NYMEX Light Sweet Crude Oil Future February 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 |
46.82 |
44.66 |
-2.16 |
-4.6% |
43.69 |
| High |
48.98 |
45.64 |
-3.34 |
-6.8% |
51.77 |
| Low |
44.44 |
41.55 |
-2.89 |
-6.5% |
43.69 |
| Close |
44.61 |
41.67 |
-2.94 |
-6.6% |
49.12 |
| Range |
4.54 |
4.09 |
-0.45 |
-9.9% |
8.08 |
| ATR |
4.36 |
4.34 |
-0.02 |
-0.4% |
0.00 |
| Volume |
155,306 |
253,901 |
98,595 |
63.5% |
773,871 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.22 |
52.54 |
43.92 |
|
| R3 |
51.13 |
48.45 |
42.79 |
|
| R2 |
47.04 |
47.04 |
42.42 |
|
| R1 |
44.36 |
44.36 |
42.04 |
43.66 |
| PP |
42.95 |
42.95 |
42.95 |
42.60 |
| S1 |
40.27 |
40.27 |
41.30 |
39.57 |
| S2 |
38.86 |
38.86 |
40.92 |
|
| S3 |
34.77 |
36.18 |
40.55 |
|
| S4 |
30.68 |
32.09 |
39.42 |
|
|
| 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 |
41.55 |
11.40 |
27.4% |
4.42 |
10.6% |
1% |
False |
True |
160,713 |
| 10 |
52.95 |
41.55 |
11.40 |
27.4% |
4.16 |
10.0% |
1% |
False |
True |
149,693 |
| 20 |
57.24 |
41.55 |
15.69 |
37.7% |
4.20 |
10.1% |
1% |
False |
True |
102,515 |
| 40 |
72.86 |
41.55 |
31.31 |
75.1% |
4.39 |
10.5% |
0% |
False |
True |
63,575 |
| 60 |
107.32 |
41.55 |
65.77 |
157.8% |
4.63 |
11.1% |
0% |
False |
True |
46,222 |
| 80 |
121.18 |
41.55 |
79.63 |
191.1% |
4.50 |
10.8% |
0% |
False |
True |
36,574 |
| 100 |
129.51 |
41.55 |
87.96 |
211.1% |
4.34 |
10.4% |
0% |
False |
True |
29,847 |
| 120 |
148.17 |
41.55 |
106.62 |
255.9% |
3.97 |
9.5% |
0% |
False |
True |
25,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.02 |
|
2.618 |
56.35 |
|
1.618 |
52.26 |
|
1.000 |
49.73 |
|
0.618 |
48.17 |
|
HIGH |
45.64 |
|
0.618 |
44.08 |
|
0.500 |
43.60 |
|
0.382 |
43.11 |
|
LOW |
41.55 |
|
0.618 |
39.02 |
|
1.000 |
37.46 |
|
1.618 |
34.93 |
|
2.618 |
30.84 |
|
4.250 |
24.17 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
43.60 |
45.55 |
| PP |
42.95 |
44.25 |
| S1 |
42.31 |
42.96 |
|