NYMEX Light Sweet Crude Oil Future June 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 |
45.03 |
42.87 |
-2.16 |
-4.8% |
50.14 |
High |
45.45 |
45.52 |
0.07 |
0.2% |
50.56 |
Low |
42.51 |
42.87 |
0.36 |
0.8% |
42.51 |
Close |
42.79 |
45.08 |
2.29 |
5.4% |
45.08 |
Range |
2.94 |
2.65 |
-0.29 |
-9.9% |
8.05 |
ATR |
3.63 |
3.56 |
-0.06 |
-1.8% |
0.00 |
Volume |
16,390 |
9,568 |
-6,822 |
-41.6% |
59,819 |
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.44 |
51.41 |
46.54 |
|
R3 |
49.79 |
48.76 |
45.81 |
|
R2 |
47.14 |
47.14 |
45.57 |
|
R1 |
46.11 |
46.11 |
45.32 |
46.63 |
PP |
44.49 |
44.49 |
44.49 |
44.75 |
S1 |
43.46 |
43.46 |
44.84 |
43.98 |
S2 |
41.84 |
41.84 |
44.59 |
|
S3 |
39.19 |
40.81 |
44.35 |
|
S4 |
36.54 |
38.16 |
43.62 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.20 |
65.69 |
49.51 |
|
R3 |
62.15 |
57.64 |
47.29 |
|
R2 |
54.10 |
54.10 |
46.56 |
|
R1 |
49.59 |
49.59 |
45.82 |
47.82 |
PP |
46.05 |
46.05 |
46.05 |
45.17 |
S1 |
41.54 |
41.54 |
44.34 |
39.77 |
S2 |
38.00 |
38.00 |
43.60 |
|
S3 |
29.95 |
33.49 |
42.87 |
|
S4 |
21.90 |
25.44 |
40.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.05 |
42.51 |
8.54 |
18.9% |
2.68 |
5.9% |
30% |
False |
False |
17,891 |
10 |
58.91 |
42.51 |
16.40 |
36.4% |
3.20 |
7.1% |
16% |
False |
False |
23,495 |
20 |
61.33 |
42.51 |
18.82 |
41.7% |
3.27 |
7.3% |
14% |
False |
False |
22,860 |
40 |
76.00 |
42.51 |
33.49 |
74.3% |
3.63 |
8.0% |
8% |
False |
False |
18,784 |
60 |
98.25 |
42.51 |
55.74 |
123.6% |
3.70 |
8.2% |
5% |
False |
False |
16,581 |
80 |
113.10 |
42.51 |
70.59 |
156.6% |
3.69 |
8.2% |
4% |
False |
False |
14,238 |
100 |
123.85 |
42.51 |
81.34 |
180.4% |
3.36 |
7.5% |
3% |
False |
False |
12,018 |
120 |
147.91 |
42.51 |
105.40 |
233.8% |
3.33 |
7.4% |
2% |
False |
False |
10,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.78 |
2.618 |
52.46 |
1.618 |
49.81 |
1.000 |
48.17 |
0.618 |
47.16 |
HIGH |
45.52 |
0.618 |
44.51 |
0.500 |
44.20 |
0.382 |
43.88 |
LOW |
42.87 |
0.618 |
41.23 |
1.000 |
40.22 |
1.618 |
38.58 |
2.618 |
35.93 |
4.250 |
31.61 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
44.79 |
45.21 |
PP |
44.49 |
45.17 |
S1 |
44.20 |
45.12 |
|