NYMEX Light Sweet Crude Oil Future May 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 |
45.30 |
42.00 |
-3.30 |
-7.3% |
49.59 |
High |
45.60 |
43.75 |
-1.85 |
-4.1% |
49.59 |
Low |
41.25 |
41.80 |
0.55 |
1.3% |
41.25 |
Close |
41.50 |
43.75 |
2.25 |
5.4% |
43.75 |
Range |
4.35 |
1.95 |
-2.40 |
-55.2% |
8.34 |
ATR |
3.38 |
3.30 |
-0.08 |
-2.4% |
0.00 |
Volume |
10,719 |
6,184 |
-4,535 |
-42.3% |
33,050 |
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.95 |
48.30 |
44.82 |
|
R3 |
47.00 |
46.35 |
44.29 |
|
R2 |
45.05 |
45.05 |
44.11 |
|
R1 |
44.40 |
44.40 |
43.93 |
44.73 |
PP |
43.10 |
43.10 |
43.10 |
43.26 |
S1 |
42.45 |
42.45 |
43.57 |
42.78 |
S2 |
41.15 |
41.15 |
43.39 |
|
S3 |
39.20 |
40.50 |
43.21 |
|
S4 |
37.25 |
38.55 |
42.68 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.88 |
65.16 |
48.34 |
|
R3 |
61.54 |
56.82 |
46.04 |
|
R2 |
53.20 |
53.20 |
45.28 |
|
R1 |
48.48 |
48.48 |
44.51 |
46.67 |
PP |
44.86 |
44.86 |
44.86 |
43.96 |
S1 |
40.14 |
40.14 |
42.99 |
38.33 |
S2 |
36.52 |
36.52 |
42.22 |
|
S3 |
28.18 |
31.80 |
41.46 |
|
S4 |
19.84 |
23.46 |
39.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.65 |
41.25 |
8.40 |
19.2% |
2.86 |
6.5% |
30% |
False |
False |
9,674 |
10 |
57.89 |
41.25 |
16.64 |
38.0% |
3.17 |
7.2% |
15% |
False |
False |
11,646 |
20 |
59.89 |
41.25 |
18.64 |
42.6% |
3.10 |
7.1% |
13% |
False |
False |
11,720 |
40 |
75.10 |
41.25 |
33.85 |
77.4% |
3.36 |
7.7% |
7% |
False |
False |
9,493 |
60 |
95.08 |
41.25 |
53.83 |
123.0% |
3.09 |
7.1% |
5% |
False |
False |
7,543 |
80 |
111.02 |
41.25 |
69.77 |
159.5% |
2.55 |
5.8% |
4% |
False |
False |
6,127 |
100 |
123.71 |
41.25 |
82.46 |
188.5% |
2.11 |
4.8% |
3% |
False |
False |
5,118 |
120 |
146.69 |
41.25 |
105.44 |
241.0% |
1.79 |
4.1% |
2% |
False |
False |
4,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.04 |
2.618 |
48.86 |
1.618 |
46.91 |
1.000 |
45.70 |
0.618 |
44.96 |
HIGH |
43.75 |
0.618 |
43.01 |
0.500 |
42.78 |
0.382 |
42.54 |
LOW |
41.80 |
0.618 |
40.59 |
1.000 |
39.85 |
1.618 |
38.64 |
2.618 |
36.69 |
4.250 |
33.51 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
43.43 |
43.96 |
PP |
43.10 |
43.89 |
S1 |
42.78 |
43.82 |
|