NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
48.68 |
49.59 |
0.91 |
1.9% |
55.34 |
| High |
49.65 |
49.59 |
-0.06 |
-0.1% |
57.89 |
| Low |
47.69 |
46.20 |
-1.49 |
-3.1% |
47.69 |
| Close |
48.74 |
46.25 |
-2.49 |
-5.1% |
48.74 |
| Range |
1.96 |
3.39 |
1.43 |
73.0% |
10.20 |
| ATR |
3.36 |
3.36 |
0.00 |
0.1% |
0.00 |
| Volume |
15,320 |
8,465 |
-6,855 |
-44.7% |
65,261 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.52 |
55.27 |
48.11 |
|
| R3 |
54.13 |
51.88 |
47.18 |
|
| R2 |
50.74 |
50.74 |
46.87 |
|
| R1 |
48.49 |
48.49 |
46.56 |
47.92 |
| PP |
47.35 |
47.35 |
47.35 |
47.06 |
| S1 |
45.10 |
45.10 |
45.94 |
44.53 |
| S2 |
43.96 |
43.96 |
45.63 |
|
| S3 |
40.57 |
41.71 |
45.32 |
|
| S4 |
37.18 |
38.32 |
44.39 |
|
|
| 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 |
54.30 |
46.20 |
8.10 |
17.5% |
2.88 |
6.2% |
1% |
False |
True |
12,373 |
| 10 |
57.89 |
46.20 |
11.69 |
25.3% |
3.32 |
7.2% |
0% |
False |
True |
13,535 |
| 20 |
59.89 |
46.20 |
13.69 |
29.6% |
3.26 |
7.0% |
0% |
False |
True |
11,907 |
| 40 |
75.10 |
46.20 |
28.90 |
62.5% |
3.31 |
7.2% |
0% |
False |
True |
9,296 |
| 60 |
102.08 |
46.20 |
55.88 |
120.8% |
3.00 |
6.5% |
0% |
False |
True |
7,205 |
| 80 |
117.38 |
46.20 |
71.18 |
153.9% |
2.47 |
5.3% |
0% |
False |
True |
5,913 |
| 100 |
126.47 |
46.20 |
80.27 |
173.6% |
2.02 |
4.4% |
0% |
False |
True |
4,891 |
| 120 |
146.69 |
46.20 |
100.49 |
217.3% |
1.72 |
3.7% |
0% |
False |
True |
4,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.00 |
|
2.618 |
58.47 |
|
1.618 |
55.08 |
|
1.000 |
52.98 |
|
0.618 |
51.69 |
|
HIGH |
49.59 |
|
0.618 |
48.30 |
|
0.500 |
47.90 |
|
0.382 |
47.49 |
|
LOW |
46.20 |
|
0.618 |
44.10 |
|
1.000 |
42.81 |
|
1.618 |
40.71 |
|
2.618 |
37.32 |
|
4.250 |
31.79 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
47.90 |
48.90 |
| PP |
47.35 |
48.02 |
| S1 |
46.80 |
47.13 |
|