NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
49.11 |
49.64 |
0.53 |
1.1% |
56.85 |
| High |
51.42 |
55.09 |
3.67 |
7.1% |
57.39 |
| Low |
47.98 |
49.62 |
1.64 |
3.4% |
45.95 |
| Close |
49.56 |
54.46 |
4.90 |
9.9% |
46.27 |
| Range |
3.44 |
5.47 |
2.03 |
59.0% |
11.44 |
| ATR |
3.71 |
3.84 |
0.13 |
3.5% |
0.00 |
| Volume |
19,947 |
32,008 |
12,061 |
60.5% |
70,773 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.47 |
67.43 |
57.47 |
|
| R3 |
64.00 |
61.96 |
55.96 |
|
| R2 |
58.53 |
58.53 |
55.46 |
|
| R1 |
56.49 |
56.49 |
54.96 |
57.51 |
| PP |
53.06 |
53.06 |
53.06 |
53.57 |
| S1 |
51.02 |
51.02 |
53.96 |
52.04 |
| S2 |
47.59 |
47.59 |
53.46 |
|
| S3 |
42.12 |
45.55 |
52.96 |
|
| S4 |
36.65 |
40.08 |
51.45 |
|
|
| 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 |
55.09 |
45.95 |
9.14 |
16.8% |
3.58 |
6.6% |
93% |
True |
False |
25,425 |
| 10 |
59.57 |
45.95 |
13.62 |
25.0% |
3.43 |
6.3% |
62% |
False |
False |
18,146 |
| 20 |
63.00 |
45.95 |
17.05 |
31.3% |
3.49 |
6.4% |
50% |
False |
False |
14,092 |
| 40 |
77.63 |
45.95 |
31.68 |
58.2% |
3.88 |
7.1% |
27% |
False |
False |
10,528 |
| 60 |
111.15 |
45.95 |
65.20 |
119.7% |
3.90 |
7.2% |
13% |
False |
False |
8,315 |
| 80 |
123.58 |
45.95 |
77.63 |
142.5% |
3.28 |
6.0% |
11% |
False |
False |
6,701 |
| 100 |
131.11 |
45.95 |
85.16 |
156.4% |
2.70 |
5.0% |
10% |
False |
False |
5,594 |
| 120 |
146.86 |
45.95 |
100.91 |
185.3% |
2.27 |
4.2% |
8% |
False |
False |
4,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.34 |
|
2.618 |
69.41 |
|
1.618 |
63.94 |
|
1.000 |
60.56 |
|
0.618 |
58.47 |
|
HIGH |
55.09 |
|
0.618 |
53.00 |
|
0.500 |
52.36 |
|
0.382 |
51.71 |
|
LOW |
49.62 |
|
0.618 |
46.24 |
|
1.000 |
44.15 |
|
1.618 |
40.77 |
|
2.618 |
35.30 |
|
4.250 |
26.37 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
53.76 |
53.49 |
| PP |
53.06 |
52.51 |
| S1 |
52.36 |
51.54 |
|