
0.618 |
51.83 |
1.000 |
50.71 |
1.618 |
48.91 |
2.618 |
45.99 |
4.250 |
41.22 |
|
|
Fisher Pivots for day following 27-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
55.09 |
55.14 |
PP |
54.63 |
54.66 |
S1 |
54.17 |
54.19 |
|