NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 26-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
39.15 |
35.70 |
-3.45 |
-8.8% |
42.79 |
High |
39.69 |
38.03 |
-1.66 |
-4.2% |
43.44 |
Low |
35.13 |
35.35 |
0.22 |
0.6% |
35.13 |
Close |
35.35 |
37.71 |
2.36 |
6.7% |
37.71 |
Range |
4.56 |
2.68 |
-1.88 |
-41.2% |
8.31 |
ATR |
4.12 |
4.02 |
-0.10 |
-2.5% |
0.00 |
Volume |
146,203 |
93,376 |
-52,827 |
-36.1% |
583,572 |
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.07 |
44.07 |
39.18 |
|
R3 |
42.39 |
41.39 |
38.45 |
|
R2 |
39.71 |
39.71 |
38.20 |
|
R1 |
38.71 |
38.71 |
37.96 |
39.21 |
PP |
37.03 |
37.03 |
37.03 |
37.28 |
S1 |
36.03 |
36.03 |
37.46 |
36.53 |
S2 |
34.35 |
34.35 |
37.22 |
|
S3 |
31.67 |
33.35 |
36.97 |
|
S4 |
28.99 |
30.67 |
36.24 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.69 |
59.01 |
42.28 |
|
R3 |
55.38 |
50.70 |
40.00 |
|
R2 |
47.07 |
47.07 |
39.23 |
|
R1 |
42.39 |
42.39 |
38.47 |
40.58 |
PP |
38.76 |
38.76 |
38.76 |
37.85 |
S1 |
34.08 |
34.08 |
36.95 |
32.27 |
S2 |
30.45 |
30.45 |
36.19 |
|
S3 |
22.14 |
25.77 |
35.42 |
|
S4 |
13.83 |
17.46 |
33.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.44 |
35.13 |
8.31 |
22.0% |
3.28 |
8.7% |
31% |
False |
False |
163,446 |
10 |
52.95 |
35.13 |
17.82 |
47.3% |
3.85 |
10.2% |
14% |
False |
False |
162,080 |
20 |
57.24 |
35.13 |
22.11 |
58.6% |
3.87 |
10.3% |
12% |
False |
False |
129,533 |
40 |
72.86 |
35.13 |
37.73 |
100.1% |
4.24 |
11.2% |
7% |
False |
False |
81,482 |
60 |
99.55 |
35.13 |
64.42 |
170.8% |
4.40 |
11.7% |
4% |
False |
False |
59,080 |
80 |
112.15 |
35.13 |
77.02 |
204.2% |
4.42 |
11.7% |
3% |
False |
False |
46,481 |
100 |
123.65 |
35.13 |
88.52 |
234.7% |
4.29 |
11.4% |
3% |
False |
False |
37,877 |
120 |
148.17 |
35.13 |
113.04 |
299.8% |
4.08 |
10.8% |
2% |
False |
False |
31,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.42 |
2.618 |
45.05 |
1.618 |
42.37 |
1.000 |
40.71 |
0.618 |
39.69 |
HIGH |
38.03 |
0.618 |
37.01 |
0.500 |
36.69 |
0.382 |
36.37 |
LOW |
35.35 |
0.618 |
33.69 |
1.000 |
32.67 |
1.618 |
31.01 |
2.618 |
28.33 |
4.250 |
23.96 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
37.37 |
37.89 |
PP |
37.03 |
37.83 |
S1 |
36.69 |
37.77 |
|