NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
46.25 |
45.30 |
-0.95 |
-2.1% |
55.34 |
| High |
46.67 |
45.60 |
-1.07 |
-2.3% |
57.89 |
| Low |
44.00 |
41.25 |
-2.75 |
-6.3% |
47.69 |
| Close |
45.30 |
41.50 |
-3.80 |
-8.4% |
48.74 |
| Range |
2.67 |
4.35 |
1.68 |
62.9% |
10.20 |
| ATR |
3.31 |
3.38 |
0.07 |
2.2% |
0.00 |
| Volume |
7,682 |
10,719 |
3,037 |
39.5% |
65,261 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.83 |
53.02 |
43.89 |
|
| R3 |
51.48 |
48.67 |
42.70 |
|
| R2 |
47.13 |
47.13 |
42.30 |
|
| R1 |
44.32 |
44.32 |
41.90 |
43.55 |
| PP |
42.78 |
42.78 |
42.78 |
42.40 |
| S1 |
39.97 |
39.97 |
41.10 |
39.20 |
| S2 |
38.43 |
38.43 |
40.70 |
|
| S3 |
34.08 |
35.62 |
40.30 |
|
| S4 |
29.73 |
31.27 |
39.11 |
|
|
| 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 |
51.60 |
41.25 |
10.35 |
24.9% |
3.20 |
7.7% |
2% |
False |
True |
11,464 |
| 10 |
57.89 |
41.25 |
16.64 |
40.1% |
3.53 |
8.5% |
2% |
False |
True |
12,874 |
| 20 |
59.89 |
41.25 |
18.64 |
44.9% |
3.21 |
7.7% |
1% |
False |
True |
11,936 |
| 40 |
75.10 |
41.25 |
33.85 |
81.6% |
3.43 |
8.3% |
1% |
False |
True |
9,454 |
| 60 |
99.01 |
41.25 |
57.76 |
139.2% |
3.06 |
7.4% |
0% |
False |
True |
7,476 |
| 80 |
112.52 |
41.25 |
71.27 |
171.7% |
2.53 |
6.1% |
0% |
False |
True |
6,090 |
| 100 |
123.71 |
41.25 |
82.46 |
198.7% |
2.09 |
5.0% |
0% |
False |
True |
5,066 |
| 120 |
146.69 |
41.25 |
105.44 |
254.1% |
1.78 |
4.3% |
0% |
False |
True |
4,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.09 |
|
2.618 |
56.99 |
|
1.618 |
52.64 |
|
1.000 |
49.95 |
|
0.618 |
48.29 |
|
HIGH |
45.60 |
|
0.618 |
43.94 |
|
0.500 |
43.43 |
|
0.382 |
42.91 |
|
LOW |
41.25 |
|
0.618 |
38.56 |
|
1.000 |
36.90 |
|
1.618 |
34.21 |
|
2.618 |
29.86 |
|
4.250 |
22.76 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
43.43 |
45.42 |
| PP |
42.78 |
44.11 |
| S1 |
42.14 |
42.81 |
|