NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 23-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
45.21 |
42.69 |
-2.52 |
-5.6% |
52.50 |
High |
46.11 |
43.65 |
-2.46 |
-5.3% |
55.30 |
Low |
42.44 |
40.81 |
-1.63 |
-3.8% |
43.75 |
Close |
42.88 |
42.03 |
-0.85 |
-2.0% |
45.16 |
Range |
3.67 |
2.84 |
-0.83 |
-22.6% |
11.55 |
ATR |
4.06 |
3.97 |
-0.09 |
-2.1% |
0.00 |
Volume |
54,024 |
51,473 |
-2,551 |
-4.7% |
263,196 |
|
Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.68 |
49.20 |
43.59 |
|
R3 |
47.84 |
46.36 |
42.81 |
|
R2 |
45.00 |
45.00 |
42.55 |
|
R1 |
43.52 |
43.52 |
42.29 |
42.84 |
PP |
42.16 |
42.16 |
42.16 |
41.83 |
S1 |
40.68 |
40.68 |
41.77 |
40.00 |
S2 |
39.32 |
39.32 |
41.51 |
|
S3 |
36.48 |
37.84 |
41.25 |
|
S4 |
33.64 |
35.00 |
40.47 |
|
|
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 |
51.51 |
40.81 |
10.70 |
25.5% |
3.49 |
8.3% |
11% |
False |
True |
56,920 |
10 |
55.30 |
40.81 |
14.49 |
34.5% |
4.01 |
9.5% |
8% |
False |
True |
55,304 |
20 |
58.48 |
40.81 |
17.67 |
42.0% |
3.81 |
9.1% |
7% |
False |
True |
45,099 |
40 |
73.54 |
40.81 |
32.73 |
77.9% |
4.06 |
9.7% |
4% |
False |
True |
30,912 |
60 |
102.30 |
40.81 |
61.49 |
146.3% |
4.31 |
10.3% |
2% |
False |
True |
23,786 |
80 |
115.30 |
40.81 |
74.49 |
177.2% |
4.35 |
10.3% |
2% |
False |
True |
19,326 |
100 |
125.50 |
40.81 |
84.69 |
201.5% |
3.99 |
9.5% |
1% |
False |
True |
15,935 |
120 |
148.35 |
40.81 |
107.54 |
255.9% |
3.75 |
8.9% |
1% |
False |
True |
13,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.72 |
2.618 |
51.09 |
1.618 |
48.25 |
1.000 |
46.49 |
0.618 |
45.41 |
HIGH |
43.65 |
0.618 |
42.57 |
0.500 |
42.23 |
0.382 |
41.89 |
LOW |
40.81 |
0.618 |
39.05 |
1.000 |
37.97 |
1.618 |
36.21 |
2.618 |
33.37 |
4.250 |
28.74 |
|
|
Fisher Pivots for day following 23-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
42.23 |
43.46 |
PP |
42.16 |
42.98 |
S1 |
42.10 |
42.51 |
|