NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 29-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
38.78 |
42.00 |
3.22 |
8.3% |
45.21 |
High |
40.84 |
45.04 |
4.20 |
10.3% |
46.11 |
Low |
38.41 |
40.57 |
2.16 |
5.6% |
38.00 |
Close |
40.53 |
43.03 |
2.50 |
6.2% |
40.53 |
Range |
2.43 |
4.47 |
2.04 |
84.0% |
8.11 |
ATR |
3.92 |
3.96 |
0.04 |
1.1% |
0.00 |
Volume |
31,635 |
12,904 |
-18,731 |
-59.2% |
187,196 |
|
Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.29 |
54.13 |
45.49 |
|
R3 |
51.82 |
49.66 |
44.26 |
|
R2 |
47.35 |
47.35 |
43.85 |
|
R1 |
45.19 |
45.19 |
43.44 |
46.27 |
PP |
42.88 |
42.88 |
42.88 |
43.42 |
S1 |
40.72 |
40.72 |
42.62 |
41.80 |
S2 |
38.41 |
38.41 |
42.21 |
|
S3 |
33.94 |
36.25 |
41.80 |
|
S4 |
29.47 |
31.78 |
40.57 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.88 |
61.31 |
44.99 |
|
R3 |
57.77 |
53.20 |
42.76 |
|
R2 |
49.66 |
49.66 |
42.02 |
|
R1 |
45.09 |
45.09 |
41.27 |
43.32 |
PP |
41.55 |
41.55 |
41.55 |
40.66 |
S1 |
36.98 |
36.98 |
39.79 |
35.21 |
S2 |
33.44 |
33.44 |
39.04 |
|
S3 |
25.33 |
28.87 |
38.30 |
|
S4 |
17.22 |
20.76 |
36.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.11 |
38.00 |
8.11 |
18.8% |
3.61 |
8.4% |
62% |
False |
False |
40,020 |
10 |
55.30 |
38.00 |
17.30 |
40.2% |
3.81 |
8.9% |
29% |
False |
False |
46,329 |
20 |
56.66 |
38.00 |
18.66 |
43.4% |
3.76 |
8.7% |
27% |
False |
False |
45,988 |
40 |
73.54 |
38.00 |
35.54 |
82.6% |
3.99 |
9.3% |
14% |
False |
False |
32,269 |
60 |
95.20 |
38.00 |
57.20 |
132.9% |
4.19 |
9.7% |
9% |
False |
False |
25,025 |
80 |
111.00 |
38.00 |
73.00 |
169.6% |
4.35 |
10.1% |
7% |
False |
False |
20,343 |
100 |
123.30 |
38.00 |
85.30 |
198.2% |
4.04 |
9.4% |
6% |
False |
False |
16,808 |
120 |
148.35 |
38.00 |
110.35 |
256.4% |
3.83 |
8.9% |
5% |
False |
False |
14,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.04 |
2.618 |
56.74 |
1.618 |
52.27 |
1.000 |
49.51 |
0.618 |
47.80 |
HIGH |
45.04 |
0.618 |
43.33 |
0.500 |
42.81 |
0.382 |
42.28 |
LOW |
40.57 |
0.618 |
37.81 |
1.000 |
36.10 |
1.618 |
33.34 |
2.618 |
28.87 |
4.250 |
21.57 |
|
|
Fisher Pivots for day following 29-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
42.96 |
42.53 |
PP |
42.88 |
42.02 |
S1 |
42.81 |
41.52 |
|