NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
46.70 |
49.76 |
3.06 |
6.6% |
43.69 |
| High |
51.77 |
50.30 |
-1.47 |
-2.8% |
51.77 |
| Low |
45.82 |
46.48 |
0.66 |
1.4% |
43.69 |
| Close |
50.84 |
49.12 |
-1.72 |
-3.4% |
49.12 |
| Range |
5.95 |
3.82 |
-2.13 |
-35.8% |
8.08 |
| ATR |
4.28 |
4.28 |
0.01 |
0.1% |
0.00 |
| Volume |
183,055 |
149,929 |
-33,126 |
-18.1% |
773,871 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.09 |
58.43 |
51.22 |
|
| R3 |
56.27 |
54.61 |
50.17 |
|
| R2 |
52.45 |
52.45 |
49.82 |
|
| R1 |
50.79 |
50.79 |
49.47 |
49.71 |
| PP |
48.63 |
48.63 |
48.63 |
48.10 |
| S1 |
46.97 |
46.97 |
48.77 |
45.89 |
| S2 |
44.81 |
44.81 |
48.42 |
|
| S3 |
40.99 |
43.15 |
48.07 |
|
| S4 |
37.17 |
39.33 |
47.02 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.43 |
68.86 |
53.56 |
|
| R3 |
64.35 |
60.78 |
51.34 |
|
| R2 |
56.27 |
56.27 |
50.60 |
|
| R1 |
52.70 |
52.70 |
49.86 |
54.49 |
| PP |
48.19 |
48.19 |
48.19 |
49.09 |
| S1 |
44.62 |
44.62 |
48.38 |
46.41 |
| S2 |
40.11 |
40.11 |
47.64 |
|
| S3 |
32.03 |
36.54 |
46.90 |
|
| S4 |
23.95 |
28.46 |
44.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.77 |
43.69 |
8.08 |
16.4% |
3.96 |
8.1% |
67% |
False |
False |
154,774 |
| 10 |
55.77 |
42.51 |
13.26 |
27.0% |
3.80 |
7.7% |
50% |
False |
False |
105,419 |
| 20 |
61.45 |
42.51 |
18.94 |
38.6% |
3.92 |
8.0% |
35% |
False |
False |
75,830 |
| 40 |
76.72 |
42.51 |
34.21 |
69.6% |
4.39 |
8.9% |
19% |
False |
False |
48,573 |
| 60 |
109.44 |
42.51 |
66.93 |
136.3% |
4.68 |
9.5% |
10% |
False |
False |
36,101 |
| 80 |
123.65 |
42.51 |
81.14 |
165.2% |
4.51 |
9.2% |
8% |
False |
False |
28,544 |
| 100 |
129.51 |
42.51 |
87.00 |
177.1% |
4.23 |
8.6% |
8% |
False |
False |
23,414 |
| 120 |
148.17 |
42.51 |
105.66 |
215.1% |
3.86 |
7.9% |
6% |
False |
False |
19,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.54 |
|
2.618 |
60.30 |
|
1.618 |
56.48 |
|
1.000 |
54.12 |
|
0.618 |
52.66 |
|
HIGH |
50.30 |
|
0.618 |
48.84 |
|
0.500 |
48.39 |
|
0.382 |
47.94 |
|
LOW |
46.48 |
|
0.618 |
44.12 |
|
1.000 |
42.66 |
|
1.618 |
40.30 |
|
2.618 |
36.48 |
|
4.250 |
30.25 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
48.88 |
48.76 |
| PP |
48.63 |
48.39 |
| S1 |
48.39 |
48.03 |
|