NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 26-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
44.20 |
40.80 |
-3.40 |
-7.7% |
47.41 |
High |
44.20 |
42.63 |
-1.57 |
-3.6% |
48.00 |
Low |
39.82 |
40.18 |
0.36 |
0.9% |
39.82 |
Close |
40.06 |
42.28 |
2.22 |
5.5% |
42.28 |
Range |
4.38 |
2.45 |
-1.93 |
-44.1% |
8.18 |
ATR |
3.73 |
3.65 |
-0.08 |
-2.2% |
0.00 |
Volume |
20,507 |
14,074 |
-6,433 |
-31.4% |
72,727 |
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.05 |
48.11 |
43.63 |
|
R3 |
46.60 |
45.66 |
42.95 |
|
R2 |
44.15 |
44.15 |
42.73 |
|
R1 |
43.21 |
43.21 |
42.50 |
43.68 |
PP |
41.70 |
41.70 |
41.70 |
41.93 |
S1 |
40.76 |
40.76 |
42.06 |
41.23 |
S2 |
39.25 |
39.25 |
41.83 |
|
S3 |
36.80 |
38.31 |
41.61 |
|
S4 |
34.35 |
35.86 |
40.93 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.91 |
63.27 |
46.78 |
|
R3 |
59.73 |
55.09 |
44.53 |
|
R2 |
51.55 |
51.55 |
43.78 |
|
R1 |
46.91 |
46.91 |
43.03 |
45.14 |
PP |
43.37 |
43.37 |
43.37 |
42.48 |
S1 |
38.73 |
38.73 |
41.53 |
36.96 |
S2 |
35.19 |
35.19 |
40.78 |
|
S3 |
27.01 |
30.55 |
40.03 |
|
S4 |
18.83 |
22.37 |
37.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.10 |
39.82 |
8.28 |
19.6% |
2.99 |
7.1% |
30% |
False |
False |
20,944 |
10 |
56.96 |
39.82 |
17.14 |
40.5% |
3.53 |
8.3% |
14% |
False |
False |
21,376 |
20 |
59.57 |
39.82 |
19.75 |
46.7% |
3.48 |
8.2% |
12% |
False |
False |
19,761 |
40 |
74.05 |
39.82 |
34.23 |
81.0% |
3.76 |
8.9% |
7% |
False |
False |
14,365 |
60 |
99.14 |
39.82 |
59.32 |
140.3% |
3.88 |
9.2% |
4% |
False |
False |
11,270 |
80 |
112.27 |
39.82 |
72.45 |
171.4% |
3.55 |
8.4% |
3% |
False |
False |
9,183 |
100 |
123.58 |
39.82 |
83.76 |
198.1% |
3.03 |
7.2% |
3% |
False |
False |
7,593 |
120 |
146.86 |
39.82 |
107.04 |
253.2% |
2.56 |
6.1% |
2% |
False |
False |
6,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.04 |
2.618 |
49.04 |
1.618 |
46.59 |
1.000 |
45.08 |
0.618 |
44.14 |
HIGH |
42.63 |
0.618 |
41.69 |
0.500 |
41.41 |
0.382 |
41.12 |
LOW |
40.18 |
0.618 |
38.67 |
1.000 |
37.73 |
1.618 |
36.22 |
2.618 |
33.77 |
4.250 |
29.77 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
41.99 |
42.56 |
PP |
41.70 |
42.47 |
S1 |
41.41 |
42.37 |
|