NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
43.78 |
41.64 |
-2.14 |
-4.9% |
54.62 |
High |
44.47 |
44.70 |
0.23 |
0.5% |
54.62 |
Low |
40.50 |
41.55 |
1.05 |
2.6% |
40.50 |
Close |
40.81 |
43.71 |
2.90 |
7.1% |
40.81 |
Range |
3.97 |
3.15 |
-0.82 |
-20.7% |
14.12 |
ATR |
4.46 |
4.42 |
-0.04 |
-0.9% |
0.00 |
Volume |
232,447 |
327,140 |
94,693 |
40.7% |
1,029,471 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.77 |
51.39 |
45.44 |
|
R3 |
49.62 |
48.24 |
44.58 |
|
R2 |
46.47 |
46.47 |
44.29 |
|
R1 |
45.09 |
45.09 |
44.00 |
45.78 |
PP |
43.32 |
43.32 |
43.32 |
43.67 |
S1 |
41.94 |
41.94 |
43.42 |
42.63 |
S2 |
40.17 |
40.17 |
43.13 |
|
S3 |
37.02 |
38.79 |
42.84 |
|
S4 |
33.87 |
35.64 |
41.98 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.67 |
78.36 |
48.58 |
|
R3 |
73.55 |
64.24 |
44.69 |
|
R2 |
59.43 |
59.43 |
43.40 |
|
R1 |
50.12 |
50.12 |
42.10 |
47.72 |
PP |
45.31 |
45.31 |
45.31 |
44.11 |
S1 |
36.00 |
36.00 |
39.52 |
33.60 |
S2 |
31.19 |
31.19 |
38.22 |
|
S3 |
17.07 |
21.88 |
36.93 |
|
S4 |
2.95 |
7.76 |
33.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.25 |
40.50 |
9.75 |
22.3% |
3.26 |
7.5% |
33% |
False |
False |
245,491 |
10 |
55.98 |
40.50 |
15.48 |
35.4% |
4.26 |
9.8% |
21% |
False |
False |
227,517 |
20 |
66.39 |
40.50 |
25.89 |
59.2% |
4.13 |
9.4% |
12% |
False |
False |
184,492 |
40 |
85.58 |
40.50 |
45.08 |
103.1% |
4.68 |
10.7% |
7% |
False |
False |
119,734 |
60 |
109.36 |
40.50 |
68.86 |
157.5% |
5.04 |
11.5% |
5% |
False |
False |
91,237 |
80 |
123.22 |
40.50 |
82.72 |
189.2% |
4.83 |
11.0% |
4% |
False |
False |
71,100 |
100 |
134.20 |
40.50 |
93.70 |
214.4% |
4.63 |
10.6% |
3% |
False |
False |
58,431 |
120 |
148.35 |
40.50 |
107.85 |
246.7% |
4.39 |
10.1% |
3% |
False |
False |
49,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.09 |
2.618 |
52.95 |
1.618 |
49.80 |
1.000 |
47.85 |
0.618 |
46.65 |
HIGH |
44.70 |
0.618 |
43.50 |
0.500 |
43.13 |
0.382 |
42.75 |
LOW |
41.55 |
0.618 |
39.60 |
1.000 |
38.40 |
1.618 |
36.45 |
2.618 |
33.30 |
4.250 |
28.16 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
43.52 |
43.89 |
PP |
43.32 |
43.83 |
S1 |
43.13 |
43.77 |
|