NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
49.64 |
53.80 |
4.16 |
8.4% |
47.32 |
| High |
55.09 |
54.19 |
-0.90 |
-1.6% |
55.09 |
| Low |
49.62 |
50.47 |
0.85 |
1.7% |
47.32 |
| Close |
54.46 |
53.18 |
-1.28 |
-2.4% |
53.18 |
| Range |
5.47 |
3.72 |
-1.75 |
-32.0% |
7.77 |
| ATR |
3.84 |
3.85 |
0.01 |
0.3% |
0.00 |
| Volume |
32,008 |
25,397 |
-6,611 |
-20.7% |
124,912 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.77 |
62.20 |
55.23 |
|
| R3 |
60.05 |
58.48 |
54.20 |
|
| R2 |
56.33 |
56.33 |
53.86 |
|
| R1 |
54.76 |
54.76 |
53.52 |
53.69 |
| PP |
52.61 |
52.61 |
52.61 |
52.08 |
| S1 |
51.04 |
51.04 |
52.84 |
49.97 |
| S2 |
48.89 |
48.89 |
52.50 |
|
| S3 |
45.17 |
47.32 |
52.16 |
|
| S4 |
41.45 |
43.60 |
51.13 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.17 |
71.95 |
57.45 |
|
| R3 |
67.40 |
64.18 |
55.32 |
|
| R2 |
59.63 |
59.63 |
54.60 |
|
| R1 |
56.41 |
56.41 |
53.89 |
58.02 |
| PP |
51.86 |
51.86 |
51.86 |
52.67 |
| S1 |
48.64 |
48.64 |
52.47 |
50.25 |
| S2 |
44.09 |
44.09 |
51.76 |
|
| S3 |
36.32 |
40.87 |
51.04 |
|
| S4 |
28.55 |
33.10 |
48.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.09 |
47.32 |
7.77 |
14.6% |
3.69 |
6.9% |
75% |
False |
False |
24,982 |
| 10 |
57.39 |
45.95 |
11.44 |
21.5% |
3.38 |
6.4% |
63% |
False |
False |
19,568 |
| 20 |
62.61 |
45.95 |
16.66 |
31.3% |
3.46 |
6.5% |
43% |
False |
False |
15,080 |
| 40 |
77.63 |
45.95 |
31.68 |
59.6% |
3.85 |
7.2% |
23% |
False |
False |
11,058 |
| 60 |
111.15 |
45.95 |
65.20 |
122.6% |
3.92 |
7.4% |
11% |
False |
False |
8,687 |
| 80 |
123.58 |
45.95 |
77.63 |
146.0% |
3.32 |
6.2% |
9% |
False |
False |
6,999 |
| 100 |
127.03 |
45.95 |
81.08 |
152.5% |
2.74 |
5.2% |
9% |
False |
False |
5,842 |
| 120 |
146.86 |
45.95 |
100.91 |
189.8% |
2.30 |
4.3% |
7% |
False |
False |
4,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.00 |
|
2.618 |
63.93 |
|
1.618 |
60.21 |
|
1.000 |
57.91 |
|
0.618 |
56.49 |
|
HIGH |
54.19 |
|
0.618 |
52.77 |
|
0.500 |
52.33 |
|
0.382 |
51.89 |
|
LOW |
50.47 |
|
0.618 |
48.17 |
|
1.000 |
46.75 |
|
1.618 |
44.45 |
|
2.618 |
40.73 |
|
4.250 |
34.66 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
52.90 |
52.63 |
| PP |
52.61 |
52.08 |
| S1 |
52.33 |
51.54 |
|