NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 23-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
42.79 |
39.55 |
-3.24 |
-7.6% |
49.29 |
High |
43.44 |
40.65 |
-2.79 |
-6.4% |
52.95 |
Low |
39.50 |
37.79 |
-1.71 |
-4.3% |
40.90 |
Close |
39.91 |
38.98 |
-0.93 |
-2.3% |
42.36 |
Range |
3.94 |
2.86 |
-1.08 |
-27.4% |
12.05 |
ATR |
4.18 |
4.09 |
-0.09 |
-2.3% |
0.00 |
Volume |
194,858 |
149,135 |
-45,723 |
-23.5% |
887,302 |
|
Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.72 |
46.21 |
40.55 |
|
R3 |
44.86 |
43.35 |
39.77 |
|
R2 |
42.00 |
42.00 |
39.50 |
|
R1 |
40.49 |
40.49 |
39.24 |
39.82 |
PP |
39.14 |
39.14 |
39.14 |
38.80 |
S1 |
37.63 |
37.63 |
38.72 |
36.96 |
S2 |
36.28 |
36.28 |
38.46 |
|
S3 |
33.42 |
34.77 |
38.19 |
|
S4 |
30.56 |
31.91 |
37.41 |
|
|
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 |
48.98 |
37.79 |
11.19 |
28.7% |
3.56 |
9.1% |
11% |
False |
True |
197,372 |
10 |
52.95 |
37.79 |
15.16 |
38.9% |
4.13 |
10.6% |
8% |
False |
True |
168,302 |
20 |
57.24 |
37.79 |
19.45 |
49.9% |
3.95 |
10.1% |
6% |
False |
True |
122,875 |
40 |
72.86 |
37.79 |
35.07 |
90.0% |
4.27 |
11.0% |
3% |
False |
True |
76,435 |
60 |
102.17 |
37.79 |
64.38 |
165.2% |
4.51 |
11.6% |
2% |
False |
True |
55,436 |
80 |
118.20 |
37.79 |
80.41 |
206.3% |
4.49 |
11.5% |
1% |
False |
True |
43,654 |
100 |
127.89 |
37.79 |
90.10 |
231.1% |
4.30 |
11.0% |
1% |
False |
True |
35,544 |
120 |
148.17 |
37.79 |
110.38 |
283.2% |
4.03 |
10.3% |
1% |
False |
True |
29,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.81 |
2.618 |
48.14 |
1.618 |
45.28 |
1.000 |
43.51 |
0.618 |
42.42 |
HIGH |
40.65 |
0.618 |
39.56 |
0.500 |
39.22 |
0.382 |
38.88 |
LOW |
37.79 |
0.618 |
36.02 |
1.000 |
34.93 |
1.618 |
33.16 |
2.618 |
30.30 |
4.250 |
25.64 |
|
|
Fisher Pivots for day following 23-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
39.22 |
40.62 |
PP |
39.14 |
40.07 |
S1 |
39.06 |
39.53 |
|