NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
49.59 |
46.25 |
-3.34 |
-6.7% |
55.34 |
| High |
49.59 |
46.67 |
-2.92 |
-5.9% |
57.89 |
| Low |
46.20 |
44.00 |
-2.20 |
-4.8% |
47.69 |
| Close |
46.25 |
45.30 |
-0.95 |
-2.1% |
48.74 |
| Range |
3.39 |
2.67 |
-0.72 |
-21.2% |
10.20 |
| ATR |
3.36 |
3.31 |
-0.05 |
-1.5% |
0.00 |
| Volume |
8,465 |
7,682 |
-783 |
-9.2% |
65,261 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.33 |
51.99 |
46.77 |
|
| R3 |
50.66 |
49.32 |
46.03 |
|
| R2 |
47.99 |
47.99 |
45.79 |
|
| R1 |
46.65 |
46.65 |
45.54 |
45.99 |
| PP |
45.32 |
45.32 |
45.32 |
44.99 |
| S1 |
43.98 |
43.98 |
45.06 |
43.32 |
| S2 |
42.65 |
42.65 |
44.81 |
|
| S3 |
39.98 |
41.31 |
44.57 |
|
| S4 |
37.31 |
38.64 |
43.83 |
|
|
| 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 |
53.93 |
44.00 |
9.93 |
21.9% |
2.98 |
6.6% |
13% |
False |
True |
12,353 |
| 10 |
57.89 |
44.00 |
13.89 |
30.7% |
3.35 |
7.4% |
9% |
False |
True |
12,780 |
| 20 |
59.89 |
44.00 |
15.89 |
35.1% |
3.14 |
6.9% |
8% |
False |
True |
11,800 |
| 40 |
75.10 |
44.00 |
31.10 |
68.7% |
3.38 |
7.5% |
4% |
False |
True |
9,283 |
| 60 |
100.60 |
44.00 |
56.60 |
124.9% |
2.99 |
6.6% |
2% |
False |
True |
7,316 |
| 80 |
112.52 |
44.00 |
68.52 |
151.3% |
2.50 |
5.5% |
2% |
False |
True |
5,990 |
| 100 |
123.71 |
44.00 |
79.71 |
176.0% |
2.04 |
4.5% |
2% |
False |
True |
4,963 |
| 120 |
146.69 |
44.00 |
102.69 |
226.7% |
1.74 |
3.9% |
1% |
False |
True |
4,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.02 |
|
2.618 |
53.66 |
|
1.618 |
50.99 |
|
1.000 |
49.34 |
|
0.618 |
48.32 |
|
HIGH |
46.67 |
|
0.618 |
45.65 |
|
0.500 |
45.34 |
|
0.382 |
45.02 |
|
LOW |
44.00 |
|
0.618 |
42.35 |
|
1.000 |
41.33 |
|
1.618 |
39.68 |
|
2.618 |
37.01 |
|
4.250 |
32.65 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
45.34 |
46.83 |
| PP |
45.32 |
46.32 |
| S1 |
45.31 |
45.81 |
|