NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
40.32 |
36.26 |
-4.06 |
-10.1% |
46.77 |
| High |
40.90 |
37.59 |
-3.31 |
-8.1% |
50.05 |
| Low |
35.98 |
32.40 |
-3.58 |
-9.9% |
32.40 |
| Close |
36.22 |
33.87 |
-2.35 |
-6.5% |
33.87 |
| Range |
4.92 |
5.19 |
0.27 |
5.5% |
17.65 |
| ATR |
4.61 |
4.65 |
0.04 |
0.9% |
0.00 |
| Volume |
174,258 |
95,999 |
-78,259 |
-44.9% |
1,078,095 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.19 |
47.22 |
36.72 |
|
| R3 |
45.00 |
42.03 |
35.30 |
|
| R2 |
39.81 |
39.81 |
34.82 |
|
| R1 |
36.84 |
36.84 |
34.35 |
35.73 |
| PP |
34.62 |
34.62 |
34.62 |
34.07 |
| S1 |
31.65 |
31.65 |
33.39 |
30.54 |
| S2 |
29.43 |
29.43 |
32.92 |
|
| S3 |
24.24 |
26.46 |
32.44 |
|
| S4 |
19.05 |
21.27 |
31.02 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.72 |
80.45 |
43.58 |
|
| R3 |
74.07 |
62.80 |
38.72 |
|
| R2 |
56.42 |
56.42 |
37.11 |
|
| R1 |
45.15 |
45.15 |
35.49 |
41.96 |
| PP |
38.77 |
38.77 |
38.77 |
37.18 |
| S1 |
27.50 |
27.50 |
32.25 |
24.31 |
| S2 |
21.12 |
21.12 |
30.63 |
|
| S3 |
3.47 |
9.85 |
29.02 |
|
| S4 |
-14.18 |
-7.80 |
24.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.05 |
32.40 |
17.65 |
52.1% |
5.16 |
15.2% |
8% |
False |
True |
215,619 |
| 10 |
50.05 |
32.40 |
17.65 |
52.1% |
4.60 |
13.6% |
8% |
False |
True |
261,529 |
| 20 |
55.98 |
32.40 |
23.58 |
69.6% |
4.42 |
13.0% |
6% |
False |
True |
241,899 |
| 40 |
72.37 |
32.40 |
39.97 |
118.0% |
4.64 |
13.7% |
4% |
False |
True |
167,069 |
| 60 |
107.05 |
32.40 |
74.65 |
220.4% |
4.95 |
14.6% |
2% |
False |
True |
124,593 |
| 80 |
121.09 |
32.40 |
88.69 |
261.9% |
4.90 |
14.5% |
2% |
False |
True |
99,005 |
| 100 |
129.52 |
32.40 |
97.12 |
286.7% |
4.72 |
13.9% |
2% |
False |
True |
80,797 |
| 120 |
148.35 |
32.40 |
115.95 |
342.3% |
4.58 |
13.5% |
1% |
False |
True |
68,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.65 |
|
2.618 |
51.18 |
|
1.618 |
45.99 |
|
1.000 |
42.78 |
|
0.618 |
40.80 |
|
HIGH |
37.59 |
|
0.618 |
35.61 |
|
0.500 |
35.00 |
|
0.382 |
34.38 |
|
LOW |
32.40 |
|
0.618 |
29.19 |
|
1.000 |
27.21 |
|
1.618 |
24.00 |
|
2.618 |
18.81 |
|
4.250 |
10.34 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
35.00 |
38.95 |
| PP |
34.62 |
37.26 |
| S1 |
34.25 |
35.56 |
|