NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 24-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
44.56 |
44.20 |
-0.36 |
-0.8% |
54.05 |
High |
45.30 |
44.20 |
-1.10 |
-2.4% |
56.96 |
Low |
42.67 |
39.82 |
-2.85 |
-6.7% |
45.95 |
Close |
43.86 |
40.06 |
-3.80 |
-8.7% |
47.15 |
Range |
2.63 |
4.38 |
1.75 |
66.5% |
11.01 |
ATR |
3.68 |
3.73 |
0.05 |
1.4% |
0.00 |
Volume |
20,268 |
20,507 |
239 |
1.2% |
115,638 |
|
Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.50 |
51.66 |
42.47 |
|
R3 |
50.12 |
47.28 |
41.26 |
|
R2 |
45.74 |
45.74 |
40.86 |
|
R1 |
42.90 |
42.90 |
40.46 |
42.13 |
PP |
41.36 |
41.36 |
41.36 |
40.98 |
S1 |
38.52 |
38.52 |
39.66 |
37.75 |
S2 |
36.98 |
36.98 |
39.26 |
|
S3 |
32.60 |
34.14 |
38.86 |
|
S4 |
28.22 |
29.76 |
37.65 |
|
|
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 |
50.20 |
39.82 |
10.38 |
25.9% |
3.26 |
8.1% |
2% |
False |
True |
23,915 |
10 |
56.96 |
39.82 |
17.14 |
42.8% |
3.83 |
9.6% |
1% |
False |
True |
23,169 |
20 |
59.57 |
39.82 |
19.75 |
49.3% |
3.58 |
8.9% |
1% |
False |
True |
19,726 |
40 |
74.05 |
39.82 |
34.23 |
85.4% |
3.81 |
9.5% |
1% |
False |
True |
14,170 |
60 |
102.60 |
39.82 |
62.78 |
156.7% |
3.94 |
9.8% |
0% |
False |
True |
11,122 |
80 |
112.27 |
39.82 |
72.45 |
180.9% |
3.53 |
8.8% |
0% |
False |
True |
9,055 |
100 |
123.58 |
39.82 |
83.76 |
209.1% |
3.01 |
7.5% |
0% |
False |
True |
7,462 |
120 |
146.86 |
39.82 |
107.04 |
267.2% |
2.54 |
6.3% |
0% |
False |
True |
6,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.82 |
2.618 |
55.67 |
1.618 |
51.29 |
1.000 |
48.58 |
0.618 |
46.91 |
HIGH |
44.20 |
0.618 |
42.53 |
0.500 |
42.01 |
0.382 |
41.49 |
LOW |
39.82 |
0.618 |
37.11 |
1.000 |
35.44 |
1.618 |
32.73 |
2.618 |
28.35 |
4.250 |
21.21 |
|
|
Fisher Pivots for day following 24-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
42.01 |
43.91 |
PP |
41.36 |
42.63 |
S1 |
40.71 |
41.34 |
|