NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
50.77 |
55.00 |
4.23 |
8.3% |
49.04 |
| High |
55.95 |
55.40 |
-0.55 |
-1.0% |
55.95 |
| Low |
50.40 |
52.15 |
1.75 |
3.5% |
49.04 |
| Close |
55.53 |
54.32 |
-1.21 |
-2.2% |
54.32 |
| Range |
5.55 |
3.25 |
-2.30 |
-41.4% |
6.91 |
| ATR |
3.46 |
3.45 |
-0.01 |
-0.2% |
0.00 |
| Volume |
18,462 |
18,155 |
-307 |
-1.7% |
78,607 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.71 |
62.26 |
56.11 |
|
| R3 |
60.46 |
59.01 |
55.21 |
|
| R2 |
57.21 |
57.21 |
54.92 |
|
| R1 |
55.76 |
55.76 |
54.62 |
54.86 |
| PP |
53.96 |
53.96 |
53.96 |
53.51 |
| S1 |
52.51 |
52.51 |
54.02 |
51.61 |
| S2 |
50.71 |
50.71 |
53.72 |
|
| S3 |
47.46 |
49.26 |
53.43 |
|
| S4 |
44.21 |
46.01 |
52.53 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.83 |
70.99 |
58.12 |
|
| R3 |
66.92 |
64.08 |
56.22 |
|
| R2 |
60.01 |
60.01 |
55.59 |
|
| R1 |
57.17 |
57.17 |
54.95 |
58.59 |
| PP |
53.10 |
53.10 |
53.10 |
53.82 |
| S1 |
50.26 |
50.26 |
53.69 |
51.68 |
| S2 |
46.19 |
46.19 |
53.05 |
|
| S3 |
39.28 |
43.35 |
52.42 |
|
| S4 |
32.37 |
36.44 |
50.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.95 |
49.04 |
6.91 |
12.7% |
3.33 |
6.1% |
76% |
False |
False |
15,721 |
| 10 |
58.40 |
47.37 |
11.03 |
20.3% |
3.05 |
5.6% |
63% |
False |
False |
12,774 |
| 20 |
63.11 |
47.37 |
15.74 |
29.0% |
3.06 |
5.6% |
44% |
False |
False |
10,387 |
| 40 |
76.16 |
47.37 |
28.79 |
53.0% |
3.18 |
5.9% |
24% |
False |
False |
8,074 |
| 60 |
109.58 |
47.37 |
62.21 |
114.5% |
2.79 |
5.1% |
11% |
False |
False |
6,214 |
| 80 |
123.71 |
47.37 |
76.34 |
140.5% |
2.22 |
4.1% |
9% |
False |
False |
5,087 |
| 100 |
127.10 |
47.37 |
79.73 |
146.8% |
1.84 |
3.4% |
9% |
False |
False |
4,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.21 |
|
2.618 |
63.91 |
|
1.618 |
60.66 |
|
1.000 |
58.65 |
|
0.618 |
57.41 |
|
HIGH |
55.40 |
|
0.618 |
54.16 |
|
0.500 |
53.78 |
|
0.382 |
53.39 |
|
LOW |
52.15 |
|
0.618 |
50.14 |
|
1.000 |
48.90 |
|
1.618 |
46.89 |
|
2.618 |
43.64 |
|
4.250 |
38.34 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
54.14 |
53.72 |
| PP |
53.96 |
53.12 |
| S1 |
53.78 |
52.53 |
|