NYMEX Light Sweet Crude Oil Future May 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 |
53.32 |
50.88 |
-2.44 |
-4.6% |
49.04 |
| High |
53.93 |
51.60 |
-2.33 |
-4.3% |
55.95 |
| Low |
50.66 |
47.97 |
-2.69 |
-5.3% |
49.04 |
| Close |
50.64 |
48.13 |
-2.51 |
-5.0% |
54.32 |
| Range |
3.27 |
3.63 |
0.36 |
11.0% |
6.91 |
| ATR |
3.45 |
3.46 |
0.01 |
0.4% |
0.00 |
| Volume |
15,164 |
15,135 |
-29 |
-0.2% |
78,607 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.12 |
57.76 |
50.13 |
|
| R3 |
56.49 |
54.13 |
49.13 |
|
| R2 |
52.86 |
52.86 |
48.80 |
|
| R1 |
50.50 |
50.50 |
48.46 |
49.87 |
| PP |
49.23 |
49.23 |
49.23 |
48.92 |
| S1 |
46.87 |
46.87 |
47.80 |
46.24 |
| S2 |
45.60 |
45.60 |
47.46 |
|
| S3 |
41.97 |
43.24 |
47.13 |
|
| S4 |
38.34 |
39.61 |
46.13 |
|
|
| 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 |
57.89 |
47.97 |
9.92 |
20.6% |
3.47 |
7.2% |
2% |
False |
True |
13,619 |
| 10 |
57.89 |
47.37 |
10.52 |
21.9% |
3.34 |
6.9% |
7% |
False |
False |
14,496 |
| 20 |
59.89 |
47.37 |
12.52 |
26.0% |
3.34 |
6.9% |
6% |
False |
False |
11,702 |
| 40 |
75.10 |
47.37 |
27.73 |
57.6% |
3.26 |
6.8% |
3% |
False |
False |
8,918 |
| 60 |
107.65 |
47.37 |
60.28 |
125.2% |
2.91 |
6.0% |
1% |
False |
False |
6,878 |
| 80 |
119.79 |
47.37 |
72.42 |
150.5% |
2.40 |
5.0% |
1% |
False |
False |
5,633 |
| 100 |
126.47 |
47.37 |
79.10 |
164.3% |
1.96 |
4.1% |
1% |
False |
False |
4,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.03 |
|
2.618 |
61.10 |
|
1.618 |
57.47 |
|
1.000 |
55.23 |
|
0.618 |
53.84 |
|
HIGH |
51.60 |
|
0.618 |
50.21 |
|
0.500 |
49.79 |
|
0.382 |
49.36 |
|
LOW |
47.97 |
|
0.618 |
45.73 |
|
1.000 |
44.34 |
|
1.618 |
42.10 |
|
2.618 |
38.47 |
|
4.250 |
32.54 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
49.79 |
51.14 |
| PP |
49.23 |
50.13 |
| S1 |
48.68 |
49.13 |
|