NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 31-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
45.00 |
45.04 |
0.04 |
0.1% |
47.41 |
High |
45.15 |
51.33 |
6.18 |
13.7% |
48.00 |
Low |
43.26 |
43.15 |
-0.11 |
-0.3% |
39.82 |
Close |
44.80 |
50.57 |
5.77 |
12.9% |
42.28 |
Range |
1.89 |
8.18 |
6.29 |
332.8% |
8.18 |
ATR |
3.56 |
3.89 |
0.33 |
9.3% |
0.00 |
Volume |
14,763 |
17,603 |
2,840 |
19.2% |
72,727 |
|
Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.89 |
69.91 |
55.07 |
|
R3 |
64.71 |
61.73 |
52.82 |
|
R2 |
56.53 |
56.53 |
52.07 |
|
R1 |
53.55 |
53.55 |
51.32 |
55.04 |
PP |
48.35 |
48.35 |
48.35 |
49.10 |
S1 |
45.37 |
45.37 |
49.82 |
46.86 |
S2 |
40.17 |
40.17 |
49.07 |
|
S3 |
31.99 |
37.19 |
48.32 |
|
S4 |
23.81 |
29.01 |
46.07 |
|
|
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 |
51.33 |
39.82 |
11.51 |
22.8% |
4.19 |
8.3% |
93% |
True |
False |
14,198 |
10 |
53.24 |
39.82 |
13.42 |
26.5% |
3.71 |
7.3% |
80% |
False |
False |
18,934 |
20 |
56.96 |
39.82 |
17.14 |
33.9% |
3.60 |
7.1% |
63% |
False |
False |
20,206 |
40 |
74.05 |
39.82 |
34.23 |
67.7% |
3.73 |
7.4% |
31% |
False |
False |
14,589 |
60 |
90.14 |
39.82 |
50.32 |
99.5% |
3.90 |
7.7% |
21% |
False |
False |
11,707 |
80 |
111.15 |
39.82 |
71.33 |
141.1% |
3.70 |
7.3% |
15% |
False |
False |
9,549 |
100 |
123.58 |
39.82 |
83.76 |
165.6% |
3.18 |
6.3% |
13% |
False |
False |
7,921 |
120 |
146.86 |
39.82 |
107.04 |
211.7% |
2.68 |
5.3% |
10% |
False |
False |
6,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.10 |
2.618 |
72.75 |
1.618 |
64.57 |
1.000 |
59.51 |
0.618 |
56.39 |
HIGH |
51.33 |
0.618 |
48.21 |
0.500 |
47.24 |
0.382 |
46.27 |
LOW |
43.15 |
0.618 |
38.09 |
1.000 |
34.97 |
1.618 |
29.91 |
2.618 |
21.73 |
4.250 |
8.39 |
|
|
Fisher Pivots for day following 31-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
49.46 |
49.34 |
PP |
48.35 |
48.12 |
S1 |
47.24 |
46.89 |
|