NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
41.64 |
44.05 |
2.41 |
5.8% |
54.62 |
High |
44.70 |
44.57 |
-0.13 |
-0.3% |
54.62 |
Low |
41.55 |
41.83 |
0.28 |
0.7% |
40.50 |
Close |
43.71 |
42.07 |
-1.64 |
-3.8% |
40.81 |
Range |
3.15 |
2.74 |
-0.41 |
-13.0% |
14.12 |
ATR |
4.42 |
4.30 |
-0.12 |
-2.7% |
0.00 |
Volume |
327,140 |
289,529 |
-37,611 |
-11.5% |
1,029,471 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.04 |
49.30 |
43.58 |
|
R3 |
48.30 |
46.56 |
42.82 |
|
R2 |
45.56 |
45.56 |
42.57 |
|
R1 |
43.82 |
43.82 |
42.32 |
43.32 |
PP |
42.82 |
42.82 |
42.82 |
42.58 |
S1 |
41.08 |
41.08 |
41.82 |
40.58 |
S2 |
40.08 |
40.08 |
41.57 |
|
S3 |
37.34 |
38.34 |
41.32 |
|
S4 |
34.60 |
35.60 |
40.56 |
|
|
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 |
48.10 |
40.50 |
7.60 |
18.1% |
3.12 |
7.4% |
21% |
False |
False |
259,987 |
10 |
55.98 |
40.50 |
15.48 |
36.8% |
3.89 |
9.2% |
10% |
False |
False |
235,105 |
20 |
62.95 |
40.50 |
22.45 |
53.4% |
3.96 |
9.4% |
7% |
False |
False |
194,713 |
40 |
85.58 |
40.50 |
45.08 |
107.2% |
4.67 |
11.1% |
3% |
False |
False |
125,658 |
60 |
109.36 |
40.50 |
68.86 |
163.7% |
4.98 |
11.8% |
2% |
False |
False |
95,764 |
80 |
123.22 |
40.50 |
82.72 |
196.6% |
4.83 |
11.5% |
2% |
False |
False |
74,651 |
100 |
134.05 |
40.50 |
93.55 |
222.4% |
4.62 |
11.0% |
2% |
False |
False |
61,272 |
120 |
148.35 |
40.50 |
107.85 |
256.4% |
4.40 |
10.5% |
1% |
False |
False |
51,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.22 |
2.618 |
51.74 |
1.618 |
49.00 |
1.000 |
47.31 |
0.618 |
46.26 |
HIGH |
44.57 |
0.618 |
43.52 |
0.500 |
43.20 |
0.382 |
42.88 |
LOW |
41.83 |
0.618 |
40.14 |
1.000 |
39.09 |
1.618 |
37.40 |
2.618 |
34.66 |
4.250 |
30.19 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
43.20 |
42.60 |
PP |
42.82 |
42.42 |
S1 |
42.45 |
42.25 |
|