NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
50.14 |
47.51 |
-2.63 |
-5.2% |
57.75 |
| High |
50.56 |
47.91 |
-2.65 |
-5.2% |
58.91 |
| Low |
47.38 |
45.09 |
-2.29 |
-4.8% |
49.23 |
| Close |
47.46 |
46.52 |
-0.94 |
-2.0% |
50.05 |
| Range |
3.18 |
2.82 |
-0.36 |
-11.3% |
9.68 |
| ATR |
3.66 |
3.60 |
-0.06 |
-1.6% |
0.00 |
| Volume |
18,934 |
14,927 |
-4,007 |
-21.2% |
148,051 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.97 |
53.56 |
48.07 |
|
| R3 |
52.15 |
50.74 |
47.30 |
|
| R2 |
49.33 |
49.33 |
47.04 |
|
| R1 |
47.92 |
47.92 |
46.78 |
47.22 |
| PP |
46.51 |
46.51 |
46.51 |
46.15 |
| S1 |
45.10 |
45.10 |
46.26 |
44.40 |
| S2 |
43.69 |
43.69 |
46.00 |
|
| S3 |
40.87 |
42.28 |
45.74 |
|
| S4 |
38.05 |
39.46 |
44.97 |
|
|
| 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 |
55.40 |
45.09 |
10.31 |
22.2% |
2.93 |
6.3% |
14% |
False |
True |
26,992 |
| 10 |
58.91 |
45.09 |
13.82 |
29.7% |
3.48 |
7.5% |
10% |
False |
True |
26,370 |
| 20 |
61.33 |
45.09 |
16.24 |
34.9% |
3.38 |
7.3% |
9% |
False |
True |
23,065 |
| 40 |
76.00 |
45.09 |
30.91 |
66.4% |
3.68 |
7.9% |
5% |
False |
True |
18,699 |
| 60 |
102.10 |
45.09 |
57.01 |
122.5% |
3.72 |
8.0% |
3% |
False |
True |
16,438 |
| 80 |
114.10 |
45.09 |
69.01 |
148.3% |
3.69 |
7.9% |
2% |
False |
True |
14,033 |
| 100 |
126.50 |
45.09 |
81.41 |
175.0% |
3.39 |
7.3% |
2% |
False |
True |
11,825 |
| 120 |
147.91 |
45.09 |
102.82 |
221.0% |
3.35 |
7.2% |
1% |
False |
True |
10,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.90 |
|
2.618 |
55.29 |
|
1.618 |
52.47 |
|
1.000 |
50.73 |
|
0.618 |
49.65 |
|
HIGH |
47.91 |
|
0.618 |
46.83 |
|
0.500 |
46.50 |
|
0.382 |
46.17 |
|
LOW |
45.09 |
|
0.618 |
43.35 |
|
1.000 |
42.27 |
|
1.618 |
40.53 |
|
2.618 |
37.71 |
|
4.250 |
33.11 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
46.51 |
48.07 |
| PP |
46.51 |
47.55 |
| S1 |
46.50 |
47.04 |
|