NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
44.95 |
43.75 |
-1.20 |
-2.7% |
41.64 |
| High |
46.53 |
45.50 |
-1.03 |
-2.2% |
49.12 |
| Low |
42.56 |
39.88 |
-2.68 |
-6.3% |
41.55 |
| Close |
43.60 |
40.06 |
-3.54 |
-8.1% |
46.28 |
| Range |
3.97 |
5.62 |
1.65 |
41.6% |
7.57 |
| ATR |
4.50 |
4.58 |
0.08 |
1.8% |
0.00 |
| Volume |
256,308 |
259,901 |
3,593 |
1.4% |
1,537,196 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.67 |
54.99 |
43.15 |
|
| R3 |
53.05 |
49.37 |
41.61 |
|
| R2 |
47.43 |
47.43 |
41.09 |
|
| R1 |
43.75 |
43.75 |
40.58 |
42.78 |
| PP |
41.81 |
41.81 |
41.81 |
41.33 |
| S1 |
38.13 |
38.13 |
39.54 |
37.16 |
| S2 |
36.19 |
36.19 |
39.03 |
|
| S3 |
30.57 |
32.51 |
38.51 |
|
| S4 |
24.95 |
26.89 |
36.97 |
|
|
| 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 |
39.88 |
10.17 |
25.4% |
5.14 |
12.8% |
2% |
False |
True |
297,499 |
| 10 |
50.05 |
39.88 |
10.17 |
25.4% |
4.38 |
10.9% |
2% |
False |
True |
279,505 |
| 20 |
55.98 |
39.88 |
16.10 |
40.2% |
4.30 |
10.7% |
1% |
False |
True |
247,174 |
| 40 |
72.37 |
39.88 |
32.49 |
81.1% |
4.62 |
11.5% |
1% |
False |
True |
163,196 |
| 60 |
108.10 |
39.88 |
68.22 |
170.3% |
4.93 |
12.3% |
0% |
False |
True |
121,413 |
| 80 |
121.09 |
39.88 |
81.21 |
202.7% |
4.86 |
12.1% |
0% |
False |
True |
95,778 |
| 100 |
129.52 |
39.88 |
89.64 |
223.8% |
4.72 |
11.8% |
0% |
False |
True |
78,199 |
| 120 |
148.35 |
39.88 |
108.47 |
270.8% |
4.54 |
11.3% |
0% |
False |
True |
66,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.39 |
|
2.618 |
60.21 |
|
1.618 |
54.59 |
|
1.000 |
51.12 |
|
0.618 |
48.97 |
|
HIGH |
45.50 |
|
0.618 |
43.35 |
|
0.500 |
42.69 |
|
0.382 |
42.03 |
|
LOW |
39.88 |
|
0.618 |
36.41 |
|
1.000 |
34.26 |
|
1.618 |
30.79 |
|
2.618 |
25.17 |
|
4.250 |
16.00 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
42.69 |
44.97 |
| PP |
41.81 |
43.33 |
| S1 |
40.94 |
41.70 |
|