NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 19-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
44.66 |
42.17 |
-2.49 |
-5.6% |
49.29 |
High |
45.64 |
43.25 |
-2.39 |
-5.2% |
52.95 |
Low |
41.55 |
40.90 |
-0.65 |
-1.6% |
40.90 |
Close |
41.67 |
42.36 |
0.69 |
1.7% |
42.36 |
Range |
4.09 |
2.35 |
-1.74 |
-42.5% |
12.05 |
ATR |
4.34 |
4.20 |
-0.14 |
-3.3% |
0.00 |
Volume |
253,901 |
233,662 |
-20,239 |
-8.0% |
887,302 |
|
Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.22 |
48.14 |
43.65 |
|
R3 |
46.87 |
45.79 |
43.01 |
|
R2 |
44.52 |
44.52 |
42.79 |
|
R1 |
43.44 |
43.44 |
42.58 |
43.98 |
PP |
42.17 |
42.17 |
42.17 |
42.44 |
S1 |
41.09 |
41.09 |
42.14 |
41.63 |
S2 |
39.82 |
39.82 |
41.93 |
|
S3 |
37.47 |
38.74 |
41.71 |
|
S4 |
35.12 |
36.39 |
41.07 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.55 |
74.01 |
48.99 |
|
R3 |
69.50 |
61.96 |
45.67 |
|
R2 |
57.45 |
57.45 |
44.57 |
|
R1 |
49.91 |
49.91 |
43.46 |
47.66 |
PP |
45.40 |
45.40 |
45.40 |
44.28 |
S1 |
37.86 |
37.86 |
41.26 |
35.61 |
S2 |
33.35 |
33.35 |
40.15 |
|
S3 |
21.30 |
25.81 |
39.05 |
|
S4 |
9.25 |
13.76 |
35.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.95 |
40.90 |
12.05 |
28.4% |
4.12 |
9.7% |
12% |
False |
True |
177,460 |
10 |
52.95 |
40.90 |
12.05 |
28.4% |
4.04 |
9.5% |
12% |
False |
True |
166,117 |
20 |
57.24 |
40.90 |
16.34 |
38.6% |
4.07 |
9.6% |
9% |
False |
True |
112,367 |
40 |
72.86 |
40.90 |
31.96 |
75.4% |
4.36 |
10.3% |
5% |
False |
True |
68,793 |
60 |
106.59 |
40.90 |
65.69 |
155.1% |
4.59 |
10.8% |
2% |
False |
True |
49,969 |
80 |
121.18 |
40.90 |
80.28 |
189.5% |
4.50 |
10.6% |
2% |
False |
True |
39,454 |
100 |
129.51 |
40.90 |
88.61 |
209.2% |
4.31 |
10.2% |
2% |
False |
True |
32,167 |
120 |
148.17 |
40.90 |
107.27 |
253.2% |
3.98 |
9.4% |
1% |
False |
True |
27,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.24 |
2.618 |
49.40 |
1.618 |
47.05 |
1.000 |
45.60 |
0.618 |
44.70 |
HIGH |
43.25 |
0.618 |
42.35 |
0.500 |
42.08 |
0.382 |
41.80 |
LOW |
40.90 |
0.618 |
39.45 |
1.000 |
38.55 |
1.618 |
37.10 |
2.618 |
34.75 |
4.250 |
30.91 |
|
|
Fisher Pivots for day following 19-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
42.27 |
44.94 |
PP |
42.17 |
44.08 |
S1 |
42.08 |
43.22 |
|