NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
51.22 |
52.90 |
1.68 |
3.3% |
59.01 |
High |
53.17 |
53.52 |
0.35 |
0.7% |
59.01 |
Low |
50.00 |
50.81 |
0.81 |
1.6% |
48.52 |
Close |
52.78 |
50.98 |
-1.80 |
-3.4% |
48.84 |
Range |
3.17 |
2.71 |
-0.46 |
-14.5% |
10.49 |
ATR |
3.91 |
3.83 |
-0.09 |
-2.2% |
0.00 |
Volume |
26,188 |
26,212 |
24 |
0.1% |
99,823 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.90 |
58.15 |
52.47 |
|
R3 |
57.19 |
55.44 |
51.73 |
|
R2 |
54.48 |
54.48 |
51.48 |
|
R1 |
52.73 |
52.73 |
51.23 |
52.25 |
PP |
51.77 |
51.77 |
51.77 |
51.53 |
S1 |
50.02 |
50.02 |
50.73 |
49.54 |
S2 |
49.06 |
49.06 |
50.48 |
|
S3 |
46.35 |
47.31 |
50.23 |
|
S4 |
43.64 |
44.60 |
49.49 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.59 |
76.71 |
54.61 |
|
R3 |
73.10 |
66.22 |
51.72 |
|
R2 |
62.61 |
62.61 |
50.76 |
|
R1 |
55.73 |
55.73 |
49.80 |
53.93 |
PP |
52.12 |
52.12 |
52.12 |
51.22 |
S1 |
45.24 |
45.24 |
47.88 |
43.44 |
S2 |
41.63 |
41.63 |
46.92 |
|
S3 |
31.14 |
34.75 |
45.96 |
|
S4 |
20.65 |
24.26 |
43.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.61 |
48.52 |
6.09 |
11.9% |
2.86 |
5.6% |
40% |
False |
False |
25,541 |
10 |
61.33 |
48.52 |
12.81 |
25.1% |
3.29 |
6.4% |
19% |
False |
False |
19,761 |
20 |
65.80 |
48.52 |
17.28 |
33.9% |
3.36 |
6.6% |
14% |
False |
False |
17,230 |
40 |
87.13 |
48.52 |
38.61 |
75.7% |
3.78 |
7.4% |
6% |
False |
False |
15,778 |
60 |
109.98 |
48.52 |
61.46 |
120.6% |
3.86 |
7.6% |
4% |
False |
False |
13,431 |
80 |
123.85 |
48.52 |
75.33 |
147.8% |
3.55 |
7.0% |
3% |
False |
False |
11,037 |
100 |
132.79 |
48.52 |
84.27 |
165.3% |
3.31 |
6.5% |
3% |
False |
False |
9,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.04 |
2.618 |
60.61 |
1.618 |
57.90 |
1.000 |
56.23 |
0.618 |
55.19 |
HIGH |
53.52 |
0.618 |
52.48 |
0.500 |
52.17 |
0.382 |
51.85 |
LOW |
50.81 |
0.618 |
49.14 |
1.000 |
48.10 |
1.618 |
46.43 |
2.618 |
43.72 |
4.250 |
39.29 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
52.17 |
51.02 |
PP |
51.77 |
51.01 |
S1 |
51.38 |
50.99 |
|