NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
42.17 |
42.79 |
0.62 |
1.5% |
49.29 |
High |
43.25 |
43.44 |
0.19 |
0.4% |
52.95 |
Low |
40.90 |
39.50 |
-1.40 |
-3.4% |
40.90 |
Close |
42.36 |
39.91 |
-2.45 |
-5.8% |
42.36 |
Range |
2.35 |
3.94 |
1.59 |
67.7% |
12.05 |
ATR |
4.20 |
4.18 |
-0.02 |
-0.4% |
0.00 |
Volume |
233,662 |
194,858 |
-38,804 |
-16.6% |
887,302 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.77 |
50.28 |
42.08 |
|
R3 |
48.83 |
46.34 |
40.99 |
|
R2 |
44.89 |
44.89 |
40.63 |
|
R1 |
42.40 |
42.40 |
40.27 |
41.68 |
PP |
40.95 |
40.95 |
40.95 |
40.59 |
S1 |
38.46 |
38.46 |
39.55 |
37.74 |
S2 |
37.01 |
37.01 |
39.19 |
|
S3 |
33.07 |
34.52 |
38.83 |
|
S4 |
29.13 |
30.58 |
37.74 |
|
|
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 |
49.54 |
39.50 |
10.04 |
25.2% |
3.73 |
9.4% |
4% |
False |
True |
191,064 |
10 |
52.95 |
39.50 |
13.45 |
33.7% |
4.11 |
10.3% |
3% |
False |
True |
169,845 |
20 |
57.24 |
39.50 |
17.74 |
44.5% |
4.13 |
10.4% |
2% |
False |
True |
119,107 |
40 |
72.86 |
39.50 |
33.36 |
83.6% |
4.30 |
10.8% |
1% |
False |
True |
73,180 |
60 |
105.77 |
39.50 |
66.27 |
166.0% |
4.62 |
11.6% |
1% |
False |
True |
53,055 |
80 |
119.70 |
39.50 |
80.20 |
201.0% |
4.49 |
11.3% |
1% |
False |
True |
41,850 |
100 |
129.51 |
39.50 |
90.01 |
225.5% |
4.32 |
10.8% |
0% |
False |
True |
34,082 |
120 |
148.17 |
39.50 |
108.67 |
272.3% |
4.01 |
10.0% |
0% |
False |
True |
28,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.19 |
2.618 |
53.75 |
1.618 |
49.81 |
1.000 |
47.38 |
0.618 |
45.87 |
HIGH |
43.44 |
0.618 |
41.93 |
0.500 |
41.47 |
0.382 |
41.01 |
LOW |
39.50 |
0.618 |
37.07 |
1.000 |
35.56 |
1.618 |
33.13 |
2.618 |
29.19 |
4.250 |
22.76 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
41.47 |
42.57 |
PP |
40.95 |
41.68 |
S1 |
40.43 |
40.80 |
|