NYMEX Light Sweet Crude Oil Future April 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 |
47.41 |
44.56 |
-2.85 |
-6.0% |
54.05 |
High |
48.00 |
45.30 |
-2.70 |
-5.6% |
56.96 |
Low |
44.65 |
42.67 |
-1.98 |
-4.4% |
45.95 |
Close |
44.76 |
43.86 |
-0.90 |
-2.0% |
47.15 |
Range |
3.35 |
2.63 |
-0.72 |
-21.5% |
11.01 |
ATR |
3.76 |
3.68 |
-0.08 |
-2.1% |
0.00 |
Volume |
17,878 |
20,268 |
2,390 |
13.4% |
115,638 |
|
Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.83 |
50.48 |
45.31 |
|
R3 |
49.20 |
47.85 |
44.58 |
|
R2 |
46.57 |
46.57 |
44.34 |
|
R1 |
45.22 |
45.22 |
44.10 |
44.58 |
PP |
43.94 |
43.94 |
43.94 |
43.63 |
S1 |
42.59 |
42.59 |
43.62 |
41.95 |
S2 |
41.31 |
41.31 |
43.38 |
|
S3 |
38.68 |
39.96 |
43.14 |
|
S4 |
36.05 |
37.33 |
42.41 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.05 |
76.11 |
53.21 |
|
R3 |
72.04 |
65.10 |
50.18 |
|
R2 |
61.03 |
61.03 |
49.17 |
|
R1 |
54.09 |
54.09 |
48.16 |
52.06 |
PP |
50.02 |
50.02 |
50.02 |
49.00 |
S1 |
43.08 |
43.08 |
46.14 |
41.05 |
S2 |
39.01 |
39.01 |
45.13 |
|
S3 |
28.00 |
32.07 |
44.12 |
|
S4 |
16.99 |
21.06 |
41.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.24 |
42.67 |
10.57 |
24.1% |
3.23 |
7.4% |
11% |
False |
True |
23,670 |
10 |
56.96 |
42.67 |
14.29 |
32.6% |
3.73 |
8.5% |
8% |
False |
True |
23,113 |
20 |
59.57 |
42.67 |
16.90 |
38.5% |
3.53 |
8.0% |
7% |
False |
True |
19,175 |
40 |
74.05 |
42.67 |
31.38 |
71.5% |
3.77 |
8.6% |
4% |
False |
True |
13,762 |
60 |
102.60 |
42.67 |
59.93 |
136.6% |
3.98 |
9.1% |
2% |
False |
True |
10,817 |
80 |
112.91 |
42.67 |
70.24 |
160.1% |
3.54 |
8.1% |
2% |
False |
True |
8,826 |
100 |
123.58 |
42.67 |
80.91 |
184.5% |
2.97 |
6.8% |
1% |
False |
True |
7,261 |
120 |
146.86 |
42.67 |
104.19 |
237.6% |
2.51 |
5.7% |
1% |
False |
True |
6,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.48 |
2.618 |
52.19 |
1.618 |
49.56 |
1.000 |
47.93 |
0.618 |
46.93 |
HIGH |
45.30 |
0.618 |
44.30 |
0.500 |
43.99 |
0.382 |
43.67 |
LOW |
42.67 |
0.618 |
41.04 |
1.000 |
40.04 |
1.618 |
38.41 |
2.618 |
35.78 |
4.250 |
31.49 |
|
|
Fisher Pivots for day following 23-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
43.99 |
45.39 |
PP |
43.94 |
44.88 |
S1 |
43.90 |
44.37 |
|