NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
51.71 |
50.42 |
-1.29 |
-2.5% |
58.08 |
| High |
52.07 |
51.66 |
-0.41 |
-0.8% |
58.40 |
| Low |
49.68 |
49.10 |
-0.58 |
-1.2% |
47.37 |
| Close |
49.90 |
50.66 |
0.76 |
1.5% |
47.61 |
| Range |
2.39 |
2.56 |
0.17 |
7.1% |
11.03 |
| ATR |
3.35 |
3.30 |
-0.06 |
-1.7% |
0.00 |
| Volume |
15,231 |
9,780 |
-5,451 |
-35.8% |
49,140 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.15 |
56.97 |
52.07 |
|
| R3 |
55.59 |
54.41 |
51.36 |
|
| R2 |
53.03 |
53.03 |
51.13 |
|
| R1 |
51.85 |
51.85 |
50.89 |
52.44 |
| PP |
50.47 |
50.47 |
50.47 |
50.77 |
| S1 |
49.29 |
49.29 |
50.43 |
49.88 |
| S2 |
47.91 |
47.91 |
50.19 |
|
| S3 |
45.35 |
46.73 |
49.96 |
|
| S4 |
42.79 |
44.17 |
49.25 |
|
|
| 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 |
52.90 |
47.37 |
5.53 |
10.9% |
2.72 |
5.4% |
59% |
False |
False |
13,647 |
| 10 |
59.89 |
47.37 |
12.52 |
24.7% |
2.89 |
5.7% |
26% |
False |
False |
10,999 |
| 20 |
64.10 |
47.37 |
16.73 |
33.0% |
3.02 |
6.0% |
20% |
False |
False |
9,038 |
| 40 |
80.05 |
47.37 |
32.68 |
64.5% |
3.14 |
6.2% |
10% |
False |
False |
7,283 |
| 60 |
109.58 |
47.37 |
62.21 |
122.8% |
2.72 |
5.4% |
5% |
False |
False |
5,704 |
| 80 |
123.71 |
47.37 |
76.34 |
150.7% |
2.11 |
4.2% |
4% |
False |
False |
4,639 |
| 100 |
131.00 |
47.37 |
83.63 |
165.1% |
1.75 |
3.5% |
4% |
False |
False |
3,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.54 |
|
2.618 |
58.36 |
|
1.618 |
55.80 |
|
1.000 |
54.22 |
|
0.618 |
53.24 |
|
HIGH |
51.66 |
|
0.618 |
50.68 |
|
0.500 |
50.38 |
|
0.382 |
50.08 |
|
LOW |
49.10 |
|
0.618 |
47.52 |
|
1.000 |
46.54 |
|
1.618 |
44.96 |
|
2.618 |
42.40 |
|
4.250 |
38.22 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
50.57 |
50.63 |
| PP |
50.47 |
50.59 |
| S1 |
50.38 |
50.56 |
|