NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
47.10 |
47.41 |
0.31 |
0.7% |
54.05 |
| High |
48.10 |
48.00 |
-0.10 |
-0.2% |
56.96 |
| Low |
45.95 |
44.65 |
-1.30 |
-2.8% |
45.95 |
| Close |
47.15 |
44.76 |
-2.39 |
-5.1% |
47.15 |
| Range |
2.15 |
3.35 |
1.20 |
55.8% |
11.01 |
| ATR |
3.79 |
3.76 |
-0.03 |
-0.8% |
0.00 |
| Volume |
31,993 |
17,878 |
-14,115 |
-44.1% |
115,638 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.85 |
53.66 |
46.60 |
|
| R3 |
52.50 |
50.31 |
45.68 |
|
| R2 |
49.15 |
49.15 |
45.37 |
|
| R1 |
46.96 |
46.96 |
45.07 |
46.38 |
| PP |
45.80 |
45.80 |
45.80 |
45.52 |
| S1 |
43.61 |
43.61 |
44.45 |
43.03 |
| S2 |
42.45 |
42.45 |
44.15 |
|
| S3 |
39.10 |
40.26 |
43.84 |
|
| S4 |
35.75 |
36.91 |
42.92 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.05 |
76.11 |
53.21 |
|
| R3 |
72.04 |
65.10 |
50.18 |
|
| R2 |
61.03 |
61.03 |
49.17 |
|
| R1 |
54.09 |
54.09 |
48.16 |
52.06 |
| PP |
50.02 |
50.02 |
50.02 |
49.00 |
| S1 |
43.08 |
43.08 |
46.14 |
41.05 |
| S2 |
39.01 |
39.01 |
45.13 |
|
| S3 |
28.00 |
32.07 |
44.12 |
|
| S4 |
16.99 |
21.06 |
41.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.58 |
44.65 |
8.93 |
20.0% |
3.35 |
7.5% |
1% |
False |
True |
22,715 |
| 10 |
56.96 |
44.65 |
12.31 |
27.5% |
3.72 |
8.3% |
1% |
False |
True |
23,388 |
| 20 |
59.57 |
44.65 |
14.92 |
33.3% |
3.71 |
8.3% |
1% |
False |
True |
18,862 |
| 40 |
74.05 |
44.65 |
29.40 |
65.7% |
3.77 |
8.4% |
0% |
False |
True |
13,522 |
| 60 |
102.60 |
44.65 |
57.95 |
129.5% |
4.01 |
9.0% |
0% |
False |
True |
10,519 |
| 80 |
120.30 |
44.65 |
75.65 |
169.0% |
3.55 |
7.9% |
0% |
False |
True |
8,589 |
| 100 |
126.60 |
44.65 |
81.95 |
183.1% |
2.94 |
6.6% |
0% |
False |
True |
7,067 |
| 120 |
146.86 |
44.65 |
102.21 |
228.4% |
2.49 |
5.6% |
0% |
False |
True |
6,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.24 |
|
2.618 |
56.77 |
|
1.618 |
53.42 |
|
1.000 |
51.35 |
|
0.618 |
50.07 |
|
HIGH |
48.00 |
|
0.618 |
46.72 |
|
0.500 |
46.33 |
|
0.382 |
45.93 |
|
LOW |
44.65 |
|
0.618 |
42.58 |
|
1.000 |
41.30 |
|
1.618 |
39.23 |
|
2.618 |
35.88 |
|
4.250 |
30.41 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
46.33 |
47.43 |
| PP |
45.80 |
46.54 |
| S1 |
45.28 |
45.65 |
|