NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
55.40 |
52.10 |
-3.30 |
-6.0% |
51.22 |
| High |
55.40 |
52.63 |
-2.77 |
-5.0% |
56.84 |
| Low |
51.80 |
49.40 |
-2.40 |
-4.6% |
50.00 |
| Close |
51.86 |
49.52 |
-2.34 |
-4.5% |
55.15 |
| Range |
3.60 |
3.23 |
-0.37 |
-10.3% |
6.84 |
| ATR |
3.89 |
3.84 |
-0.05 |
-1.2% |
0.00 |
| Volume |
28,597 |
42,865 |
14,268 |
49.9% |
134,194 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.21 |
58.09 |
51.30 |
|
| R3 |
56.98 |
54.86 |
50.41 |
|
| R2 |
53.75 |
53.75 |
50.11 |
|
| R1 |
51.63 |
51.63 |
49.82 |
51.08 |
| PP |
50.52 |
50.52 |
50.52 |
50.24 |
| S1 |
48.40 |
48.40 |
49.22 |
47.85 |
| S2 |
47.29 |
47.29 |
48.93 |
|
| S3 |
44.06 |
45.17 |
48.63 |
|
| S4 |
40.83 |
41.94 |
47.74 |
|
|
| 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 |
49.40 |
9.51 |
19.2% |
3.71 |
7.5% |
1% |
False |
True |
29,100 |
| 10 |
58.91 |
48.52 |
10.39 |
21.0% |
3.63 |
7.3% |
10% |
False |
False |
28,296 |
| 20 |
61.33 |
48.52 |
12.81 |
25.9% |
3.65 |
7.4% |
8% |
False |
False |
22,733 |
| 40 |
76.00 |
48.52 |
27.48 |
55.5% |
3.73 |
7.5% |
4% |
False |
False |
18,474 |
| 60 |
108.06 |
48.52 |
59.54 |
120.2% |
3.80 |
7.7% |
2% |
False |
False |
15,759 |
| 80 |
121.37 |
48.52 |
72.85 |
147.1% |
3.69 |
7.5% |
1% |
False |
False |
13,332 |
| 100 |
129.18 |
48.52 |
80.66 |
162.9% |
3.43 |
6.9% |
1% |
False |
False |
11,308 |
| 120 |
147.91 |
48.52 |
99.39 |
200.7% |
3.34 |
6.8% |
1% |
False |
False |
9,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.36 |
|
2.618 |
61.09 |
|
1.618 |
57.86 |
|
1.000 |
55.86 |
|
0.618 |
54.63 |
|
HIGH |
52.63 |
|
0.618 |
51.40 |
|
0.500 |
51.02 |
|
0.382 |
50.63 |
|
LOW |
49.40 |
|
0.618 |
47.40 |
|
1.000 |
46.17 |
|
1.618 |
44.17 |
|
2.618 |
40.94 |
|
4.250 |
35.67 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
51.02 |
52.53 |
| PP |
50.52 |
51.53 |
| S1 |
50.02 |
50.52 |
|