NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
49.04 |
51.71 |
2.67 |
5.4% |
58.08 |
| High |
51.95 |
52.07 |
0.12 |
0.2% |
58.40 |
| Low |
49.04 |
49.68 |
0.64 |
1.3% |
47.37 |
| Close |
51.64 |
49.90 |
-1.74 |
-3.4% |
47.61 |
| Range |
2.91 |
2.39 |
-0.52 |
-17.9% |
11.03 |
| ATR |
3.43 |
3.35 |
-0.07 |
-2.2% |
0.00 |
| Volume |
16,979 |
15,231 |
-1,748 |
-10.3% |
49,140 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.72 |
56.20 |
51.21 |
|
| R3 |
55.33 |
53.81 |
50.56 |
|
| R2 |
52.94 |
52.94 |
50.34 |
|
| R1 |
51.42 |
51.42 |
50.12 |
50.99 |
| PP |
50.55 |
50.55 |
50.55 |
50.33 |
| S1 |
49.03 |
49.03 |
49.68 |
48.60 |
| S2 |
48.16 |
48.16 |
49.46 |
|
| S3 |
45.77 |
46.64 |
49.24 |
|
| S4 |
43.38 |
44.25 |
48.59 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.22 |
76.94 |
53.68 |
|
| R3 |
73.19 |
65.91 |
50.64 |
|
| R2 |
62.16 |
62.16 |
49.63 |
|
| R1 |
54.88 |
54.88 |
48.62 |
53.01 |
| PP |
51.13 |
51.13 |
51.13 |
50.19 |
| S1 |
43.85 |
43.85 |
46.60 |
41.98 |
| S2 |
40.10 |
40.10 |
45.59 |
|
| S3 |
29.07 |
32.82 |
44.58 |
|
| S4 |
18.04 |
21.79 |
41.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.35 |
47.37 |
5.98 |
12.0% |
2.45 |
4.9% |
42% |
False |
False |
13,457 |
| 10 |
59.89 |
47.37 |
12.52 |
25.1% |
2.94 |
5.9% |
20% |
False |
False |
10,820 |
| 20 |
65.96 |
47.37 |
18.59 |
37.3% |
3.03 |
6.1% |
14% |
False |
False |
8,907 |
| 40 |
86.05 |
47.37 |
38.68 |
77.5% |
3.20 |
6.4% |
7% |
False |
False |
7,137 |
| 60 |
109.58 |
47.37 |
62.21 |
124.7% |
2.68 |
5.4% |
4% |
False |
False |
5,569 |
| 80 |
123.71 |
47.37 |
76.34 |
153.0% |
2.08 |
4.2% |
3% |
False |
False |
4,521 |
| 100 |
133.68 |
47.37 |
86.31 |
173.0% |
1.72 |
3.5% |
3% |
False |
False |
3,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.23 |
|
2.618 |
58.33 |
|
1.618 |
55.94 |
|
1.000 |
54.46 |
|
0.618 |
53.55 |
|
HIGH |
52.07 |
|
0.618 |
51.16 |
|
0.500 |
50.88 |
|
0.382 |
50.59 |
|
LOW |
49.68 |
|
0.618 |
48.20 |
|
1.000 |
47.29 |
|
1.618 |
45.81 |
|
2.618 |
43.42 |
|
4.250 |
39.52 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
50.88 |
49.84 |
| PP |
50.55 |
49.78 |
| S1 |
50.23 |
49.72 |
|