NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
43.09 |
43.09 |
0.00 |
0.0% |
45.21 |
| High |
43.37 |
49.55 |
6.18 |
14.2% |
46.11 |
| Low |
41.25 |
40.89 |
-0.36 |
-0.9% |
38.00 |
| Close |
42.76 |
48.59 |
5.83 |
13.6% |
40.53 |
| Range |
2.12 |
8.66 |
6.54 |
308.5% |
8.11 |
| ATR |
3.83 |
4.17 |
0.35 |
9.0% |
0.00 |
| Volume |
43,167 |
52,477 |
9,310 |
21.6% |
187,196 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.32 |
69.12 |
53.35 |
|
| R3 |
63.66 |
60.46 |
50.97 |
|
| R2 |
55.00 |
55.00 |
50.18 |
|
| R1 |
51.80 |
51.80 |
49.38 |
53.40 |
| PP |
46.34 |
46.34 |
46.34 |
47.15 |
| S1 |
43.14 |
43.14 |
47.80 |
44.74 |
| S2 |
37.68 |
37.68 |
47.00 |
|
| S3 |
29.02 |
34.48 |
46.21 |
|
| S4 |
20.36 |
25.82 |
43.83 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.88 |
61.31 |
44.99 |
|
| R3 |
57.77 |
53.20 |
42.76 |
|
| R2 |
49.66 |
49.66 |
42.02 |
|
| R1 |
45.09 |
45.09 |
41.27 |
43.32 |
| PP |
41.55 |
41.55 |
41.55 |
40.66 |
| S1 |
36.98 |
36.98 |
39.79 |
35.21 |
| S2 |
33.44 |
33.44 |
39.04 |
|
| S3 |
25.33 |
28.87 |
38.30 |
|
| S4 |
17.22 |
20.76 |
36.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.55 |
38.00 |
11.55 |
23.8% |
4.46 |
9.2% |
92% |
True |
False |
38,049 |
| 10 |
51.51 |
38.00 |
13.51 |
27.8% |
3.98 |
8.2% |
78% |
False |
False |
47,484 |
| 20 |
55.30 |
38.00 |
17.30 |
35.6% |
3.87 |
8.0% |
61% |
False |
False |
48,754 |
| 40 |
73.54 |
38.00 |
35.54 |
73.1% |
4.01 |
8.2% |
30% |
False |
False |
33,914 |
| 60 |
90.57 |
38.00 |
52.57 |
108.2% |
4.23 |
8.7% |
20% |
False |
False |
26,360 |
| 80 |
111.00 |
38.00 |
73.00 |
150.2% |
4.40 |
9.1% |
15% |
False |
False |
21,445 |
| 100 |
123.30 |
38.00 |
85.30 |
175.6% |
4.12 |
8.5% |
12% |
False |
False |
17,709 |
| 120 |
147.14 |
38.00 |
109.14 |
224.6% |
3.87 |
8.0% |
10% |
False |
False |
15,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.36 |
|
2.618 |
72.22 |
|
1.618 |
63.56 |
|
1.000 |
58.21 |
|
0.618 |
54.90 |
|
HIGH |
49.55 |
|
0.618 |
46.24 |
|
0.500 |
45.22 |
|
0.382 |
44.20 |
|
LOW |
40.89 |
|
0.618 |
35.54 |
|
1.000 |
32.23 |
|
1.618 |
26.88 |
|
2.618 |
18.22 |
|
4.250 |
4.09 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
47.47 |
47.41 |
| PP |
46.34 |
46.24 |
| S1 |
45.22 |
45.06 |
|