NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
46.77 |
44.95 |
-1.82 |
-3.9% |
41.64 |
| High |
50.05 |
46.53 |
-3.52 |
-7.0% |
49.12 |
| Low |
43.95 |
42.56 |
-1.39 |
-3.2% |
41.55 |
| Close |
44.51 |
43.60 |
-0.91 |
-2.0% |
46.28 |
| Range |
6.10 |
3.97 |
-2.13 |
-34.9% |
7.57 |
| ATR |
4.54 |
4.50 |
-0.04 |
-0.9% |
0.00 |
| Volume |
291,629 |
256,308 |
-35,321 |
-12.1% |
1,537,196 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.14 |
53.84 |
45.78 |
|
| R3 |
52.17 |
49.87 |
44.69 |
|
| R2 |
48.20 |
48.20 |
44.33 |
|
| R1 |
45.90 |
45.90 |
43.96 |
45.07 |
| PP |
44.23 |
44.23 |
44.23 |
43.81 |
| S1 |
41.93 |
41.93 |
43.24 |
41.10 |
| S2 |
40.26 |
40.26 |
42.87 |
|
| S3 |
36.29 |
37.96 |
42.51 |
|
| S4 |
32.32 |
33.99 |
41.42 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.36 |
64.89 |
50.44 |
|
| R3 |
60.79 |
57.32 |
48.36 |
|
| R2 |
53.22 |
53.22 |
47.67 |
|
| R1 |
49.75 |
49.75 |
46.97 |
51.49 |
| PP |
45.65 |
45.65 |
45.65 |
46.52 |
| S1 |
42.18 |
42.18 |
45.59 |
43.92 |
| S2 |
38.08 |
38.08 |
44.89 |
|
| S3 |
30.51 |
34.61 |
44.20 |
|
| S4 |
22.94 |
27.04 |
42.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.05 |
41.89 |
8.16 |
18.7% |
4.88 |
11.2% |
21% |
False |
False |
293,692 |
| 10 |
50.05 |
40.50 |
9.55 |
21.9% |
4.00 |
9.2% |
32% |
False |
False |
276,840 |
| 20 |
56.46 |
40.50 |
15.96 |
36.6% |
4.12 |
9.4% |
19% |
False |
False |
240,578 |
| 40 |
76.22 |
40.50 |
35.72 |
81.9% |
4.62 |
10.6% |
9% |
False |
False |
157,529 |
| 60 |
108.84 |
40.50 |
68.34 |
156.7% |
4.93 |
11.3% |
5% |
False |
False |
117,888 |
| 80 |
121.09 |
40.50 |
80.59 |
184.8% |
4.82 |
11.1% |
4% |
False |
False |
92,634 |
| 100 |
129.52 |
40.50 |
89.02 |
204.2% |
4.69 |
10.7% |
3% |
False |
False |
75,652 |
| 120 |
148.35 |
40.50 |
107.85 |
247.4% |
4.52 |
10.4% |
3% |
False |
False |
63,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.40 |
|
2.618 |
56.92 |
|
1.618 |
52.95 |
|
1.000 |
50.50 |
|
0.618 |
48.98 |
|
HIGH |
46.53 |
|
0.618 |
45.01 |
|
0.500 |
44.55 |
|
0.382 |
44.08 |
|
LOW |
42.56 |
|
0.618 |
40.11 |
|
1.000 |
38.59 |
|
1.618 |
36.14 |
|
2.618 |
32.17 |
|
4.250 |
25.69 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
44.55 |
46.31 |
| PP |
44.23 |
45.40 |
| S1 |
43.92 |
44.50 |
|