NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
45.93 |
48.80 |
2.87 |
6.2% |
56.66 |
| High |
49.24 |
49.25 |
0.01 |
0.0% |
56.66 |
| Low |
45.77 |
46.59 |
0.82 |
1.8% |
44.25 |
| Close |
48.62 |
46.86 |
-1.76 |
-3.6% |
44.76 |
| Range |
3.47 |
2.66 |
-0.81 |
-23.3% |
12.41 |
| ATR |
4.14 |
4.03 |
-0.11 |
-2.5% |
0.00 |
| Volume |
60,708 |
63,760 |
3,052 |
5.0% |
147,655 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.55 |
53.86 |
48.32 |
|
| R3 |
52.89 |
51.20 |
47.59 |
|
| R2 |
50.23 |
50.23 |
47.35 |
|
| R1 |
48.54 |
48.54 |
47.10 |
48.06 |
| PP |
47.57 |
47.57 |
47.57 |
47.32 |
| S1 |
45.88 |
45.88 |
46.62 |
45.40 |
| S2 |
44.91 |
44.91 |
46.37 |
|
| S3 |
42.25 |
43.22 |
46.13 |
|
| S4 |
39.59 |
40.56 |
45.40 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.79 |
77.68 |
51.59 |
|
| R3 |
73.38 |
65.27 |
48.17 |
|
| R2 |
60.97 |
60.97 |
47.04 |
|
| R1 |
52.86 |
52.86 |
45.90 |
50.71 |
| PP |
48.56 |
48.56 |
48.56 |
47.48 |
| S1 |
40.45 |
40.45 |
43.62 |
38.30 |
| S2 |
36.15 |
36.15 |
42.48 |
|
| S3 |
23.74 |
28.04 |
41.35 |
|
| S4 |
11.33 |
15.63 |
37.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.94 |
44.25 |
6.69 |
14.3% |
3.00 |
6.4% |
39% |
False |
False |
46,358 |
| 10 |
58.48 |
44.25 |
14.23 |
30.4% |
3.60 |
7.7% |
18% |
False |
False |
34,894 |
| 20 |
63.58 |
44.25 |
19.33 |
41.3% |
3.58 |
7.6% |
14% |
False |
False |
27,292 |
| 40 |
86.05 |
44.25 |
41.80 |
89.2% |
4.25 |
9.1% |
6% |
False |
False |
19,840 |
| 60 |
111.00 |
44.25 |
66.75 |
142.4% |
4.50 |
9.6% |
4% |
False |
False |
15,752 |
| 80 |
123.30 |
44.25 |
79.05 |
168.7% |
4.21 |
9.0% |
3% |
False |
False |
12,724 |
| 100 |
133.67 |
44.25 |
89.42 |
190.8% |
3.81 |
8.1% |
3% |
False |
False |
10,626 |
| 120 |
148.35 |
44.25 |
104.10 |
222.2% |
3.45 |
7.4% |
3% |
False |
False |
9,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.56 |
|
2.618 |
56.21 |
|
1.618 |
53.55 |
|
1.000 |
51.91 |
|
0.618 |
50.89 |
|
HIGH |
49.25 |
|
0.618 |
48.23 |
|
0.500 |
47.92 |
|
0.382 |
47.61 |
|
LOW |
46.59 |
|
0.618 |
44.95 |
|
1.000 |
43.93 |
|
1.618 |
42.29 |
|
2.618 |
39.63 |
|
4.250 |
35.29 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
47.92 |
46.82 |
| PP |
47.57 |
46.79 |
| S1 |
47.21 |
46.75 |
|