NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
49.06 |
49.31 |
0.25 |
0.5% |
49.34 |
| High |
49.06 |
50.00 |
0.94 |
1.9% |
49.34 |
| Low |
48.00 |
49.00 |
1.00 |
2.1% |
44.75 |
| Close |
49.68 |
49.96 |
0.28 |
0.6% |
47.43 |
| Range |
1.06 |
1.00 |
-0.06 |
-5.7% |
4.59 |
| ATR |
2.15 |
2.07 |
-0.08 |
-3.8% |
0.00 |
| Volume |
752 |
1,426 |
674 |
89.6% |
15,952 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.65 |
52.31 |
50.51 |
|
| R3 |
51.65 |
51.31 |
50.24 |
|
| R2 |
50.65 |
50.65 |
50.14 |
|
| R1 |
50.31 |
50.31 |
50.05 |
50.48 |
| PP |
49.65 |
49.65 |
49.65 |
49.74 |
| S1 |
49.31 |
49.31 |
49.87 |
49.48 |
| S2 |
48.65 |
48.65 |
49.78 |
|
| S3 |
47.65 |
48.31 |
49.69 |
|
| S4 |
46.65 |
47.31 |
49.41 |
|
|
| 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 |
50.00 |
44.75 |
5.25 |
10.5% |
0.90 |
1.8% |
99% |
True |
False |
2,305 |
| 10 |
55.30 |
44.75 |
10.55 |
21.1% |
0.92 |
1.8% |
49% |
False |
False |
3,179 |
| 20 |
57.29 |
44.75 |
12.54 |
25.1% |
0.89 |
1.8% |
42% |
False |
False |
2,954 |
| 40 |
76.95 |
44.75 |
32.20 |
64.5% |
1.20 |
2.4% |
16% |
False |
False |
2,366 |
| 60 |
90.08 |
44.75 |
45.33 |
90.7% |
1.24 |
2.5% |
11% |
False |
False |
2,085 |
| 80 |
109.67 |
44.75 |
64.92 |
129.9% |
1.10 |
2.2% |
8% |
False |
False |
1,715 |
| 100 |
123.71 |
44.75 |
78.96 |
158.0% |
0.89 |
1.8% |
7% |
False |
False |
1,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.25 |
|
2.618 |
52.62 |
|
1.618 |
51.62 |
|
1.000 |
51.00 |
|
0.618 |
50.62 |
|
HIGH |
50.00 |
|
0.618 |
49.62 |
|
0.500 |
49.50 |
|
0.382 |
49.38 |
|
LOW |
49.00 |
|
0.618 |
48.38 |
|
1.000 |
48.00 |
|
1.618 |
47.38 |
|
2.618 |
46.38 |
|
4.250 |
44.75 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
49.81 |
49.55 |
| PP |
49.65 |
49.13 |
| S1 |
49.50 |
48.72 |
|