NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
44.97 |
49.32 |
4.35 |
9.7% |
51.15 |
| High |
46.75 |
49.45 |
2.70 |
5.8% |
51.56 |
| Low |
44.08 |
46.55 |
2.47 |
5.6% |
43.67 |
| Close |
46.33 |
48.66 |
2.33 |
5.0% |
46.33 |
| Range |
2.67 |
2.90 |
0.23 |
8.6% |
7.89 |
| ATR |
3.23 |
3.22 |
-0.01 |
-0.2% |
0.00 |
| Volume |
4,565 |
5,054 |
489 |
10.7% |
29,160 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.92 |
55.69 |
50.26 |
|
| R3 |
54.02 |
52.79 |
49.46 |
|
| R2 |
51.12 |
51.12 |
49.19 |
|
| R1 |
49.89 |
49.89 |
48.93 |
49.06 |
| PP |
48.22 |
48.22 |
48.22 |
47.80 |
| S1 |
46.99 |
46.99 |
48.39 |
46.16 |
| S2 |
45.32 |
45.32 |
48.13 |
|
| S3 |
42.42 |
44.09 |
47.86 |
|
| S4 |
39.52 |
41.19 |
47.07 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.86 |
66.48 |
50.67 |
|
| R3 |
62.97 |
58.59 |
48.50 |
|
| R2 |
55.08 |
55.08 |
47.78 |
|
| R1 |
50.70 |
50.70 |
47.05 |
48.95 |
| PP |
47.19 |
47.19 |
47.19 |
46.31 |
| S1 |
42.81 |
42.81 |
45.61 |
41.06 |
| S2 |
39.30 |
39.30 |
44.88 |
|
| S3 |
31.41 |
34.92 |
44.16 |
|
| S4 |
23.52 |
27.03 |
41.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.56 |
43.67 |
7.89 |
16.2% |
2.88 |
5.9% |
63% |
False |
False |
6,842 |
| 10 |
59.43 |
43.67 |
15.76 |
32.4% |
3.01 |
6.2% |
32% |
False |
False |
6,829 |
| 20 |
60.24 |
43.67 |
16.57 |
34.1% |
3.07 |
6.3% |
30% |
False |
False |
6,267 |
| 40 |
76.25 |
43.67 |
32.58 |
67.0% |
2.75 |
5.7% |
15% |
False |
False |
4,805 |
| 60 |
94.07 |
43.67 |
50.40 |
103.6% |
2.43 |
5.0% |
10% |
False |
False |
4,106 |
| 80 |
110.25 |
43.67 |
66.58 |
136.8% |
2.07 |
4.3% |
7% |
False |
False |
3,313 |
| 100 |
123.73 |
43.67 |
80.06 |
164.5% |
1.73 |
3.6% |
6% |
False |
False |
2,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.78 |
|
2.618 |
57.04 |
|
1.618 |
54.14 |
|
1.000 |
52.35 |
|
0.618 |
51.24 |
|
HIGH |
49.45 |
|
0.618 |
48.34 |
|
0.500 |
48.00 |
|
0.382 |
47.66 |
|
LOW |
46.55 |
|
0.618 |
44.76 |
|
1.000 |
43.65 |
|
1.618 |
41.86 |
|
2.618 |
38.96 |
|
4.250 |
34.23 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
48.44 |
47.96 |
| PP |
48.22 |
47.26 |
| S1 |
48.00 |
46.56 |
|