NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
43.75 |
40.32 |
-3.43 |
-7.8% |
41.64 |
| High |
45.50 |
40.90 |
-4.60 |
-10.1% |
49.12 |
| Low |
39.88 |
35.98 |
-3.90 |
-9.8% |
41.55 |
| Close |
40.06 |
36.22 |
-3.84 |
-9.6% |
46.28 |
| Range |
5.62 |
4.92 |
-0.70 |
-12.5% |
7.57 |
| ATR |
4.58 |
4.61 |
0.02 |
0.5% |
0.00 |
| Volume |
259,901 |
174,258 |
-85,643 |
-33.0% |
1,537,196 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.46 |
49.26 |
38.93 |
|
| R3 |
47.54 |
44.34 |
37.57 |
|
| R2 |
42.62 |
42.62 |
37.12 |
|
| R1 |
39.42 |
39.42 |
36.67 |
38.56 |
| PP |
37.70 |
37.70 |
37.70 |
37.27 |
| S1 |
34.50 |
34.50 |
35.77 |
33.64 |
| S2 |
32.78 |
32.78 |
35.32 |
|
| S3 |
27.86 |
29.58 |
34.87 |
|
| S4 |
22.94 |
24.66 |
33.51 |
|
|
| 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 |
35.98 |
14.07 |
38.8% |
4.96 |
13.7% |
2% |
False |
True |
259,872 |
| 10 |
50.05 |
35.98 |
14.07 |
38.8% |
4.48 |
12.4% |
2% |
False |
True |
275,173 |
| 20 |
55.98 |
35.98 |
20.00 |
55.2% |
4.42 |
12.2% |
1% |
False |
True |
248,077 |
| 40 |
72.37 |
35.98 |
36.39 |
100.5% |
4.60 |
12.7% |
1% |
False |
True |
166,503 |
| 60 |
107.36 |
35.98 |
71.38 |
197.1% |
4.94 |
13.6% |
0% |
False |
True |
123,418 |
| 80 |
121.09 |
35.98 |
85.11 |
235.0% |
4.87 |
13.4% |
0% |
False |
True |
97,928 |
| 100 |
129.52 |
35.98 |
93.54 |
258.3% |
4.72 |
13.0% |
0% |
False |
True |
79,895 |
| 120 |
148.35 |
35.98 |
112.37 |
310.2% |
4.57 |
12.6% |
0% |
False |
True |
67,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.81 |
|
2.618 |
53.78 |
|
1.618 |
48.86 |
|
1.000 |
45.82 |
|
0.618 |
43.94 |
|
HIGH |
40.90 |
|
0.618 |
39.02 |
|
0.500 |
38.44 |
|
0.382 |
37.86 |
|
LOW |
35.98 |
|
0.618 |
32.94 |
|
1.000 |
31.06 |
|
1.618 |
28.02 |
|
2.618 |
23.10 |
|
4.250 |
15.07 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
38.44 |
41.26 |
| PP |
37.70 |
39.58 |
| S1 |
36.96 |
37.90 |
|