NYMEX Light Sweet Crude Oil Future May 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 |
42.00 |
44.58 |
2.58 |
6.1% |
49.59 |
High |
43.75 |
46.89 |
3.14 |
7.2% |
49.59 |
Low |
41.80 |
44.08 |
2.28 |
5.5% |
41.25 |
Close |
43.75 |
46.19 |
2.44 |
5.6% |
43.75 |
Range |
1.95 |
2.81 |
0.86 |
44.1% |
8.34 |
ATR |
3.30 |
3.29 |
-0.01 |
-0.4% |
0.00 |
Volume |
6,184 |
1,913 |
-4,271 |
-69.1% |
33,050 |
|
Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.15 |
52.98 |
47.74 |
|
R3 |
51.34 |
50.17 |
46.96 |
|
R2 |
48.53 |
48.53 |
46.71 |
|
R1 |
47.36 |
47.36 |
46.45 |
47.95 |
PP |
45.72 |
45.72 |
45.72 |
46.01 |
S1 |
44.55 |
44.55 |
45.93 |
45.14 |
S2 |
42.91 |
42.91 |
45.67 |
|
S3 |
40.10 |
41.74 |
45.42 |
|
S4 |
37.29 |
38.93 |
44.64 |
|
|
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 |
49.59 |
41.25 |
8.34 |
18.1% |
3.03 |
6.6% |
59% |
False |
False |
6,992 |
10 |
57.89 |
41.25 |
16.64 |
36.0% |
3.12 |
6.8% |
30% |
False |
False |
10,022 |
20 |
58.40 |
41.25 |
17.15 |
37.1% |
3.08 |
6.7% |
29% |
False |
False |
11,398 |
40 |
75.10 |
41.25 |
33.85 |
73.3% |
3.35 |
7.3% |
15% |
False |
False |
9,358 |
60 |
94.50 |
41.25 |
53.25 |
115.3% |
3.13 |
6.8% |
9% |
False |
False |
7,551 |
80 |
110.69 |
41.25 |
69.44 |
150.3% |
2.58 |
5.6% |
7% |
False |
False |
6,127 |
100 |
123.71 |
41.25 |
82.46 |
178.5% |
2.13 |
4.6% |
6% |
False |
False |
5,129 |
120 |
146.69 |
41.25 |
105.44 |
228.3% |
1.82 |
3.9% |
5% |
False |
False |
4,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.83 |
2.618 |
54.25 |
1.618 |
51.44 |
1.000 |
49.70 |
0.618 |
48.63 |
HIGH |
46.89 |
0.618 |
45.82 |
0.500 |
45.49 |
0.382 |
45.15 |
LOW |
44.08 |
0.618 |
42.34 |
1.000 |
41.27 |
1.618 |
39.53 |
2.618 |
36.72 |
4.250 |
32.14 |
|
|
Fisher Pivots for day following 29-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
45.96 |
45.48 |
PP |
45.72 |
44.78 |
S1 |
45.49 |
44.07 |
|