NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 29-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
40.80 |
43.40 |
2.60 |
6.4% |
47.41 |
High |
42.63 |
46.50 |
3.87 |
9.1% |
48.00 |
Low |
40.18 |
42.45 |
2.27 |
5.6% |
39.82 |
Close |
42.28 |
44.81 |
2.53 |
6.0% |
42.28 |
Range |
2.45 |
4.05 |
1.60 |
65.3% |
8.18 |
ATR |
3.65 |
3.69 |
0.04 |
1.1% |
0.00 |
Volume |
14,074 |
4,045 |
-10,029 |
-71.3% |
72,727 |
|
Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.74 |
54.82 |
47.04 |
|
R3 |
52.69 |
50.77 |
45.92 |
|
R2 |
48.64 |
48.64 |
45.55 |
|
R1 |
46.72 |
46.72 |
45.18 |
47.68 |
PP |
44.59 |
44.59 |
44.59 |
45.07 |
S1 |
42.67 |
42.67 |
44.44 |
43.63 |
S2 |
40.54 |
40.54 |
44.07 |
|
S3 |
36.49 |
38.62 |
43.70 |
|
S4 |
32.44 |
34.57 |
42.58 |
|
|
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 |
48.00 |
39.82 |
8.18 |
18.3% |
3.37 |
7.5% |
61% |
False |
False |
15,354 |
10 |
56.96 |
39.82 |
17.14 |
38.3% |
3.56 |
7.9% |
29% |
False |
False |
19,241 |
20 |
57.39 |
39.82 |
17.57 |
39.2% |
3.47 |
7.7% |
28% |
False |
False |
19,404 |
40 |
74.05 |
39.82 |
34.23 |
76.4% |
3.72 |
8.3% |
15% |
False |
False |
14,208 |
60 |
95.28 |
39.82 |
55.46 |
123.8% |
3.87 |
8.6% |
9% |
False |
False |
11,285 |
80 |
111.15 |
39.82 |
71.33 |
159.2% |
3.60 |
8.0% |
7% |
False |
False |
9,211 |
100 |
123.58 |
39.82 |
83.76 |
186.9% |
3.08 |
6.9% |
6% |
False |
False |
7,620 |
120 |
146.86 |
39.82 |
107.04 |
238.9% |
2.60 |
5.8% |
5% |
False |
False |
6,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.71 |
2.618 |
57.10 |
1.618 |
53.05 |
1.000 |
50.55 |
0.618 |
49.00 |
HIGH |
46.50 |
0.618 |
44.95 |
0.500 |
44.48 |
0.382 |
44.00 |
LOW |
42.45 |
0.618 |
39.95 |
1.000 |
38.40 |
1.618 |
35.90 |
2.618 |
31.85 |
4.250 |
25.24 |
|
|
Fisher Pivots for day following 29-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
44.70 |
44.26 |
PP |
44.59 |
43.71 |
S1 |
44.48 |
43.16 |
|