NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
51.90 |
49.00 |
-2.90 |
-5.6% |
47.32 |
| High |
53.24 |
50.20 |
-3.04 |
-5.7% |
55.09 |
| Low |
49.02 |
46.40 |
-2.62 |
-5.3% |
47.32 |
| Close |
49.16 |
46.44 |
-2.72 |
-5.5% |
53.18 |
| Range |
4.22 |
3.80 |
-0.42 |
-10.0% |
7.77 |
| ATR |
3.93 |
3.92 |
-0.01 |
-0.2% |
0.00 |
| Volume |
19,284 |
28,930 |
9,646 |
50.0% |
124,912 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.08 |
56.56 |
48.53 |
|
| R3 |
55.28 |
52.76 |
47.49 |
|
| R2 |
51.48 |
51.48 |
47.14 |
|
| R1 |
48.96 |
48.96 |
46.79 |
48.32 |
| PP |
47.68 |
47.68 |
47.68 |
47.36 |
| S1 |
45.16 |
45.16 |
46.09 |
44.52 |
| S2 |
43.88 |
43.88 |
45.74 |
|
| S3 |
40.08 |
41.36 |
45.40 |
|
| S4 |
36.28 |
37.56 |
44.35 |
|
|
| 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 |
46.40 |
10.56 |
22.7% |
4.06 |
8.7% |
0% |
False |
True |
21,808 |
| 10 |
56.96 |
45.95 |
11.01 |
23.7% |
3.82 |
8.2% |
4% |
False |
False |
23,616 |
| 20 |
59.57 |
45.95 |
13.62 |
29.3% |
3.78 |
8.1% |
4% |
False |
False |
17,844 |
| 40 |
74.05 |
45.95 |
28.10 |
60.5% |
3.83 |
8.3% |
2% |
False |
False |
12,614 |
| 60 |
105.85 |
45.95 |
59.90 |
129.0% |
3.97 |
8.6% |
1% |
False |
False |
9,811 |
| 80 |
120.30 |
45.95 |
74.35 |
160.1% |
3.50 |
7.5% |
1% |
False |
False |
7,996 |
| 100 |
126.60 |
45.95 |
80.65 |
173.7% |
2.89 |
6.2% |
1% |
False |
False |
6,591 |
| 120 |
146.86 |
45.95 |
100.91 |
217.3% |
2.44 |
5.3% |
0% |
False |
False |
5,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.35 |
|
2.618 |
60.15 |
|
1.618 |
56.35 |
|
1.000 |
54.00 |
|
0.618 |
52.55 |
|
HIGH |
50.20 |
|
0.618 |
48.75 |
|
0.500 |
48.30 |
|
0.382 |
47.85 |
|
LOW |
46.40 |
|
0.618 |
44.05 |
|
1.000 |
42.60 |
|
1.618 |
40.25 |
|
2.618 |
36.45 |
|
4.250 |
30.25 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
48.30 |
49.99 |
| PP |
47.68 |
48.81 |
| S1 |
47.06 |
47.62 |
|