NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
48.80 |
46.99 |
-1.81 |
-3.7% |
56.66 |
High |
49.25 |
50.21 |
0.96 |
1.9% |
56.66 |
Low |
46.59 |
46.34 |
-0.25 |
-0.5% |
44.25 |
Close |
46.86 |
48.04 |
1.18 |
2.5% |
44.76 |
Range |
2.66 |
3.87 |
1.21 |
45.5% |
12.41 |
ATR |
4.03 |
4.02 |
-0.01 |
-0.3% |
0.00 |
Volume |
63,760 |
46,862 |
-16,898 |
-26.5% |
147,655 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.81 |
57.79 |
50.17 |
|
R3 |
55.94 |
53.92 |
49.10 |
|
R2 |
52.07 |
52.07 |
48.75 |
|
R1 |
50.05 |
50.05 |
48.39 |
51.06 |
PP |
48.20 |
48.20 |
48.20 |
48.70 |
S1 |
46.18 |
46.18 |
47.69 |
47.19 |
S2 |
44.33 |
44.33 |
47.33 |
|
S3 |
40.46 |
42.31 |
46.98 |
|
S4 |
36.59 |
38.44 |
45.91 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.79 |
77.68 |
51.59 |
|
R3 |
73.38 |
65.27 |
48.17 |
|
R2 |
60.97 |
60.97 |
47.04 |
|
R1 |
52.86 |
52.86 |
45.90 |
50.71 |
PP |
48.56 |
48.56 |
48.56 |
47.48 |
S1 |
40.45 |
40.45 |
43.62 |
38.30 |
S2 |
36.15 |
36.15 |
42.48 |
|
S3 |
23.74 |
28.04 |
41.35 |
|
S4 |
11.33 |
15.63 |
37.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.29 |
44.25 |
6.04 |
12.6% |
3.43 |
7.1% |
63% |
False |
False |
50,032 |
10 |
58.48 |
44.25 |
14.23 |
29.6% |
3.65 |
7.6% |
27% |
False |
False |
36,861 |
20 |
62.21 |
44.25 |
17.96 |
37.4% |
3.65 |
7.6% |
21% |
False |
False |
28,772 |
40 |
80.40 |
44.25 |
36.15 |
75.2% |
4.20 |
8.7% |
10% |
False |
False |
20,837 |
60 |
111.00 |
44.25 |
66.75 |
138.9% |
4.51 |
9.4% |
6% |
False |
False |
16,437 |
80 |
123.30 |
44.25 |
79.05 |
164.6% |
4.23 |
8.8% |
5% |
False |
False |
13,285 |
100 |
132.00 |
44.25 |
87.75 |
182.7% |
3.85 |
8.0% |
4% |
False |
False |
11,071 |
120 |
148.35 |
44.25 |
104.10 |
216.7% |
3.48 |
7.2% |
4% |
False |
False |
9,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.66 |
2.618 |
60.34 |
1.618 |
56.47 |
1.000 |
54.08 |
0.618 |
52.60 |
HIGH |
50.21 |
0.618 |
48.73 |
0.500 |
48.28 |
0.382 |
47.82 |
LOW |
46.34 |
0.618 |
43.95 |
1.000 |
42.47 |
1.618 |
40.08 |
2.618 |
36.21 |
4.250 |
29.89 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
48.28 |
48.02 |
PP |
48.20 |
48.01 |
S1 |
48.12 |
47.99 |
|