NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
50.88 |
48.68 |
-2.20 |
-4.3% |
55.34 |
| High |
51.60 |
49.65 |
-1.95 |
-3.8% |
57.89 |
| Low |
47.97 |
47.69 |
-0.28 |
-0.6% |
47.69 |
| Close |
48.13 |
48.74 |
0.61 |
1.3% |
48.74 |
| Range |
3.63 |
1.96 |
-1.67 |
-46.0% |
10.20 |
| ATR |
3.46 |
3.36 |
-0.11 |
-3.1% |
0.00 |
| Volume |
15,135 |
15,320 |
185 |
1.2% |
65,261 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.57 |
53.62 |
49.82 |
|
| R3 |
52.61 |
51.66 |
49.28 |
|
| R2 |
50.65 |
50.65 |
49.10 |
|
| R1 |
49.70 |
49.70 |
48.92 |
50.18 |
| PP |
48.69 |
48.69 |
48.69 |
48.93 |
| S1 |
47.74 |
47.74 |
48.56 |
48.22 |
| S2 |
46.73 |
46.73 |
48.38 |
|
| S3 |
44.77 |
45.78 |
48.20 |
|
| S4 |
42.81 |
43.82 |
47.66 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.04 |
75.59 |
54.35 |
|
| R3 |
71.84 |
65.39 |
51.55 |
|
| R2 |
61.64 |
61.64 |
50.61 |
|
| R1 |
55.19 |
55.19 |
49.68 |
53.32 |
| PP |
51.44 |
51.44 |
51.44 |
50.50 |
| S1 |
44.99 |
44.99 |
47.81 |
43.12 |
| S2 |
41.24 |
41.24 |
46.87 |
|
| S3 |
31.04 |
34.79 |
45.94 |
|
| S4 |
20.84 |
24.59 |
43.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.89 |
47.69 |
10.20 |
20.9% |
3.21 |
6.6% |
10% |
False |
True |
13,052 |
| 10 |
57.89 |
47.69 |
10.20 |
20.9% |
3.27 |
6.7% |
10% |
False |
True |
14,386 |
| 20 |
59.89 |
47.37 |
12.52 |
25.7% |
3.21 |
6.6% |
11% |
False |
False |
12,025 |
| 40 |
75.10 |
47.37 |
27.73 |
56.9% |
3.24 |
6.7% |
5% |
False |
False |
9,191 |
| 60 |
106.85 |
47.37 |
59.48 |
122.0% |
2.94 |
6.0% |
2% |
False |
False |
7,106 |
| 80 |
119.50 |
47.37 |
72.13 |
148.0% |
2.42 |
5.0% |
2% |
False |
False |
5,817 |
| 100 |
126.47 |
47.37 |
79.10 |
162.3% |
1.98 |
4.1% |
2% |
False |
False |
4,813 |
| 120 |
146.69 |
47.37 |
99.32 |
203.8% |
1.69 |
3.5% |
1% |
False |
False |
4,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.98 |
|
2.618 |
54.78 |
|
1.618 |
52.82 |
|
1.000 |
51.61 |
|
0.618 |
50.86 |
|
HIGH |
49.65 |
|
0.618 |
48.90 |
|
0.500 |
48.67 |
|
0.382 |
48.44 |
|
LOW |
47.69 |
|
0.618 |
46.48 |
|
1.000 |
45.73 |
|
1.618 |
44.52 |
|
2.618 |
42.56 |
|
4.250 |
39.36 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
48.72 |
50.81 |
| PP |
48.69 |
50.12 |
| S1 |
48.67 |
49.43 |
|