NYMEX Light Sweet Crude Oil Future April 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 |
47.32 |
50.23 |
2.91 |
6.1% |
56.85 |
| High |
50.69 |
50.87 |
0.18 |
0.4% |
57.39 |
| Low |
47.32 |
48.40 |
1.08 |
2.3% |
45.95 |
| Close |
50.29 |
48.56 |
-1.73 |
-3.4% |
46.27 |
| Range |
3.37 |
2.47 |
-0.90 |
-26.7% |
11.44 |
| ATR |
3.83 |
3.73 |
-0.10 |
-2.5% |
0.00 |
| Volume |
24,543 |
23,017 |
-1,526 |
-6.2% |
70,773 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.69 |
55.09 |
49.92 |
|
| R3 |
54.22 |
52.62 |
49.24 |
|
| R2 |
51.75 |
51.75 |
49.01 |
|
| R1 |
50.15 |
50.15 |
48.79 |
49.72 |
| PP |
49.28 |
49.28 |
49.28 |
49.06 |
| S1 |
47.68 |
47.68 |
48.33 |
47.25 |
| S2 |
46.81 |
46.81 |
48.11 |
|
| S3 |
44.34 |
45.21 |
47.88 |
|
| S4 |
41.87 |
42.74 |
47.20 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.19 |
76.67 |
52.56 |
|
| R3 |
72.75 |
65.23 |
49.42 |
|
| R2 |
61.31 |
61.31 |
48.37 |
|
| R1 |
53.79 |
53.79 |
47.32 |
51.83 |
| PP |
49.87 |
49.87 |
49.87 |
48.89 |
| S1 |
42.35 |
42.35 |
45.22 |
40.39 |
| S2 |
38.43 |
38.43 |
44.17 |
|
| S3 |
26.99 |
30.91 |
43.12 |
|
| S4 |
15.55 |
19.47 |
39.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.12 |
45.95 |
6.17 |
12.7% |
2.76 |
5.7% |
42% |
False |
False |
20,401 |
| 10 |
59.57 |
45.95 |
13.62 |
28.0% |
3.32 |
6.8% |
19% |
False |
False |
15,237 |
| 20 |
65.00 |
45.95 |
19.05 |
39.2% |
3.39 |
7.0% |
14% |
False |
False |
12,068 |
| 40 |
86.45 |
45.95 |
40.50 |
83.4% |
3.90 |
8.0% |
6% |
False |
False |
9,387 |
| 60 |
111.15 |
45.95 |
65.20 |
134.3% |
3.83 |
7.9% |
4% |
False |
False |
7,520 |
| 80 |
123.58 |
45.95 |
77.63 |
159.9% |
3.18 |
6.5% |
3% |
False |
False |
6,067 |
| 100 |
133.73 |
45.95 |
87.78 |
180.8% |
2.64 |
5.4% |
3% |
False |
False |
5,088 |
| 120 |
146.86 |
45.95 |
100.91 |
207.8% |
2.20 |
4.5% |
3% |
False |
False |
4,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.37 |
|
2.618 |
57.34 |
|
1.618 |
54.87 |
|
1.000 |
53.34 |
|
0.618 |
52.40 |
|
HIGH |
50.87 |
|
0.618 |
49.93 |
|
0.500 |
49.64 |
|
0.382 |
49.34 |
|
LOW |
48.40 |
|
0.618 |
46.87 |
|
1.000 |
45.93 |
|
1.618 |
44.40 |
|
2.618 |
41.93 |
|
4.250 |
37.90 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
49.64 |
48.51 |
| PP |
49.28 |
48.46 |
| S1 |
48.92 |
48.41 |
|