NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 15-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
47.00 |
46.77 |
-0.23 |
-0.5% |
41.64 |
High |
47.51 |
50.05 |
2.54 |
5.3% |
49.12 |
Low |
43.32 |
43.95 |
0.63 |
1.5% |
41.55 |
Close |
46.28 |
44.51 |
-1.77 |
-3.8% |
46.28 |
Range |
4.19 |
6.10 |
1.91 |
45.6% |
7.57 |
ATR |
4.42 |
4.54 |
0.12 |
2.7% |
0.00 |
Volume |
317,267 |
291,629 |
-25,638 |
-8.1% |
1,537,196 |
|
Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.47 |
60.59 |
47.87 |
|
R3 |
58.37 |
54.49 |
46.19 |
|
R2 |
52.27 |
52.27 |
45.63 |
|
R1 |
48.39 |
48.39 |
45.07 |
47.28 |
PP |
46.17 |
46.17 |
46.17 |
45.62 |
S1 |
42.29 |
42.29 |
43.95 |
41.18 |
S2 |
40.07 |
40.07 |
43.39 |
|
S3 |
33.97 |
36.19 |
42.83 |
|
S4 |
27.87 |
30.09 |
41.16 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.36 |
64.89 |
50.44 |
|
R3 |
60.79 |
57.32 |
48.36 |
|
R2 |
53.22 |
53.22 |
47.67 |
|
R1 |
49.75 |
49.75 |
46.97 |
51.49 |
PP |
45.65 |
45.65 |
45.65 |
46.52 |
S1 |
42.18 |
42.18 |
45.59 |
43.92 |
S2 |
38.08 |
38.08 |
44.89 |
|
S3 |
30.51 |
34.61 |
44.20 |
|
S4 |
22.94 |
27.04 |
42.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.05 |
41.83 |
8.22 |
18.5% |
4.63 |
10.4% |
33% |
True |
False |
300,337 |
10 |
50.25 |
40.50 |
9.75 |
21.9% |
3.95 |
8.9% |
41% |
False |
False |
272,914 |
20 |
59.52 |
40.50 |
19.02 |
42.7% |
4.13 |
9.3% |
21% |
False |
False |
233,535 |
40 |
76.45 |
40.50 |
35.95 |
80.8% |
4.62 |
10.4% |
11% |
False |
False |
151,926 |
60 |
109.36 |
40.50 |
68.86 |
154.7% |
4.97 |
11.2% |
6% |
False |
False |
114,005 |
80 |
123.22 |
40.50 |
82.72 |
185.8% |
4.86 |
10.9% |
5% |
False |
False |
89,524 |
100 |
129.52 |
40.50 |
89.02 |
200.0% |
4.68 |
10.5% |
5% |
False |
False |
73,200 |
120 |
148.35 |
40.50 |
107.85 |
242.3% |
4.50 |
10.1% |
4% |
False |
False |
61,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.98 |
2.618 |
66.02 |
1.618 |
59.92 |
1.000 |
56.15 |
0.618 |
53.82 |
HIGH |
50.05 |
0.618 |
47.72 |
0.500 |
47.00 |
0.382 |
46.28 |
LOW |
43.95 |
0.618 |
40.18 |
1.000 |
37.85 |
1.618 |
34.08 |
2.618 |
27.98 |
4.250 |
18.03 |
|
|
Fisher Pivots for day following 15-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
47.00 |
46.67 |
PP |
46.17 |
45.95 |
S1 |
45.34 |
45.23 |
|