NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 30-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
43.40 |
45.00 |
1.60 |
3.7% |
47.41 |
High |
46.50 |
45.15 |
-1.35 |
-2.9% |
48.00 |
Low |
42.45 |
43.26 |
0.81 |
1.9% |
39.82 |
Close |
44.81 |
44.80 |
-0.01 |
0.0% |
42.28 |
Range |
4.05 |
1.89 |
-2.16 |
-53.3% |
8.18 |
ATR |
3.69 |
3.56 |
-0.13 |
-3.5% |
0.00 |
Volume |
4,045 |
14,763 |
10,718 |
265.0% |
72,727 |
|
Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.07 |
49.33 |
45.84 |
|
R3 |
48.18 |
47.44 |
45.32 |
|
R2 |
46.29 |
46.29 |
45.15 |
|
R1 |
45.55 |
45.55 |
44.97 |
44.98 |
PP |
44.40 |
44.40 |
44.40 |
44.12 |
S1 |
43.66 |
43.66 |
44.63 |
43.09 |
S2 |
42.51 |
42.51 |
44.45 |
|
S3 |
40.62 |
41.77 |
44.28 |
|
S4 |
38.73 |
39.88 |
43.76 |
|
|
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 |
46.50 |
39.82 |
6.68 |
14.9% |
3.08 |
6.9% |
75% |
False |
False |
14,731 |
10 |
53.58 |
39.82 |
13.76 |
30.7% |
3.22 |
7.2% |
36% |
False |
False |
18,723 |
20 |
56.96 |
39.82 |
17.14 |
38.3% |
3.35 |
7.5% |
29% |
False |
False |
19,861 |
40 |
74.05 |
39.82 |
34.23 |
76.4% |
3.65 |
8.2% |
15% |
False |
False |
14,361 |
60 |
91.65 |
39.82 |
51.83 |
115.7% |
3.84 |
8.6% |
10% |
False |
False |
11,469 |
80 |
111.15 |
39.82 |
71.33 |
159.2% |
3.60 |
8.0% |
7% |
False |
False |
9,383 |
100 |
123.58 |
39.82 |
83.76 |
187.0% |
3.09 |
6.9% |
6% |
False |
False |
7,761 |
120 |
146.86 |
39.82 |
107.04 |
238.9% |
2.61 |
5.8% |
5% |
False |
False |
6,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.18 |
2.618 |
50.10 |
1.618 |
48.21 |
1.000 |
47.04 |
0.618 |
46.32 |
HIGH |
45.15 |
0.618 |
44.43 |
0.500 |
44.21 |
0.382 |
43.98 |
LOW |
43.26 |
0.618 |
42.09 |
1.000 |
41.37 |
1.618 |
40.20 |
2.618 |
38.31 |
4.250 |
35.23 |
|
|
Fisher Pivots for day following 30-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
44.60 |
44.31 |
PP |
44.40 |
43.83 |
S1 |
44.21 |
43.34 |
|