NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 24-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
47.51 |
45.03 |
-2.48 |
-5.2% |
57.75 |
High |
47.91 |
45.45 |
-2.46 |
-5.1% |
58.91 |
Low |
45.09 |
42.51 |
-2.58 |
-5.7% |
49.23 |
Close |
46.52 |
42.79 |
-3.73 |
-8.0% |
50.05 |
Range |
2.82 |
2.94 |
0.12 |
4.3% |
9.68 |
ATR |
3.60 |
3.63 |
0.03 |
0.8% |
0.00 |
Volume |
14,927 |
16,390 |
1,463 |
9.8% |
148,051 |
|
Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.40 |
50.54 |
44.41 |
|
R3 |
49.46 |
47.60 |
43.60 |
|
R2 |
46.52 |
46.52 |
43.33 |
|
R1 |
44.66 |
44.66 |
43.06 |
44.12 |
PP |
43.58 |
43.58 |
43.58 |
43.32 |
S1 |
41.72 |
41.72 |
42.52 |
41.18 |
S2 |
40.64 |
40.64 |
42.25 |
|
S3 |
37.70 |
38.78 |
41.98 |
|
S4 |
34.76 |
35.84 |
41.17 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.77 |
75.59 |
55.37 |
|
R3 |
72.09 |
65.91 |
52.71 |
|
R2 |
62.41 |
62.41 |
51.82 |
|
R1 |
56.23 |
56.23 |
50.94 |
54.48 |
PP |
52.73 |
52.73 |
52.73 |
51.86 |
S1 |
46.55 |
46.55 |
49.16 |
44.80 |
S2 |
43.05 |
43.05 |
48.28 |
|
S3 |
33.37 |
36.87 |
47.39 |
|
S4 |
23.69 |
27.19 |
44.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.63 |
42.51 |
10.12 |
23.7% |
2.80 |
6.5% |
3% |
False |
True |
24,550 |
10 |
58.91 |
42.51 |
16.40 |
38.3% |
3.46 |
8.1% |
2% |
False |
True |
25,945 |
20 |
61.33 |
42.51 |
18.82 |
44.0% |
3.35 |
7.8% |
1% |
False |
True |
23,136 |
40 |
76.00 |
42.51 |
33.49 |
78.3% |
3.68 |
8.6% |
1% |
False |
True |
18,917 |
60 |
100.75 |
42.51 |
58.24 |
136.1% |
3.72 |
8.7% |
0% |
False |
True |
16,541 |
80 |
113.10 |
42.51 |
70.59 |
165.0% |
3.68 |
8.6% |
0% |
False |
True |
14,206 |
100 |
123.85 |
42.51 |
81.34 |
190.1% |
3.36 |
7.9% |
0% |
False |
True |
11,954 |
120 |
147.91 |
42.51 |
105.40 |
246.3% |
3.35 |
7.8% |
0% |
False |
True |
10,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.95 |
2.618 |
53.15 |
1.618 |
50.21 |
1.000 |
48.39 |
0.618 |
47.27 |
HIGH |
45.45 |
0.618 |
44.33 |
0.500 |
43.98 |
0.382 |
43.63 |
LOW |
42.51 |
0.618 |
40.69 |
1.000 |
39.57 |
1.618 |
37.75 |
2.618 |
34.81 |
4.250 |
30.02 |
|
|
Fisher Pivots for day following 24-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
43.98 |
46.54 |
PP |
43.58 |
45.29 |
S1 |
43.19 |
44.04 |
|