NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
51.60 |
51.61 |
0.01 |
0.0% |
59.01 |
| High |
53.16 |
56.84 |
3.68 |
6.9% |
59.01 |
| Low |
50.07 |
51.52 |
1.45 |
2.9% |
48.52 |
| Close |
51.52 |
56.34 |
4.82 |
9.4% |
48.84 |
| Range |
3.09 |
5.32 |
2.23 |
72.2% |
10.49 |
| ATR |
3.77 |
3.88 |
0.11 |
2.9% |
0.00 |
| Volume |
20,642 |
34,063 |
13,421 |
65.0% |
99,823 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.86 |
68.92 |
59.27 |
|
| R3 |
65.54 |
63.60 |
57.80 |
|
| R2 |
60.22 |
60.22 |
57.32 |
|
| R1 |
58.28 |
58.28 |
56.83 |
59.25 |
| PP |
54.90 |
54.90 |
54.90 |
55.39 |
| S1 |
52.96 |
52.96 |
55.85 |
53.93 |
| S2 |
49.58 |
49.58 |
55.36 |
|
| S3 |
44.26 |
47.64 |
54.88 |
|
| S4 |
38.94 |
42.32 |
53.41 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.59 |
76.71 |
54.61 |
|
| R3 |
73.10 |
66.22 |
51.72 |
|
| R2 |
62.61 |
62.61 |
50.76 |
|
| R1 |
55.73 |
55.73 |
49.80 |
53.93 |
| PP |
52.12 |
52.12 |
52.12 |
51.22 |
| S1 |
45.24 |
45.24 |
47.88 |
43.44 |
| S2 |
41.63 |
41.63 |
46.92 |
|
| S3 |
31.14 |
34.75 |
45.96 |
|
| S4 |
20.65 |
24.26 |
43.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.84 |
48.52 |
8.32 |
14.8% |
3.55 |
6.3% |
94% |
True |
False |
27,492 |
| 10 |
61.33 |
48.52 |
12.81 |
22.7% |
3.34 |
5.9% |
61% |
False |
False |
22,224 |
| 20 |
65.00 |
48.52 |
16.48 |
29.3% |
3.51 |
6.2% |
47% |
False |
False |
18,582 |
| 40 |
78.60 |
48.52 |
30.08 |
53.4% |
3.80 |
6.7% |
26% |
False |
False |
16,478 |
| 60 |
109.98 |
48.52 |
61.46 |
109.1% |
3.86 |
6.9% |
13% |
False |
False |
14,036 |
| 80 |
123.85 |
48.52 |
75.33 |
133.7% |
3.63 |
6.4% |
10% |
False |
False |
11,670 |
| 100 |
129.90 |
48.52 |
81.38 |
144.4% |
3.35 |
6.0% |
10% |
False |
False |
10,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.45 |
|
2.618 |
70.77 |
|
1.618 |
65.45 |
|
1.000 |
62.16 |
|
0.618 |
60.13 |
|
HIGH |
56.84 |
|
0.618 |
54.81 |
|
0.500 |
54.18 |
|
0.382 |
53.55 |
|
LOW |
51.52 |
|
0.618 |
48.23 |
|
1.000 |
46.20 |
|
1.618 |
42.91 |
|
2.618 |
37.59 |
|
4.250 |
28.91 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
55.62 |
55.38 |
| PP |
54.90 |
54.42 |
| S1 |
54.18 |
53.46 |
|