NYMEX Light Sweet Crude Oil Future March 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 |
50.09 |
47.40 |
-2.69 |
-5.4% |
45.93 |
| High |
51.51 |
48.38 |
-3.13 |
-6.1% |
53.80 |
| Low |
47.13 |
44.18 |
-2.95 |
-6.3% |
45.77 |
| Close |
47.27 |
44.39 |
-2.88 |
-6.1% |
51.54 |
| Range |
4.38 |
4.20 |
-0.18 |
-4.1% |
8.03 |
| ATR |
4.22 |
4.22 |
0.00 |
0.0% |
0.00 |
| Volume |
44,904 |
71,154 |
26,250 |
58.5% |
308,822 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.25 |
55.52 |
46.70 |
|
| R3 |
54.05 |
51.32 |
45.55 |
|
| R2 |
49.85 |
49.85 |
45.16 |
|
| R1 |
47.12 |
47.12 |
44.78 |
46.39 |
| PP |
45.65 |
45.65 |
45.65 |
45.28 |
| S1 |
42.92 |
42.92 |
44.01 |
42.19 |
| S2 |
41.45 |
41.45 |
43.62 |
|
| S3 |
37.25 |
38.72 |
43.24 |
|
| S4 |
33.05 |
34.52 |
42.08 |
|
|
| 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 |
44.18 |
11.12 |
25.1% |
4.29 |
9.7% |
2% |
False |
True |
52,590 |
| 10 |
55.30 |
44.18 |
11.12 |
25.1% |
4.08 |
9.2% |
2% |
False |
True |
55,196 |
| 20 |
58.48 |
44.18 |
14.30 |
32.2% |
4.06 |
9.2% |
1% |
False |
True |
40,905 |
| 40 |
73.54 |
44.18 |
29.36 |
66.1% |
4.18 |
9.4% |
1% |
False |
True |
27,846 |
| 60 |
107.60 |
44.18 |
63.42 |
142.9% |
4.43 |
10.0% |
0% |
False |
True |
21,300 |
| 80 |
121.38 |
44.18 |
77.20 |
173.9% |
4.36 |
9.8% |
0% |
False |
True |
17,360 |
| 100 |
128.22 |
44.18 |
84.04 |
189.3% |
4.02 |
9.1% |
0% |
False |
True |
14,306 |
| 120 |
148.35 |
44.18 |
104.17 |
234.7% |
3.69 |
8.3% |
0% |
False |
True |
12,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.23 |
|
2.618 |
59.38 |
|
1.618 |
55.18 |
|
1.000 |
52.58 |
|
0.618 |
50.98 |
|
HIGH |
48.38 |
|
0.618 |
46.78 |
|
0.500 |
46.28 |
|
0.382 |
45.78 |
|
LOW |
44.18 |
|
0.618 |
41.58 |
|
1.000 |
39.98 |
|
1.618 |
37.38 |
|
2.618 |
33.18 |
|
4.250 |
26.33 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
46.28 |
48.07 |
| PP |
45.65 |
46.84 |
| S1 |
45.02 |
45.62 |
|