NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
44.58 |
46.38 |
1.80 |
4.0% |
49.59 |
| High |
46.89 |
46.47 |
-0.42 |
-0.9% |
49.59 |
| Low |
44.08 |
44.98 |
0.90 |
2.0% |
41.25 |
| Close |
46.19 |
46.33 |
0.14 |
0.3% |
43.75 |
| Range |
2.81 |
1.49 |
-1.32 |
-47.0% |
8.34 |
| ATR |
3.29 |
3.16 |
-0.13 |
-3.9% |
0.00 |
| Volume |
1,913 |
7,819 |
5,906 |
308.7% |
33,050 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.40 |
49.85 |
47.15 |
|
| R3 |
48.91 |
48.36 |
46.74 |
|
| R2 |
47.42 |
47.42 |
46.60 |
|
| R1 |
46.87 |
46.87 |
46.47 |
46.40 |
| PP |
45.93 |
45.93 |
45.93 |
45.69 |
| S1 |
45.38 |
45.38 |
46.19 |
44.91 |
| S2 |
44.44 |
44.44 |
46.06 |
|
| S3 |
42.95 |
43.89 |
45.92 |
|
| S4 |
41.46 |
42.40 |
45.51 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.88 |
65.16 |
48.34 |
|
| R3 |
61.54 |
56.82 |
46.04 |
|
| R2 |
53.20 |
53.20 |
45.28 |
|
| R1 |
48.48 |
48.48 |
44.51 |
46.67 |
| PP |
44.86 |
44.86 |
44.86 |
43.96 |
| S1 |
40.14 |
40.14 |
42.99 |
38.33 |
| S2 |
36.52 |
36.52 |
42.22 |
|
| S3 |
28.18 |
31.80 |
41.46 |
|
| S4 |
19.84 |
23.46 |
39.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.89 |
41.25 |
5.64 |
12.2% |
2.65 |
5.7% |
90% |
False |
False |
6,863 |
| 10 |
54.30 |
41.25 |
13.05 |
28.2% |
2.77 |
6.0% |
39% |
False |
False |
9,618 |
| 20 |
57.89 |
41.25 |
16.64 |
35.9% |
2.95 |
6.4% |
31% |
False |
False |
11,525 |
| 40 |
75.10 |
41.25 |
33.85 |
73.1% |
3.28 |
7.1% |
15% |
False |
False |
9,371 |
| 60 |
92.08 |
41.25 |
50.83 |
109.7% |
3.13 |
6.8% |
10% |
False |
False |
7,643 |
| 80 |
110.69 |
41.25 |
69.44 |
149.9% |
2.60 |
5.6% |
7% |
False |
False |
6,201 |
| 100 |
123.71 |
41.25 |
82.46 |
178.0% |
2.15 |
4.6% |
6% |
False |
False |
5,198 |
| 120 |
146.69 |
41.25 |
105.44 |
227.6% |
1.83 |
4.0% |
5% |
False |
False |
4,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.80 |
|
2.618 |
50.37 |
|
1.618 |
48.88 |
|
1.000 |
47.96 |
|
0.618 |
47.39 |
|
HIGH |
46.47 |
|
0.618 |
45.90 |
|
0.500 |
45.73 |
|
0.382 |
45.55 |
|
LOW |
44.98 |
|
0.618 |
44.06 |
|
1.000 |
43.49 |
|
1.618 |
42.57 |
|
2.618 |
41.08 |
|
4.250 |
38.65 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
46.13 |
45.67 |
| PP |
45.93 |
45.01 |
| S1 |
45.73 |
44.35 |
|