NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
49.32 |
47.98 |
-1.34 |
-2.7% |
51.15 |
| High |
49.45 |
49.14 |
-0.31 |
-0.6% |
51.56 |
| Low |
46.55 |
47.39 |
0.84 |
1.8% |
43.67 |
| Close |
48.66 |
48.91 |
0.25 |
0.5% |
46.33 |
| Range |
2.90 |
1.75 |
-1.15 |
-39.7% |
7.89 |
| ATR |
3.22 |
3.12 |
-0.11 |
-3.3% |
0.00 |
| Volume |
5,054 |
6,270 |
1,216 |
24.1% |
29,160 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.73 |
53.07 |
49.87 |
|
| R3 |
51.98 |
51.32 |
49.39 |
|
| R2 |
50.23 |
50.23 |
49.23 |
|
| R1 |
49.57 |
49.57 |
49.07 |
49.90 |
| PP |
48.48 |
48.48 |
48.48 |
48.65 |
| S1 |
47.82 |
47.82 |
48.75 |
48.15 |
| S2 |
46.73 |
46.73 |
48.59 |
|
| S3 |
44.98 |
46.07 |
48.43 |
|
| S4 |
43.23 |
44.32 |
47.95 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.86 |
66.48 |
50.67 |
|
| R3 |
62.97 |
58.59 |
48.50 |
|
| R2 |
55.08 |
55.08 |
47.78 |
|
| R1 |
50.70 |
50.70 |
47.05 |
48.95 |
| PP |
47.19 |
47.19 |
47.19 |
46.31 |
| S1 |
42.81 |
42.81 |
45.61 |
41.06 |
| S2 |
39.30 |
39.30 |
44.88 |
|
| S3 |
31.41 |
34.92 |
44.16 |
|
| S4 |
23.52 |
27.03 |
41.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.45 |
43.67 |
5.78 |
11.8% |
2.58 |
5.3% |
91% |
False |
False |
6,510 |
| 10 |
56.35 |
43.67 |
12.68 |
25.9% |
2.68 |
5.5% |
41% |
False |
False |
7,000 |
| 20 |
59.43 |
43.67 |
15.76 |
32.2% |
2.99 |
6.1% |
33% |
False |
False |
6,473 |
| 40 |
76.25 |
43.67 |
32.58 |
66.6% |
2.70 |
5.5% |
16% |
False |
False |
4,890 |
| 60 |
91.84 |
43.67 |
48.17 |
98.5% |
2.46 |
5.0% |
11% |
False |
False |
4,111 |
| 80 |
110.25 |
43.67 |
66.58 |
136.1% |
2.09 |
4.3% |
8% |
False |
False |
3,383 |
| 100 |
123.73 |
43.67 |
80.06 |
163.7% |
1.75 |
3.6% |
7% |
False |
False |
2,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.58 |
|
2.618 |
53.72 |
|
1.618 |
51.97 |
|
1.000 |
50.89 |
|
0.618 |
50.22 |
|
HIGH |
49.14 |
|
0.618 |
48.47 |
|
0.500 |
48.27 |
|
0.382 |
48.06 |
|
LOW |
47.39 |
|
0.618 |
46.31 |
|
1.000 |
45.64 |
|
1.618 |
44.56 |
|
2.618 |
42.81 |
|
4.250 |
39.95 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
48.70 |
48.20 |
| PP |
48.48 |
47.48 |
| S1 |
48.27 |
46.77 |
|