NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
44.05 |
42.40 |
-1.65 |
-3.7% |
54.62 |
| High |
44.57 |
46.17 |
1.60 |
3.6% |
54.62 |
| Low |
41.83 |
41.89 |
0.06 |
0.1% |
40.50 |
| Close |
42.07 |
43.52 |
1.45 |
3.4% |
40.81 |
| Range |
2.74 |
4.28 |
1.54 |
56.2% |
14.12 |
| ATR |
4.30 |
4.30 |
0.00 |
0.0% |
0.00 |
| Volume |
289,529 |
240,867 |
-48,662 |
-16.8% |
1,029,471 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.70 |
54.39 |
45.87 |
|
| R3 |
52.42 |
50.11 |
44.70 |
|
| R2 |
48.14 |
48.14 |
44.30 |
|
| R1 |
45.83 |
45.83 |
43.91 |
46.99 |
| PP |
43.86 |
43.86 |
43.86 |
44.44 |
| S1 |
41.55 |
41.55 |
43.13 |
42.71 |
| S2 |
39.58 |
39.58 |
42.74 |
|
| S3 |
35.30 |
37.27 |
42.34 |
|
| S4 |
31.02 |
32.99 |
41.17 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.67 |
78.36 |
48.58 |
|
| R3 |
73.55 |
64.24 |
44.69 |
|
| R2 |
59.43 |
59.43 |
43.40 |
|
| R1 |
50.12 |
50.12 |
42.10 |
47.72 |
| PP |
45.31 |
45.31 |
45.31 |
44.11 |
| S1 |
36.00 |
36.00 |
39.52 |
33.60 |
| S2 |
31.19 |
31.19 |
38.22 |
|
| S3 |
17.07 |
21.88 |
36.93 |
|
| S4 |
2.95 |
7.76 |
33.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.27 |
40.50 |
6.77 |
15.6% |
3.61 |
8.3% |
45% |
False |
False |
261,511 |
| 10 |
55.98 |
40.50 |
15.48 |
35.6% |
3.90 |
9.0% |
20% |
False |
False |
235,885 |
| 20 |
60.65 |
40.50 |
20.15 |
46.3% |
3.98 |
9.1% |
15% |
False |
False |
201,296 |
| 40 |
79.90 |
40.50 |
39.40 |
90.5% |
4.61 |
10.6% |
8% |
False |
False |
130,696 |
| 60 |
109.36 |
40.50 |
68.86 |
158.2% |
4.99 |
11.5% |
4% |
False |
False |
99,401 |
| 80 |
123.22 |
40.50 |
82.72 |
190.1% |
4.84 |
11.1% |
4% |
False |
False |
77,593 |
| 100 |
134.05 |
40.50 |
93.55 |
215.0% |
4.64 |
10.7% |
3% |
False |
False |
63,627 |
| 120 |
148.35 |
40.50 |
107.85 |
247.8% |
4.43 |
10.2% |
3% |
False |
False |
53,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.36 |
|
2.618 |
57.38 |
|
1.618 |
53.10 |
|
1.000 |
50.45 |
|
0.618 |
48.82 |
|
HIGH |
46.17 |
|
0.618 |
44.54 |
|
0.500 |
44.03 |
|
0.382 |
43.52 |
|
LOW |
41.89 |
|
0.618 |
39.24 |
|
1.000 |
37.61 |
|
1.618 |
34.96 |
|
2.618 |
30.68 |
|
4.250 |
23.70 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
44.03 |
43.86 |
| PP |
43.86 |
43.75 |
| S1 |
43.69 |
43.63 |
|