NYMEX Light Sweet Crude Oil Future February 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 |
46.58 |
44.85 |
-1.73 |
-3.7% |
55.67 |
| High |
47.05 |
48.40 |
1.35 |
2.9% |
55.77 |
| Low |
44.43 |
44.28 |
-0.15 |
-0.3% |
42.51 |
| Close |
44.66 |
46.02 |
1.36 |
3.0% |
42.93 |
| Range |
2.62 |
4.12 |
1.50 |
57.3% |
13.26 |
| ATR |
4.15 |
4.15 |
0.00 |
-0.1% |
0.00 |
| Volume |
164,570 |
118,745 |
-45,825 |
-27.8% |
280,328 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.59 |
56.43 |
48.29 |
|
| R3 |
54.47 |
52.31 |
47.15 |
|
| R2 |
50.35 |
50.35 |
46.78 |
|
| R1 |
48.19 |
48.19 |
46.40 |
49.27 |
| PP |
46.23 |
46.23 |
46.23 |
46.78 |
| S1 |
44.07 |
44.07 |
45.64 |
45.15 |
| S2 |
42.11 |
42.11 |
45.26 |
|
| S3 |
37.99 |
39.95 |
44.89 |
|
| S4 |
33.87 |
35.83 |
43.75 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.85 |
78.15 |
50.22 |
|
| R3 |
73.59 |
64.89 |
46.58 |
|
| R2 |
60.33 |
60.33 |
45.36 |
|
| R1 |
51.63 |
51.63 |
44.15 |
49.35 |
| PP |
47.07 |
47.07 |
47.07 |
45.93 |
| S1 |
38.37 |
38.37 |
41.71 |
36.09 |
| S2 |
33.81 |
33.81 |
40.50 |
|
| S3 |
20.55 |
25.11 |
39.28 |
|
| S4 |
7.29 |
11.85 |
35.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.69 |
42.51 |
6.18 |
13.4% |
3.47 |
7.5% |
57% |
False |
False |
115,211 |
| 10 |
57.24 |
42.51 |
14.73 |
32.0% |
3.77 |
8.2% |
24% |
False |
False |
83,986 |
| 20 |
61.45 |
42.51 |
18.94 |
41.2% |
3.87 |
8.4% |
19% |
False |
False |
61,698 |
| 40 |
80.15 |
42.51 |
37.64 |
81.8% |
4.40 |
9.6% |
9% |
False |
False |
40,854 |
| 60 |
109.44 |
42.51 |
66.93 |
145.4% |
4.68 |
10.2% |
5% |
False |
False |
30,878 |
| 80 |
123.65 |
42.51 |
81.14 |
176.3% |
4.47 |
9.7% |
4% |
False |
False |
24,426 |
| 100 |
133.55 |
42.51 |
91.04 |
197.8% |
4.22 |
9.2% |
4% |
False |
False |
20,109 |
| 120 |
148.17 |
42.51 |
105.66 |
229.6% |
3.81 |
8.3% |
3% |
False |
False |
17,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.91 |
|
2.618 |
59.19 |
|
1.618 |
55.07 |
|
1.000 |
52.52 |
|
0.618 |
50.95 |
|
HIGH |
48.40 |
|
0.618 |
46.83 |
|
0.500 |
46.34 |
|
0.382 |
45.85 |
|
LOW |
44.28 |
|
0.618 |
41.73 |
|
1.000 |
40.16 |
|
1.618 |
37.61 |
|
2.618 |
33.49 |
|
4.250 |
26.77 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
46.34 |
46.05 |
| PP |
46.23 |
46.04 |
| S1 |
46.13 |
46.03 |
|