NYMEX Light Sweet Crude Oil Future August 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 |
48.61 |
46.42 |
-2.19 |
-4.5% |
56.50 |
| High |
48.61 |
47.08 |
-1.53 |
-3.1% |
56.50 |
| Low |
48.51 |
44.75 |
-3.76 |
-7.8% |
51.93 |
| Close |
48.46 |
45.02 |
-3.44 |
-7.1% |
52.06 |
| Range |
0.10 |
2.33 |
2.23 |
2,230.0% |
4.57 |
| ATR |
2.05 |
2.17 |
0.12 |
5.8% |
0.00 |
| Volume |
4,489 |
4,524 |
35 |
0.8% |
16,043 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.61 |
51.14 |
46.30 |
|
| R3 |
50.28 |
48.81 |
45.66 |
|
| R2 |
47.95 |
47.95 |
45.45 |
|
| R1 |
46.48 |
46.48 |
45.23 |
46.05 |
| PP |
45.62 |
45.62 |
45.62 |
45.40 |
| S1 |
44.15 |
44.15 |
44.81 |
43.72 |
| S2 |
43.29 |
43.29 |
44.59 |
|
| S3 |
40.96 |
41.82 |
44.38 |
|
| S4 |
38.63 |
39.49 |
43.74 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.21 |
64.20 |
54.57 |
|
| R3 |
62.64 |
59.63 |
53.32 |
|
| R2 |
58.07 |
58.07 |
52.90 |
|
| R1 |
55.06 |
55.06 |
52.48 |
54.28 |
| PP |
53.50 |
53.50 |
53.50 |
53.11 |
| S1 |
50.49 |
50.49 |
51.64 |
49.71 |
| S2 |
48.93 |
48.93 |
51.22 |
|
| S3 |
44.36 |
45.92 |
50.80 |
|
| S4 |
39.79 |
41.35 |
49.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.83 |
44.75 |
9.08 |
20.2% |
0.95 |
2.1% |
3% |
False |
True |
4,730 |
| 10 |
57.29 |
44.75 |
12.54 |
27.9% |
1.09 |
2.4% |
2% |
False |
True |
3,714 |
| 20 |
62.08 |
44.75 |
17.33 |
38.5% |
0.79 |
1.8% |
2% |
False |
True |
3,158 |
| 40 |
76.95 |
44.75 |
32.20 |
71.5% |
1.29 |
2.9% |
1% |
False |
True |
2,565 |
| 60 |
99.90 |
44.75 |
55.15 |
122.5% |
1.21 |
2.7% |
0% |
False |
True |
2,150 |
| 80 |
113.14 |
44.75 |
68.39 |
151.9% |
1.08 |
2.4% |
0% |
False |
True |
1,704 |
| 100 |
123.71 |
44.75 |
78.96 |
175.4% |
0.87 |
1.9% |
0% |
False |
True |
1,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.98 |
|
2.618 |
53.18 |
|
1.618 |
50.85 |
|
1.000 |
49.41 |
|
0.618 |
48.52 |
|
HIGH |
47.08 |
|
0.618 |
46.19 |
|
0.500 |
45.92 |
|
0.382 |
45.64 |
|
LOW |
44.75 |
|
0.618 |
43.31 |
|
1.000 |
42.42 |
|
1.618 |
40.98 |
|
2.618 |
38.65 |
|
4.250 |
34.85 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
45.92 |
47.05 |
| PP |
45.62 |
46.37 |
| S1 |
45.32 |
45.70 |
|