NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 31-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
40.01 |
39.17 |
-0.84 |
-2.1% |
42.79 |
High |
40.39 |
45.54 |
5.15 |
12.8% |
43.44 |
Low |
37.93 |
36.94 |
-0.99 |
-2.6% |
35.13 |
Close |
39.03 |
44.60 |
5.57 |
14.3% |
37.71 |
Range |
2.46 |
8.60 |
6.14 |
249.6% |
8.31 |
ATR |
3.95 |
4.28 |
0.33 |
8.4% |
0.00 |
Volume |
150,601 |
137,263 |
-13,338 |
-8.9% |
583,572 |
|
Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.16 |
64.98 |
49.33 |
|
R3 |
59.56 |
56.38 |
46.97 |
|
R2 |
50.96 |
50.96 |
46.18 |
|
R1 |
47.78 |
47.78 |
45.39 |
49.37 |
PP |
42.36 |
42.36 |
42.36 |
43.16 |
S1 |
39.18 |
39.18 |
43.81 |
40.77 |
S2 |
33.76 |
33.76 |
43.02 |
|
S3 |
25.16 |
30.58 |
42.24 |
|
S4 |
16.56 |
21.98 |
39.87 |
|
|
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 |
45.54 |
35.13 |
10.41 |
23.3% |
4.59 |
10.3% |
91% |
True |
False |
118,399 |
10 |
48.98 |
35.13 |
13.85 |
31.1% |
4.08 |
9.1% |
68% |
False |
False |
157,885 |
20 |
52.95 |
35.13 |
17.82 |
40.0% |
3.96 |
8.9% |
53% |
False |
False |
139,568 |
40 |
72.86 |
35.13 |
37.73 |
84.6% |
4.21 |
9.4% |
25% |
False |
False |
88,257 |
60 |
90.30 |
35.13 |
55.17 |
123.7% |
4.41 |
9.9% |
17% |
False |
False |
64,383 |
80 |
109.44 |
35.13 |
74.31 |
166.6% |
4.50 |
10.1% |
13% |
False |
False |
50,647 |
100 |
123.65 |
35.13 |
88.52 |
198.5% |
4.37 |
9.8% |
11% |
False |
False |
41,260 |
120 |
146.93 |
35.13 |
111.80 |
250.7% |
4.13 |
9.3% |
8% |
False |
False |
34,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.09 |
2.618 |
68.05 |
1.618 |
59.45 |
1.000 |
54.14 |
0.618 |
50.85 |
HIGH |
45.54 |
0.618 |
42.25 |
0.500 |
41.24 |
0.382 |
40.23 |
LOW |
36.94 |
0.618 |
31.63 |
1.000 |
28.34 |
1.618 |
23.03 |
2.618 |
14.43 |
4.250 |
0.39 |
|
|
Fisher Pivots for day following 31-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
43.48 |
43.48 |
PP |
42.36 |
42.36 |
S1 |
41.24 |
41.24 |
|