NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 30-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
42.00 |
43.09 |
1.09 |
2.6% |
45.21 |
High |
45.04 |
43.37 |
-1.67 |
-3.7% |
46.11 |
Low |
40.57 |
41.25 |
0.68 |
1.7% |
38.00 |
Close |
43.03 |
42.76 |
-0.27 |
-0.6% |
40.53 |
Range |
4.47 |
2.12 |
-2.35 |
-52.6% |
8.11 |
ATR |
3.96 |
3.83 |
-0.13 |
-3.3% |
0.00 |
Volume |
12,904 |
43,167 |
30,263 |
234.5% |
187,196 |
|
Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.82 |
47.91 |
43.93 |
|
R3 |
46.70 |
45.79 |
43.34 |
|
R2 |
44.58 |
44.58 |
43.15 |
|
R1 |
43.67 |
43.67 |
42.95 |
43.07 |
PP |
42.46 |
42.46 |
42.46 |
42.16 |
S1 |
41.55 |
41.55 |
42.57 |
40.95 |
S2 |
40.34 |
40.34 |
42.37 |
|
S3 |
38.22 |
39.43 |
42.18 |
|
S4 |
36.10 |
37.31 |
41.59 |
|
|
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 |
45.04 |
38.00 |
7.04 |
16.5% |
3.30 |
7.7% |
68% |
False |
False |
37,848 |
10 |
51.96 |
38.00 |
13.96 |
32.6% |
3.47 |
8.1% |
34% |
False |
False |
45,634 |
20 |
55.30 |
38.00 |
17.30 |
40.5% |
3.60 |
8.4% |
28% |
False |
False |
47,507 |
40 |
73.54 |
38.00 |
35.54 |
83.1% |
3.92 |
9.2% |
13% |
False |
False |
32,949 |
60 |
91.35 |
38.00 |
53.35 |
124.8% |
4.16 |
9.7% |
9% |
False |
False |
25,591 |
80 |
111.00 |
38.00 |
73.00 |
170.7% |
4.34 |
10.2% |
7% |
False |
False |
20,845 |
100 |
123.30 |
38.00 |
85.30 |
199.5% |
4.04 |
9.5% |
6% |
False |
False |
17,213 |
120 |
148.35 |
38.00 |
110.35 |
258.1% |
3.83 |
9.0% |
4% |
False |
False |
14,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.38 |
2.618 |
48.92 |
1.618 |
46.80 |
1.000 |
45.49 |
0.618 |
44.68 |
HIGH |
43.37 |
0.618 |
42.56 |
0.500 |
42.31 |
0.382 |
42.06 |
LOW |
41.25 |
0.618 |
39.94 |
1.000 |
39.13 |
1.618 |
37.82 |
2.618 |
35.70 |
4.250 |
32.24 |
|
|
Fisher Pivots for day following 30-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
42.61 |
42.42 |
PP |
42.46 |
42.07 |
S1 |
42.31 |
41.73 |
|