NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
55.75 |
57.75 |
2.00 |
3.6% |
51.22 |
| High |
56.03 |
58.91 |
2.88 |
5.1% |
56.84 |
| Low |
52.80 |
53.68 |
0.88 |
1.7% |
50.00 |
| Close |
55.15 |
53.83 |
-1.32 |
-2.4% |
55.15 |
| Range |
3.23 |
5.23 |
2.00 |
61.9% |
6.84 |
| ATR |
3.86 |
3.96 |
0.10 |
2.5% |
0.00 |
| Volume |
27,089 |
21,265 |
-5,824 |
-21.5% |
134,194 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.16 |
67.73 |
56.71 |
|
| R3 |
65.93 |
62.50 |
55.27 |
|
| R2 |
60.70 |
60.70 |
54.79 |
|
| R1 |
57.27 |
57.27 |
54.31 |
56.37 |
| PP |
55.47 |
55.47 |
55.47 |
55.03 |
| S1 |
52.04 |
52.04 |
53.35 |
51.14 |
| S2 |
50.24 |
50.24 |
52.87 |
|
| S3 |
45.01 |
46.81 |
52.39 |
|
| S4 |
39.78 |
41.58 |
50.95 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.52 |
71.67 |
58.91 |
|
| R3 |
67.68 |
64.83 |
57.03 |
|
| R2 |
60.84 |
60.84 |
56.40 |
|
| R1 |
57.99 |
57.99 |
55.78 |
59.42 |
| PP |
54.00 |
54.00 |
54.00 |
54.71 |
| S1 |
51.15 |
51.15 |
54.52 |
52.58 |
| S2 |
47.16 |
47.16 |
53.90 |
|
| S3 |
40.32 |
44.31 |
53.27 |
|
| S4 |
33.48 |
37.47 |
51.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.91 |
50.07 |
8.84 |
16.4% |
3.92 |
7.3% |
43% |
True |
False |
25,854 |
| 10 |
58.91 |
48.52 |
10.39 |
19.3% |
3.41 |
6.3% |
51% |
True |
False |
24,553 |
| 20 |
63.70 |
48.52 |
15.18 |
28.2% |
3.52 |
6.5% |
35% |
False |
False |
19,602 |
| 40 |
78.60 |
48.52 |
30.08 |
55.9% |
3.78 |
7.0% |
18% |
False |
False |
16,884 |
| 60 |
109.98 |
48.52 |
61.46 |
114.2% |
3.88 |
7.2% |
9% |
False |
False |
14,562 |
| 80 |
121.48 |
48.52 |
72.96 |
135.5% |
3.66 |
6.8% |
7% |
False |
False |
12,209 |
| 100 |
129.18 |
48.52 |
80.66 |
149.8% |
3.39 |
6.3% |
7% |
False |
False |
10,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.14 |
|
2.618 |
72.60 |
|
1.618 |
67.37 |
|
1.000 |
64.14 |
|
0.618 |
62.14 |
|
HIGH |
58.91 |
|
0.618 |
56.91 |
|
0.500 |
56.30 |
|
0.382 |
55.68 |
|
LOW |
53.68 |
|
0.618 |
50.45 |
|
1.000 |
48.45 |
|
1.618 |
45.22 |
|
2.618 |
39.99 |
|
4.250 |
31.45 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
56.30 |
55.22 |
| PP |
55.47 |
54.75 |
| S1 |
54.65 |
54.29 |
|