NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
49.76 |
49.29 |
-0.47 |
-0.9% |
43.69 |
| High |
50.30 |
52.95 |
2.65 |
5.3% |
51.77 |
| Low |
46.48 |
47.07 |
0.59 |
1.3% |
43.69 |
| Close |
49.12 |
47.47 |
-1.65 |
-3.4% |
49.12 |
| Range |
3.82 |
5.88 |
2.06 |
53.9% |
8.08 |
| ATR |
4.28 |
4.40 |
0.11 |
2.7% |
0.00 |
| Volume |
149,929 |
126,839 |
-23,090 |
-15.4% |
773,871 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.80 |
63.02 |
50.70 |
|
| R3 |
60.92 |
57.14 |
49.09 |
|
| R2 |
55.04 |
55.04 |
48.55 |
|
| R1 |
51.26 |
51.26 |
48.01 |
50.21 |
| PP |
49.16 |
49.16 |
49.16 |
48.64 |
| S1 |
45.38 |
45.38 |
46.93 |
44.33 |
| S2 |
43.28 |
43.28 |
46.39 |
|
| S3 |
37.40 |
39.50 |
45.85 |
|
| S4 |
31.52 |
33.62 |
44.24 |
|
|
| 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 |
52.95 |
44.28 |
8.67 |
18.3% |
4.48 |
9.4% |
37% |
True |
False |
148,627 |
| 10 |
52.95 |
42.51 |
10.44 |
22.0% |
3.81 |
8.0% |
48% |
True |
False |
115,202 |
| 20 |
60.32 |
42.51 |
17.81 |
37.5% |
4.01 |
8.4% |
28% |
False |
False |
80,611 |
| 40 |
76.72 |
42.51 |
34.21 |
72.1% |
4.43 |
9.3% |
14% |
False |
False |
51,267 |
| 60 |
109.44 |
42.51 |
66.93 |
141.0% |
4.69 |
9.9% |
7% |
False |
False |
38,044 |
| 80 |
123.65 |
42.51 |
81.14 |
170.9% |
4.51 |
9.5% |
6% |
False |
False |
30,089 |
| 100 |
129.51 |
42.51 |
87.00 |
183.3% |
4.27 |
9.0% |
6% |
False |
False |
24,657 |
| 120 |
148.17 |
42.51 |
105.66 |
222.6% |
3.89 |
8.2% |
5% |
False |
False |
20,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.94 |
|
2.618 |
68.34 |
|
1.618 |
62.46 |
|
1.000 |
58.83 |
|
0.618 |
56.58 |
|
HIGH |
52.95 |
|
0.618 |
50.70 |
|
0.500 |
50.01 |
|
0.382 |
49.32 |
|
LOW |
47.07 |
|
0.618 |
43.44 |
|
1.000 |
41.19 |
|
1.618 |
37.56 |
|
2.618 |
31.68 |
|
4.250 |
22.08 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
50.01 |
49.39 |
| PP |
49.16 |
48.75 |
| S1 |
48.32 |
48.11 |
|