NYMEX Light Sweet Crude Oil Future February 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 |
43.69 |
46.58 |
2.89 |
6.6% |
55.67 |
High |
47.00 |
47.05 |
0.05 |
0.1% |
55.77 |
Low |
43.69 |
44.43 |
0.74 |
1.7% |
42.51 |
Close |
46.36 |
44.66 |
-1.70 |
-3.7% |
42.93 |
Range |
3.31 |
2.62 |
-0.69 |
-20.8% |
13.26 |
ATR |
4.27 |
4.15 |
-0.12 |
-2.8% |
0.00 |
Volume |
157,572 |
164,570 |
6,998 |
4.4% |
280,328 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.24 |
51.57 |
46.10 |
|
R3 |
50.62 |
48.95 |
45.38 |
|
R2 |
48.00 |
48.00 |
45.14 |
|
R1 |
46.33 |
46.33 |
44.90 |
45.86 |
PP |
45.38 |
45.38 |
45.38 |
45.14 |
S1 |
43.71 |
43.71 |
44.42 |
43.24 |
S2 |
42.76 |
42.76 |
44.18 |
|
S3 |
40.14 |
41.09 |
43.94 |
|
S4 |
37.52 |
38.47 |
43.22 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.85 |
78.15 |
50.22 |
|
R3 |
73.59 |
64.89 |
46.58 |
|
R2 |
60.33 |
60.33 |
45.36 |
|
R1 |
51.63 |
51.63 |
44.15 |
49.35 |
PP |
47.07 |
47.07 |
47.07 |
45.93 |
S1 |
38.37 |
38.37 |
41.71 |
36.09 |
S2 |
33.81 |
33.81 |
40.50 |
|
S3 |
20.55 |
25.11 |
39.28 |
|
S4 |
7.29 |
11.85 |
35.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.54 |
42.51 |
7.03 |
15.7% |
3.00 |
6.7% |
31% |
False |
False |
103,268 |
10 |
57.24 |
42.51 |
14.73 |
33.0% |
3.76 |
8.4% |
15% |
False |
False |
77,448 |
20 |
63.57 |
42.51 |
21.06 |
47.2% |
3.83 |
8.6% |
10% |
False |
False |
57,180 |
40 |
85.78 |
42.51 |
43.27 |
96.9% |
4.45 |
10.0% |
5% |
False |
False |
38,118 |
60 |
109.44 |
42.51 |
66.93 |
149.9% |
4.67 |
10.4% |
3% |
False |
False |
29,026 |
80 |
123.65 |
42.51 |
81.14 |
181.7% |
4.46 |
10.0% |
3% |
False |
False |
22,962 |
100 |
133.55 |
42.51 |
91.04 |
203.9% |
4.20 |
9.4% |
2% |
False |
False |
18,941 |
120 |
148.17 |
42.51 |
105.66 |
236.6% |
3.79 |
8.5% |
2% |
False |
False |
16,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.19 |
2.618 |
53.91 |
1.618 |
51.29 |
1.000 |
49.67 |
0.618 |
48.67 |
HIGH |
47.05 |
0.618 |
46.05 |
0.500 |
45.74 |
0.382 |
45.43 |
LOW |
44.43 |
0.618 |
42.81 |
1.000 |
41.81 |
1.618 |
40.19 |
2.618 |
37.57 |
4.250 |
33.30 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
45.74 |
44.78 |
PP |
45.38 |
44.74 |
S1 |
45.02 |
44.70 |
|