NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
35.70 |
38.40 |
2.70 |
7.6% |
42.79 |
| High |
38.03 |
42.20 |
4.17 |
11.0% |
43.44 |
| Low |
35.35 |
37.53 |
2.18 |
6.2% |
35.13 |
| Close |
37.71 |
40.02 |
2.31 |
6.1% |
37.71 |
| Range |
2.68 |
4.67 |
1.99 |
74.3% |
8.31 |
| ATR |
4.02 |
4.07 |
0.05 |
1.2% |
0.00 |
| Volume |
93,376 |
64,553 |
-28,823 |
-30.9% |
583,572 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.93 |
51.64 |
42.59 |
|
| R3 |
49.26 |
46.97 |
41.30 |
|
| R2 |
44.59 |
44.59 |
40.88 |
|
| R1 |
42.30 |
42.30 |
40.45 |
43.45 |
| PP |
39.92 |
39.92 |
39.92 |
40.49 |
| S1 |
37.63 |
37.63 |
39.59 |
38.78 |
| S2 |
35.25 |
35.25 |
39.16 |
|
| S3 |
30.58 |
32.96 |
38.74 |
|
| S4 |
25.91 |
28.29 |
37.45 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.69 |
59.01 |
42.28 |
|
| R3 |
55.38 |
50.70 |
40.00 |
|
| R2 |
47.07 |
47.07 |
39.23 |
|
| R1 |
42.39 |
42.39 |
38.47 |
40.58 |
| PP |
38.76 |
38.76 |
38.76 |
37.85 |
| S1 |
34.08 |
34.08 |
36.95 |
32.27 |
| S2 |
30.45 |
30.45 |
36.19 |
|
| S3 |
22.14 |
25.77 |
35.42 |
|
| S4 |
13.83 |
17.46 |
33.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.44 |
35.13 |
8.31 |
20.8% |
3.74 |
9.4% |
59% |
False |
False |
129,625 |
| 10 |
52.95 |
35.13 |
17.82 |
44.5% |
3.93 |
9.8% |
27% |
False |
False |
153,542 |
| 20 |
55.77 |
35.13 |
20.64 |
51.6% |
3.87 |
9.7% |
24% |
False |
False |
129,481 |
| 40 |
72.86 |
35.13 |
37.73 |
94.3% |
4.20 |
10.5% |
13% |
False |
False |
82,384 |
| 60 |
95.00 |
35.13 |
59.87 |
149.6% |
4.37 |
10.9% |
8% |
False |
False |
59,964 |
| 80 |
110.60 |
35.13 |
75.47 |
188.6% |
4.45 |
11.1% |
6% |
False |
False |
47,206 |
| 100 |
123.65 |
35.13 |
88.52 |
221.2% |
4.32 |
10.8% |
6% |
False |
False |
38,465 |
| 120 |
148.17 |
35.13 |
113.04 |
282.5% |
4.11 |
10.3% |
4% |
False |
False |
32,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.05 |
|
2.618 |
54.43 |
|
1.618 |
49.76 |
|
1.000 |
46.87 |
|
0.618 |
45.09 |
|
HIGH |
42.20 |
|
0.618 |
40.42 |
|
0.500 |
39.87 |
|
0.382 |
39.31 |
|
LOW |
37.53 |
|
0.618 |
34.64 |
|
1.000 |
32.86 |
|
1.618 |
29.97 |
|
2.618 |
25.30 |
|
4.250 |
17.68 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
39.97 |
39.57 |
| PP |
39.92 |
39.12 |
| S1 |
39.87 |
38.67 |
|