NYMEX Light Sweet Crude Oil Future March 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 |
52.40 |
52.50 |
0.10 |
0.2% |
45.93 |
| High |
52.54 |
55.30 |
2.76 |
5.3% |
53.80 |
| Low |
48.84 |
49.72 |
0.88 |
1.8% |
45.77 |
| Close |
51.54 |
50.00 |
-1.54 |
-3.0% |
51.54 |
| Range |
3.70 |
5.58 |
1.88 |
50.8% |
8.03 |
| ATR |
4.15 |
4.26 |
0.10 |
2.5% |
0.00 |
| Volume |
62,803 |
50,116 |
-12,687 |
-20.2% |
308,822 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.41 |
64.79 |
53.07 |
|
| R3 |
62.83 |
59.21 |
51.53 |
|
| R2 |
57.25 |
57.25 |
51.02 |
|
| R1 |
53.63 |
53.63 |
50.51 |
52.65 |
| PP |
51.67 |
51.67 |
51.67 |
51.19 |
| S1 |
48.05 |
48.05 |
49.49 |
47.07 |
| S2 |
46.09 |
46.09 |
48.98 |
|
| S3 |
40.51 |
42.47 |
48.47 |
|
| S4 |
34.93 |
36.89 |
46.93 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.46 |
71.03 |
55.96 |
|
| R3 |
66.43 |
63.00 |
53.75 |
|
| R2 |
58.40 |
58.40 |
53.01 |
|
| R1 |
54.97 |
54.97 |
52.28 |
56.69 |
| PP |
50.37 |
50.37 |
50.37 |
51.23 |
| S1 |
46.94 |
46.94 |
50.80 |
48.66 |
| S2 |
42.34 |
42.34 |
50.07 |
|
| S3 |
34.31 |
38.91 |
49.33 |
|
| S4 |
26.28 |
30.88 |
47.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.30 |
46.34 |
8.96 |
17.9% |
4.35 |
8.7% |
41% |
True |
False |
59,646 |
| 10 |
55.30 |
44.25 |
11.05 |
22.1% |
3.74 |
7.5% |
52% |
True |
False |
49,380 |
| 20 |
61.11 |
44.25 |
16.86 |
33.7% |
3.86 |
7.7% |
34% |
False |
False |
36,204 |
| 40 |
77.08 |
44.25 |
32.83 |
65.7% |
4.23 |
8.5% |
18% |
False |
False |
24,721 |
| 60 |
111.00 |
44.25 |
66.75 |
133.5% |
4.51 |
9.0% |
9% |
False |
False |
19,195 |
| 80 |
121.90 |
44.25 |
77.65 |
155.3% |
4.32 |
8.6% |
7% |
False |
False |
15,562 |
| 100 |
128.22 |
44.25 |
83.97 |
167.9% |
3.93 |
7.9% |
7% |
False |
False |
12,887 |
| 120 |
148.35 |
44.25 |
104.10 |
208.2% |
3.59 |
7.2% |
6% |
False |
False |
10,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.02 |
|
2.618 |
69.91 |
|
1.618 |
64.33 |
|
1.000 |
60.88 |
|
0.618 |
58.75 |
|
HIGH |
55.30 |
|
0.618 |
53.17 |
|
0.500 |
52.51 |
|
0.382 |
51.85 |
|
LOW |
49.72 |
|
0.618 |
46.27 |
|
1.000 |
44.14 |
|
1.618 |
40.69 |
|
2.618 |
35.11 |
|
4.250 |
26.01 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
52.51 |
51.58 |
| PP |
51.67 |
51.05 |
| S1 |
50.84 |
50.53 |
|