NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
50.23 |
49.11 |
-1.12 |
-2.2% |
56.85 |
High |
50.87 |
51.42 |
0.55 |
1.1% |
57.39 |
Low |
48.40 |
47.98 |
-0.42 |
-0.9% |
45.95 |
Close |
48.56 |
49.56 |
1.00 |
2.1% |
46.27 |
Range |
2.47 |
3.44 |
0.97 |
39.3% |
11.44 |
ATR |
3.73 |
3.71 |
-0.02 |
-0.6% |
0.00 |
Volume |
23,017 |
19,947 |
-3,070 |
-13.3% |
70,773 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.97 |
58.21 |
51.45 |
|
R3 |
56.53 |
54.77 |
50.51 |
|
R2 |
53.09 |
53.09 |
50.19 |
|
R1 |
51.33 |
51.33 |
49.88 |
52.21 |
PP |
49.65 |
49.65 |
49.65 |
50.10 |
S1 |
47.89 |
47.89 |
49.24 |
48.77 |
S2 |
46.21 |
46.21 |
48.93 |
|
S3 |
42.77 |
44.45 |
48.61 |
|
S4 |
39.33 |
41.01 |
47.67 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.19 |
76.67 |
52.56 |
|
R3 |
72.75 |
65.23 |
49.42 |
|
R2 |
61.31 |
61.31 |
48.37 |
|
R1 |
53.79 |
53.79 |
47.32 |
51.83 |
PP |
49.87 |
49.87 |
49.87 |
48.89 |
S1 |
42.35 |
42.35 |
45.22 |
40.39 |
S2 |
38.43 |
38.43 |
44.17 |
|
S3 |
26.99 |
30.91 |
43.12 |
|
S4 |
15.55 |
19.47 |
39.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.68 |
45.95 |
5.73 |
11.6% |
3.17 |
6.4% |
63% |
False |
False |
22,064 |
10 |
59.57 |
45.95 |
13.62 |
27.5% |
3.34 |
6.7% |
27% |
False |
False |
16,284 |
20 |
63.12 |
45.95 |
17.17 |
34.6% |
3.41 |
6.9% |
21% |
False |
False |
12,711 |
40 |
80.94 |
45.95 |
34.99 |
70.6% |
3.85 |
7.8% |
10% |
False |
False |
9,798 |
60 |
111.15 |
45.95 |
65.20 |
131.6% |
3.89 |
7.9% |
6% |
False |
False |
7,825 |
80 |
123.58 |
45.95 |
77.63 |
156.6% |
3.22 |
6.5% |
5% |
False |
False |
6,311 |
100 |
132.20 |
45.95 |
86.25 |
174.0% |
2.67 |
5.4% |
4% |
False |
False |
5,277 |
120 |
146.86 |
45.95 |
100.91 |
203.6% |
2.23 |
4.5% |
4% |
False |
False |
4,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.04 |
2.618 |
60.43 |
1.618 |
56.99 |
1.000 |
54.86 |
0.618 |
53.55 |
HIGH |
51.42 |
0.618 |
50.11 |
0.500 |
49.70 |
0.382 |
49.29 |
LOW |
47.98 |
0.618 |
45.85 |
1.000 |
44.54 |
1.618 |
42.41 |
2.618 |
38.97 |
4.250 |
33.36 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
49.70 |
49.50 |
PP |
49.65 |
49.43 |
S1 |
49.61 |
49.37 |
|