NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
47.98 |
48.82 |
0.84 |
1.8% |
51.15 |
| High |
49.14 |
54.97 |
5.83 |
11.9% |
51.56 |
| Low |
47.39 |
47.61 |
0.22 |
0.5% |
43.67 |
| Close |
48.91 |
54.31 |
5.40 |
11.0% |
46.33 |
| Range |
1.75 |
7.36 |
5.61 |
320.6% |
7.89 |
| ATR |
3.12 |
3.42 |
0.30 |
9.7% |
0.00 |
| Volume |
6,270 |
9,781 |
3,511 |
56.0% |
29,160 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.38 |
71.70 |
58.36 |
|
| R3 |
67.02 |
64.34 |
56.33 |
|
| R2 |
59.66 |
59.66 |
55.66 |
|
| R1 |
56.98 |
56.98 |
54.98 |
58.32 |
| PP |
52.30 |
52.30 |
52.30 |
52.97 |
| S1 |
49.62 |
49.62 |
53.64 |
50.96 |
| S2 |
44.94 |
44.94 |
52.96 |
|
| S3 |
37.58 |
42.26 |
52.29 |
|
| S4 |
30.22 |
34.90 |
50.26 |
|
|
| 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 |
54.97 |
43.67 |
11.30 |
20.8% |
3.49 |
6.4% |
94% |
True |
False |
6,572 |
| 10 |
55.67 |
43.67 |
12.00 |
22.1% |
3.11 |
5.7% |
89% |
False |
False |
7,573 |
| 20 |
59.43 |
43.67 |
15.76 |
29.0% |
3.22 |
5.9% |
68% |
False |
False |
6,804 |
| 40 |
76.25 |
43.67 |
32.58 |
60.0% |
2.86 |
5.3% |
33% |
False |
False |
5,087 |
| 60 |
91.66 |
43.67 |
47.99 |
88.4% |
2.55 |
4.7% |
22% |
False |
False |
4,253 |
| 80 |
110.25 |
43.67 |
66.58 |
122.6% |
2.19 |
4.0% |
16% |
False |
False |
3,499 |
| 100 |
123.73 |
43.67 |
80.06 |
147.4% |
1.82 |
3.4% |
13% |
False |
False |
2,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.25 |
|
2.618 |
74.24 |
|
1.618 |
66.88 |
|
1.000 |
62.33 |
|
0.618 |
59.52 |
|
HIGH |
54.97 |
|
0.618 |
52.16 |
|
0.500 |
51.29 |
|
0.382 |
50.42 |
|
LOW |
47.61 |
|
0.618 |
43.06 |
|
1.000 |
40.25 |
|
1.618 |
35.70 |
|
2.618 |
28.34 |
|
4.250 |
16.33 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
53.30 |
53.13 |
| PP |
52.30 |
51.94 |
| S1 |
51.29 |
50.76 |
|