NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
47.40 |
44.90 |
-2.50 |
-5.3% |
52.50 |
| High |
48.38 |
46.10 |
-2.28 |
-4.7% |
55.30 |
| Low |
44.18 |
43.75 |
-0.43 |
-1.0% |
43.75 |
| Close |
44.39 |
45.16 |
0.77 |
1.7% |
45.16 |
| Range |
4.20 |
2.35 |
-1.85 |
-44.0% |
11.55 |
| ATR |
4.22 |
4.09 |
-0.13 |
-3.2% |
0.00 |
| Volume |
71,154 |
63,046 |
-8,108 |
-11.4% |
263,196 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.05 |
50.96 |
46.45 |
|
| R3 |
49.70 |
48.61 |
45.81 |
|
| R2 |
47.35 |
47.35 |
45.59 |
|
| R1 |
46.26 |
46.26 |
45.38 |
46.81 |
| PP |
45.00 |
45.00 |
45.00 |
45.28 |
| S1 |
43.91 |
43.91 |
44.94 |
44.46 |
| S2 |
42.65 |
42.65 |
44.73 |
|
| S3 |
40.30 |
41.56 |
44.51 |
|
| S4 |
37.95 |
39.21 |
43.87 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.72 |
75.49 |
51.51 |
|
| R3 |
71.17 |
63.94 |
48.34 |
|
| R2 |
59.62 |
59.62 |
47.28 |
|
| R1 |
52.39 |
52.39 |
46.22 |
50.23 |
| PP |
48.07 |
48.07 |
48.07 |
46.99 |
| S1 |
40.84 |
40.84 |
44.10 |
38.68 |
| S2 |
36.52 |
36.52 |
43.04 |
|
| S3 |
24.97 |
29.29 |
41.98 |
|
| S4 |
13.42 |
17.74 |
38.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.30 |
43.75 |
11.55 |
25.6% |
4.02 |
8.9% |
12% |
False |
True |
52,639 |
| 10 |
55.30 |
43.75 |
11.55 |
25.6% |
3.97 |
8.8% |
12% |
False |
True |
57,201 |
| 20 |
58.48 |
43.75 |
14.73 |
32.6% |
3.93 |
8.7% |
10% |
False |
True |
42,924 |
| 40 |
73.54 |
43.75 |
29.79 |
66.0% |
4.16 |
9.2% |
5% |
False |
True |
29,088 |
| 60 |
106.89 |
43.75 |
63.14 |
139.8% |
4.40 |
9.7% |
2% |
False |
True |
22,238 |
| 80 |
121.38 |
43.75 |
77.63 |
171.9% |
4.36 |
9.7% |
2% |
False |
True |
18,114 |
| 100 |
128.00 |
43.75 |
84.25 |
186.6% |
3.99 |
8.8% |
2% |
False |
True |
14,922 |
| 120 |
148.35 |
43.75 |
104.60 |
231.6% |
3.69 |
8.2% |
1% |
False |
True |
12,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.09 |
|
2.618 |
52.25 |
|
1.618 |
49.90 |
|
1.000 |
48.45 |
|
0.618 |
47.55 |
|
HIGH |
46.10 |
|
0.618 |
45.20 |
|
0.500 |
44.93 |
|
0.382 |
44.65 |
|
LOW |
43.75 |
|
0.618 |
42.30 |
|
1.000 |
41.40 |
|
1.618 |
39.95 |
|
2.618 |
37.60 |
|
4.250 |
33.76 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
45.08 |
47.63 |
| PP |
45.00 |
46.81 |
| S1 |
44.93 |
45.98 |
|