NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
48.53 |
45.93 |
-2.60 |
-5.4% |
58.34 |
| High |
48.93 |
46.44 |
-2.49 |
-5.1% |
59.43 |
| Low |
46.13 |
43.67 |
-2.46 |
-5.3% |
50.51 |
| Close |
47.56 |
43.97 |
-3.59 |
-7.5% |
51.15 |
| Range |
2.80 |
2.77 |
-0.03 |
-1.1% |
8.92 |
| ATR |
3.22 |
3.27 |
0.05 |
1.5% |
0.00 |
| Volume |
9,470 |
7,194 |
-2,276 |
-24.0% |
34,080 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.00 |
51.26 |
45.49 |
|
| R3 |
50.23 |
48.49 |
44.73 |
|
| R2 |
47.46 |
47.46 |
44.48 |
|
| R1 |
45.72 |
45.72 |
44.22 |
45.21 |
| PP |
44.69 |
44.69 |
44.69 |
44.44 |
| S1 |
42.95 |
42.95 |
43.72 |
42.44 |
| S2 |
41.92 |
41.92 |
43.46 |
|
| S3 |
39.15 |
40.18 |
43.21 |
|
| S4 |
36.38 |
37.41 |
42.45 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.46 |
74.72 |
56.06 |
|
| R3 |
71.54 |
65.80 |
53.60 |
|
| R2 |
62.62 |
62.62 |
52.79 |
|
| R1 |
56.88 |
56.88 |
51.97 |
55.29 |
| PP |
53.70 |
53.70 |
53.70 |
52.90 |
| S1 |
47.96 |
47.96 |
50.33 |
46.37 |
| S2 |
44.78 |
44.78 |
49.51 |
|
| S3 |
35.86 |
39.04 |
48.70 |
|
| S4 |
26.94 |
30.12 |
46.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.46 |
43.67 |
9.79 |
22.3% |
2.69 |
6.1% |
3% |
False |
True |
8,637 |
| 10 |
59.43 |
43.67 |
15.76 |
35.8% |
3.32 |
7.6% |
2% |
False |
True |
7,679 |
| 20 |
61.20 |
43.67 |
17.53 |
39.9% |
3.00 |
6.8% |
2% |
False |
True |
6,239 |
| 40 |
76.25 |
43.67 |
32.58 |
74.1% |
2.67 |
6.1% |
1% |
False |
True |
4,703 |
| 60 |
99.62 |
43.67 |
55.95 |
127.2% |
2.34 |
5.3% |
1% |
False |
True |
3,990 |
| 80 |
113.00 |
43.67 |
69.33 |
157.7% |
2.01 |
4.6% |
0% |
False |
True |
3,204 |
| 100 |
123.73 |
43.67 |
80.06 |
182.1% |
1.68 |
3.8% |
0% |
False |
True |
2,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.21 |
|
2.618 |
53.69 |
|
1.618 |
50.92 |
|
1.000 |
49.21 |
|
0.618 |
48.15 |
|
HIGH |
46.44 |
|
0.618 |
45.38 |
|
0.500 |
45.06 |
|
0.382 |
44.73 |
|
LOW |
43.67 |
|
0.618 |
41.96 |
|
1.000 |
40.90 |
|
1.618 |
39.19 |
|
2.618 |
36.42 |
|
4.250 |
31.90 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
45.06 |
47.62 |
| PP |
44.69 |
46.40 |
| S1 |
44.33 |
45.19 |
|