NYMEX Light Sweet Crude Oil Future August 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 |
47.43 |
49.06 |
1.63 |
3.4% |
49.34 |
| High |
47.43 |
49.06 |
1.63 |
3.4% |
49.34 |
| Low |
47.43 |
48.00 |
0.57 |
1.2% |
44.75 |
| Close |
47.43 |
49.68 |
2.25 |
4.7% |
47.43 |
| Range |
0.00 |
1.06 |
1.06 |
|
4.59 |
| ATR |
2.19 |
2.15 |
-0.04 |
-1.8% |
0.00 |
| Volume |
336 |
752 |
416 |
123.8% |
15,952 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.09 |
51.95 |
50.26 |
|
| R3 |
51.03 |
50.89 |
49.97 |
|
| R2 |
49.97 |
49.97 |
49.87 |
|
| R1 |
49.83 |
49.83 |
49.78 |
49.90 |
| PP |
48.91 |
48.91 |
48.91 |
48.95 |
| S1 |
48.77 |
48.77 |
49.58 |
48.84 |
| S2 |
47.85 |
47.85 |
49.49 |
|
| S3 |
46.79 |
47.71 |
49.39 |
|
| S4 |
45.73 |
46.65 |
49.10 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.94 |
58.78 |
49.95 |
|
| R3 |
56.35 |
54.19 |
48.69 |
|
| R2 |
51.76 |
51.76 |
48.27 |
|
| R1 |
49.60 |
49.60 |
47.85 |
48.39 |
| PP |
47.17 |
47.17 |
47.17 |
46.57 |
| S1 |
45.01 |
45.01 |
47.01 |
43.80 |
| S2 |
42.58 |
42.58 |
46.59 |
|
| S3 |
37.99 |
40.42 |
46.17 |
|
| S4 |
33.40 |
35.83 |
44.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.34 |
44.75 |
4.59 |
9.2% |
0.70 |
1.4% |
107% |
False |
False |
3,340 |
| 10 |
56.50 |
44.75 |
11.75 |
23.7% |
0.82 |
1.7% |
42% |
False |
False |
3,274 |
| 20 |
59.37 |
44.75 |
14.62 |
29.4% |
0.84 |
1.7% |
34% |
False |
False |
2,979 |
| 40 |
76.95 |
44.75 |
32.20 |
64.8% |
1.20 |
2.4% |
15% |
False |
False |
2,512 |
| 60 |
94.32 |
44.75 |
49.57 |
99.8% |
1.22 |
2.5% |
10% |
False |
False |
2,143 |
| 80 |
109.67 |
44.75 |
64.92 |
130.7% |
1.09 |
2.2% |
8% |
False |
False |
1,709 |
| 100 |
123.71 |
44.75 |
78.96 |
158.9% |
0.88 |
1.8% |
6% |
False |
False |
1,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.57 |
|
2.618 |
51.84 |
|
1.618 |
50.78 |
|
1.000 |
50.12 |
|
0.618 |
49.72 |
|
HIGH |
49.06 |
|
0.618 |
48.66 |
|
0.500 |
48.53 |
|
0.382 |
48.40 |
|
LOW |
48.00 |
|
0.618 |
47.34 |
|
1.000 |
46.94 |
|
1.618 |
46.28 |
|
2.618 |
45.22 |
|
4.250 |
43.50 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
49.30 |
48.76 |
| PP |
48.91 |
47.83 |
| S1 |
48.53 |
46.91 |
|