NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
46.99 |
48.35 |
1.36 |
2.9% |
56.66 |
| High |
50.21 |
53.80 |
3.59 |
7.1% |
56.66 |
| Low |
46.34 |
47.86 |
1.52 |
3.3% |
44.25 |
| Close |
48.04 |
52.97 |
4.93 |
10.3% |
44.76 |
| Range |
3.87 |
5.94 |
2.07 |
53.5% |
12.41 |
| ATR |
4.02 |
4.16 |
0.14 |
3.4% |
0.00 |
| Volume |
46,862 |
74,689 |
27,827 |
59.4% |
147,655 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.36 |
67.11 |
56.24 |
|
| R3 |
63.42 |
61.17 |
54.60 |
|
| R2 |
57.48 |
57.48 |
54.06 |
|
| R1 |
55.23 |
55.23 |
53.51 |
56.36 |
| PP |
51.54 |
51.54 |
51.54 |
52.11 |
| S1 |
49.29 |
49.29 |
52.43 |
50.42 |
| S2 |
45.60 |
45.60 |
51.88 |
|
| S3 |
39.66 |
43.35 |
51.34 |
|
| S4 |
33.72 |
37.41 |
49.70 |
|
|
| 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 |
53.80 |
44.25 |
9.55 |
18.0% |
3.86 |
7.3% |
91% |
True |
False |
57,801 |
| 10 |
58.48 |
44.25 |
14.23 |
26.9% |
3.78 |
7.1% |
61% |
False |
False |
42,052 |
| 20 |
61.86 |
44.25 |
17.61 |
33.2% |
3.75 |
7.1% |
50% |
False |
False |
32,003 |
| 40 |
77.08 |
44.25 |
32.83 |
62.0% |
4.22 |
8.0% |
27% |
False |
False |
22,496 |
| 60 |
111.00 |
44.25 |
66.75 |
126.0% |
4.52 |
8.5% |
13% |
False |
False |
17,585 |
| 80 |
123.30 |
44.25 |
79.05 |
149.2% |
4.27 |
8.1% |
11% |
False |
False |
14,202 |
| 100 |
130.50 |
44.25 |
86.25 |
162.8% |
3.89 |
7.3% |
10% |
False |
False |
11,807 |
| 120 |
148.35 |
44.25 |
104.10 |
196.5% |
3.53 |
6.7% |
8% |
False |
False |
10,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.05 |
|
2.618 |
69.35 |
|
1.618 |
63.41 |
|
1.000 |
59.74 |
|
0.618 |
57.47 |
|
HIGH |
53.80 |
|
0.618 |
51.53 |
|
0.500 |
50.83 |
|
0.382 |
50.13 |
|
LOW |
47.86 |
|
0.618 |
44.19 |
|
1.000 |
41.92 |
|
1.618 |
38.25 |
|
2.618 |
32.31 |
|
4.250 |
22.62 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
52.26 |
52.00 |
| PP |
51.54 |
51.04 |
| S1 |
50.83 |
50.07 |
|