NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
54.45 |
55.40 |
0.95 |
1.7% |
51.22 |
| High |
55.66 |
55.40 |
-0.26 |
-0.5% |
56.84 |
| Low |
52.40 |
51.80 |
-0.60 |
-1.1% |
50.00 |
| Close |
53.10 |
51.86 |
-1.24 |
-2.3% |
55.15 |
| Range |
3.26 |
3.60 |
0.34 |
10.4% |
6.84 |
| ATR |
3.91 |
3.89 |
-0.02 |
-0.6% |
0.00 |
| Volume |
25,686 |
28,597 |
2,911 |
11.3% |
134,194 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.82 |
61.44 |
53.84 |
|
| R3 |
60.22 |
57.84 |
52.85 |
|
| R2 |
56.62 |
56.62 |
52.52 |
|
| R1 |
54.24 |
54.24 |
52.19 |
53.63 |
| PP |
53.02 |
53.02 |
53.02 |
52.72 |
| S1 |
50.64 |
50.64 |
51.53 |
50.03 |
| S2 |
49.42 |
49.42 |
51.20 |
|
| S3 |
45.82 |
47.04 |
50.87 |
|
| S4 |
42.22 |
43.44 |
49.88 |
|
|
| 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 |
51.52 |
7.39 |
14.2% |
4.13 |
8.0% |
5% |
False |
False |
27,340 |
| 10 |
58.91 |
48.52 |
10.39 |
20.0% |
3.66 |
7.1% |
32% |
False |
False |
26,421 |
| 20 |
61.33 |
48.52 |
12.81 |
24.7% |
3.58 |
6.9% |
26% |
False |
False |
21,246 |
| 40 |
76.00 |
48.52 |
27.48 |
53.0% |
3.75 |
7.2% |
12% |
False |
False |
17,639 |
| 60 |
108.35 |
48.52 |
59.83 |
115.4% |
3.81 |
7.4% |
6% |
False |
False |
15,203 |
| 80 |
121.37 |
48.52 |
72.85 |
140.5% |
3.67 |
7.1% |
5% |
False |
False |
12,821 |
| 100 |
129.18 |
48.52 |
80.66 |
155.5% |
3.43 |
6.6% |
4% |
False |
False |
10,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.70 |
|
2.618 |
64.82 |
|
1.618 |
61.22 |
|
1.000 |
59.00 |
|
0.618 |
57.62 |
|
HIGH |
55.40 |
|
0.618 |
54.02 |
|
0.500 |
53.60 |
|
0.382 |
53.18 |
|
LOW |
51.80 |
|
0.618 |
49.58 |
|
1.000 |
48.20 |
|
1.618 |
45.98 |
|
2.618 |
42.38 |
|
4.250 |
36.50 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
53.60 |
55.36 |
| PP |
53.02 |
54.19 |
| S1 |
52.44 |
53.03 |
|