NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
51.85 |
51.90 |
0.05 |
0.1% |
47.32 |
| High |
53.58 |
53.24 |
-0.34 |
-0.6% |
55.09 |
| Low |
50.34 |
49.02 |
-1.32 |
-2.6% |
47.32 |
| Close |
50.91 |
49.16 |
-1.75 |
-3.4% |
53.18 |
| Range |
3.24 |
4.22 |
0.98 |
30.2% |
7.77 |
| ATR |
3.91 |
3.93 |
0.02 |
0.6% |
0.00 |
| Volume |
15,491 |
19,284 |
3,793 |
24.5% |
124,912 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.13 |
60.37 |
51.48 |
|
| R3 |
58.91 |
56.15 |
50.32 |
|
| R2 |
54.69 |
54.69 |
49.93 |
|
| R1 |
51.93 |
51.93 |
49.55 |
51.20 |
| PP |
50.47 |
50.47 |
50.47 |
50.11 |
| S1 |
47.71 |
47.71 |
48.77 |
46.98 |
| S2 |
46.25 |
46.25 |
48.39 |
|
| S3 |
42.03 |
43.49 |
48.00 |
|
| S4 |
37.81 |
39.27 |
46.84 |
|
|
| 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 |
56.96 |
49.02 |
7.94 |
16.2% |
4.39 |
8.9% |
2% |
False |
True |
22,424 |
| 10 |
56.96 |
45.95 |
11.01 |
22.4% |
3.78 |
7.7% |
29% |
False |
False |
22,244 |
| 20 |
59.57 |
45.95 |
13.62 |
27.7% |
3.67 |
7.5% |
24% |
False |
False |
16,743 |
| 40 |
74.05 |
45.95 |
28.10 |
57.2% |
3.86 |
7.9% |
11% |
False |
False |
11,994 |
| 60 |
106.70 |
45.95 |
60.75 |
123.6% |
3.94 |
8.0% |
5% |
False |
False |
9,386 |
| 80 |
120.30 |
45.95 |
74.35 |
151.2% |
3.47 |
7.1% |
4% |
False |
False |
7,640 |
| 100 |
126.60 |
45.95 |
80.65 |
164.1% |
2.85 |
5.8% |
4% |
False |
False |
6,310 |
| 120 |
146.86 |
45.95 |
100.91 |
205.3% |
2.41 |
4.9% |
3% |
False |
False |
5,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.18 |
|
2.618 |
64.29 |
|
1.618 |
60.07 |
|
1.000 |
57.46 |
|
0.618 |
55.85 |
|
HIGH |
53.24 |
|
0.618 |
51.63 |
|
0.500 |
51.13 |
|
0.382 |
50.63 |
|
LOW |
49.02 |
|
0.618 |
46.41 |
|
1.000 |
44.80 |
|
1.618 |
42.19 |
|
2.618 |
37.97 |
|
4.250 |
31.09 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
51.13 |
52.99 |
| PP |
50.47 |
51.71 |
| S1 |
49.82 |
50.44 |
|