NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
38.40 |
40.01 |
1.61 |
4.2% |
42.79 |
| High |
42.20 |
40.39 |
-1.81 |
-4.3% |
43.44 |
| Low |
37.53 |
37.93 |
0.40 |
1.1% |
35.13 |
| Close |
40.02 |
39.03 |
-0.99 |
-2.5% |
37.71 |
| Range |
4.67 |
2.46 |
-2.21 |
-47.3% |
8.31 |
| ATR |
4.07 |
3.95 |
-0.11 |
-2.8% |
0.00 |
| Volume |
64,553 |
150,601 |
86,048 |
133.3% |
583,572 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.50 |
45.22 |
40.38 |
|
| R3 |
44.04 |
42.76 |
39.71 |
|
| R2 |
41.58 |
41.58 |
39.48 |
|
| R1 |
40.30 |
40.30 |
39.26 |
39.71 |
| PP |
39.12 |
39.12 |
39.12 |
38.82 |
| S1 |
37.84 |
37.84 |
38.80 |
37.25 |
| S2 |
36.66 |
36.66 |
38.58 |
|
| S3 |
34.20 |
35.38 |
38.35 |
|
| S4 |
31.74 |
32.92 |
37.68 |
|
|
| 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 |
42.20 |
35.13 |
7.07 |
18.1% |
3.45 |
8.8% |
55% |
False |
False |
120,773 |
| 10 |
49.54 |
35.13 |
14.41 |
36.9% |
3.59 |
9.2% |
27% |
False |
False |
155,918 |
| 20 |
52.95 |
35.13 |
17.82 |
45.7% |
3.70 |
9.5% |
22% |
False |
False |
135,560 |
| 40 |
72.86 |
35.13 |
37.73 |
96.7% |
4.13 |
10.6% |
10% |
False |
False |
85,392 |
| 60 |
91.28 |
35.13 |
56.15 |
143.9% |
4.34 |
11.1% |
7% |
False |
False |
62,276 |
| 80 |
110.60 |
35.13 |
75.47 |
193.4% |
4.44 |
11.4% |
5% |
False |
False |
49,018 |
| 100 |
123.65 |
35.13 |
88.52 |
226.8% |
4.32 |
11.1% |
4% |
False |
False |
39,937 |
| 120 |
148.17 |
35.13 |
113.04 |
289.6% |
4.08 |
10.5% |
3% |
False |
False |
33,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.85 |
|
2.618 |
46.83 |
|
1.618 |
44.37 |
|
1.000 |
42.85 |
|
0.618 |
41.91 |
|
HIGH |
40.39 |
|
0.618 |
39.45 |
|
0.500 |
39.16 |
|
0.382 |
38.87 |
|
LOW |
37.93 |
|
0.618 |
36.41 |
|
1.000 |
35.47 |
|
1.618 |
33.95 |
|
2.618 |
31.49 |
|
4.250 |
27.48 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
39.16 |
38.95 |
| PP |
39.12 |
38.86 |
| S1 |
39.07 |
38.78 |
|