NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
44.90 |
45.21 |
0.31 |
0.7% |
52.50 |
High |
46.10 |
46.11 |
0.01 |
0.0% |
55.30 |
Low |
43.75 |
42.44 |
-1.31 |
-3.0% |
43.75 |
Close |
45.16 |
42.88 |
-2.28 |
-5.0% |
45.16 |
Range |
2.35 |
3.67 |
1.32 |
56.2% |
11.55 |
ATR |
4.09 |
4.06 |
-0.03 |
-0.7% |
0.00 |
Volume |
63,046 |
54,024 |
-9,022 |
-14.3% |
263,196 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.82 |
52.52 |
44.90 |
|
R3 |
51.15 |
48.85 |
43.89 |
|
R2 |
47.48 |
47.48 |
43.55 |
|
R1 |
45.18 |
45.18 |
43.22 |
44.50 |
PP |
43.81 |
43.81 |
43.81 |
43.47 |
S1 |
41.51 |
41.51 |
42.54 |
40.83 |
S2 |
40.14 |
40.14 |
42.21 |
|
S3 |
36.47 |
37.84 |
41.87 |
|
S4 |
32.80 |
34.17 |
40.86 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.72 |
75.49 |
51.51 |
|
R3 |
71.17 |
63.94 |
48.34 |
|
R2 |
59.62 |
59.62 |
47.28 |
|
R1 |
52.39 |
52.39 |
46.22 |
50.23 |
PP |
48.07 |
48.07 |
48.07 |
46.99 |
S1 |
40.84 |
40.84 |
44.10 |
38.68 |
S2 |
36.52 |
36.52 |
43.04 |
|
S3 |
24.97 |
29.29 |
41.98 |
|
S4 |
13.42 |
17.74 |
38.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.96 |
42.44 |
9.52 |
22.2% |
3.64 |
8.5% |
5% |
False |
True |
53,420 |
10 |
55.30 |
42.44 |
12.86 |
30.0% |
3.99 |
9.3% |
3% |
False |
True |
56,533 |
20 |
58.48 |
42.44 |
16.04 |
37.4% |
3.99 |
9.3% |
3% |
False |
True |
44,182 |
40 |
73.54 |
42.44 |
31.10 |
72.5% |
4.09 |
9.5% |
1% |
False |
True |
30,069 |
60 |
106.03 |
42.44 |
63.59 |
148.3% |
4.42 |
10.3% |
1% |
False |
True |
22,992 |
80 |
119.70 |
42.44 |
77.26 |
180.2% |
4.35 |
10.1% |
1% |
False |
True |
18,733 |
100 |
127.94 |
42.44 |
85.50 |
199.4% |
4.00 |
9.3% |
1% |
False |
True |
15,441 |
120 |
148.35 |
42.44 |
105.91 |
247.0% |
3.72 |
8.7% |
0% |
False |
True |
13,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.71 |
2.618 |
55.72 |
1.618 |
52.05 |
1.000 |
49.78 |
0.618 |
48.38 |
HIGH |
46.11 |
0.618 |
44.71 |
0.500 |
44.28 |
0.382 |
43.84 |
LOW |
42.44 |
0.618 |
40.17 |
1.000 |
38.77 |
1.618 |
36.50 |
2.618 |
32.83 |
4.250 |
26.84 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
44.28 |
45.41 |
PP |
43.81 |
44.57 |
S1 |
43.35 |
43.72 |
|