NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
52.10 |
50.05 |
-2.05 |
-3.9% |
57.75 |
| High |
52.63 |
51.05 |
-1.58 |
-3.0% |
58.91 |
| Low |
49.40 |
49.23 |
-0.17 |
-0.3% |
49.23 |
| Close |
49.52 |
50.05 |
0.53 |
1.1% |
50.05 |
| Range |
3.23 |
1.82 |
-1.41 |
-43.7% |
9.68 |
| ATR |
3.84 |
3.69 |
-0.14 |
-3.8% |
0.00 |
| Volume |
42,865 |
29,638 |
-13,227 |
-30.9% |
148,051 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.57 |
54.63 |
51.05 |
|
| R3 |
53.75 |
52.81 |
50.55 |
|
| R2 |
51.93 |
51.93 |
50.38 |
|
| R1 |
50.99 |
50.99 |
50.22 |
50.96 |
| PP |
50.11 |
50.11 |
50.11 |
50.10 |
| S1 |
49.17 |
49.17 |
49.88 |
49.14 |
| S2 |
48.29 |
48.29 |
49.72 |
|
| S3 |
46.47 |
47.35 |
49.55 |
|
| S4 |
44.65 |
45.53 |
49.05 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.77 |
75.59 |
55.37 |
|
| R3 |
72.09 |
65.91 |
52.71 |
|
| R2 |
62.41 |
62.41 |
51.82 |
|
| R1 |
56.23 |
56.23 |
50.94 |
54.48 |
| PP |
52.73 |
52.73 |
52.73 |
51.86 |
| S1 |
46.55 |
46.55 |
49.16 |
44.80 |
| S2 |
43.05 |
43.05 |
48.28 |
|
| S3 |
33.37 |
36.87 |
47.39 |
|
| S4 |
23.69 |
27.19 |
44.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.91 |
49.23 |
9.68 |
19.3% |
3.43 |
6.8% |
8% |
False |
True |
29,610 |
| 10 |
58.91 |
49.23 |
9.68 |
19.3% |
3.47 |
6.9% |
8% |
False |
True |
28,224 |
| 20 |
61.33 |
48.52 |
12.81 |
25.6% |
3.52 |
7.0% |
12% |
False |
False |
23,299 |
| 40 |
76.00 |
48.52 |
27.48 |
54.9% |
3.70 |
7.4% |
6% |
False |
False |
18,821 |
| 60 |
107.08 |
48.52 |
58.56 |
117.0% |
3.75 |
7.5% |
3% |
False |
False |
16,122 |
| 80 |
121.37 |
48.52 |
72.85 |
145.6% |
3.71 |
7.4% |
2% |
False |
False |
13,684 |
| 100 |
129.18 |
48.52 |
80.66 |
161.2% |
3.39 |
6.8% |
2% |
False |
False |
11,548 |
| 120 |
147.91 |
48.52 |
99.39 |
198.6% |
3.33 |
6.7% |
2% |
False |
False |
10,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.79 |
|
2.618 |
55.81 |
|
1.618 |
53.99 |
|
1.000 |
52.87 |
|
0.618 |
52.17 |
|
HIGH |
51.05 |
|
0.618 |
50.35 |
|
0.500 |
50.14 |
|
0.382 |
49.93 |
|
LOW |
49.23 |
|
0.618 |
48.11 |
|
1.000 |
47.41 |
|
1.618 |
46.29 |
|
2.618 |
44.47 |
|
4.250 |
41.50 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
50.14 |
52.32 |
| PP |
50.11 |
51.56 |
| S1 |
50.08 |
50.81 |
|