NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
52.90 |
51.60 |
-1.30 |
-2.5% |
59.01 |
High |
53.52 |
53.16 |
-0.36 |
-0.7% |
59.01 |
Low |
50.81 |
50.07 |
-0.74 |
-1.5% |
48.52 |
Close |
50.98 |
51.52 |
0.54 |
1.1% |
48.84 |
Range |
2.71 |
3.09 |
0.38 |
14.0% |
10.49 |
ATR |
3.83 |
3.77 |
-0.05 |
-1.4% |
0.00 |
Volume |
26,212 |
20,642 |
-5,570 |
-21.2% |
99,823 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.85 |
59.28 |
53.22 |
|
R3 |
57.76 |
56.19 |
52.37 |
|
R2 |
54.67 |
54.67 |
52.09 |
|
R1 |
53.10 |
53.10 |
51.80 |
52.34 |
PP |
51.58 |
51.58 |
51.58 |
51.21 |
S1 |
50.01 |
50.01 |
51.24 |
49.25 |
S2 |
48.49 |
48.49 |
50.95 |
|
S3 |
45.40 |
46.92 |
50.67 |
|
S4 |
42.31 |
43.83 |
49.82 |
|
|
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 |
54.41 |
48.52 |
5.89 |
11.4% |
3.19 |
6.2% |
51% |
False |
False |
25,503 |
10 |
61.33 |
48.52 |
12.81 |
24.9% |
3.24 |
6.3% |
23% |
False |
False |
20,326 |
20 |
65.00 |
48.52 |
16.48 |
32.0% |
3.41 |
6.6% |
18% |
False |
False |
17,539 |
40 |
79.12 |
48.52 |
30.60 |
59.4% |
3.71 |
7.2% |
10% |
False |
False |
16,009 |
60 |
109.98 |
48.52 |
61.46 |
119.3% |
3.86 |
7.5% |
5% |
False |
False |
13,713 |
80 |
123.85 |
48.52 |
75.33 |
146.2% |
3.57 |
6.9% |
4% |
False |
False |
11,276 |
100 |
132.50 |
48.52 |
83.98 |
163.0% |
3.33 |
6.5% |
4% |
False |
False |
9,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.29 |
2.618 |
61.25 |
1.618 |
58.16 |
1.000 |
56.25 |
0.618 |
55.07 |
HIGH |
53.16 |
0.618 |
51.98 |
0.500 |
51.62 |
0.382 |
51.25 |
LOW |
50.07 |
0.618 |
48.16 |
1.000 |
46.98 |
1.618 |
45.07 |
2.618 |
41.98 |
4.250 |
36.94 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
51.62 |
51.76 |
PP |
51.58 |
51.68 |
S1 |
51.55 |
51.60 |
|