NYMEX Light Sweet Crude Oil Future June 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 |
42.87 |
46.70 |
3.83 |
8.9% |
50.14 |
High |
45.52 |
48.33 |
2.81 |
6.2% |
50.56 |
Low |
42.87 |
45.42 |
2.55 |
5.9% |
42.51 |
Close |
45.08 |
47.46 |
2.38 |
5.3% |
45.08 |
Range |
2.65 |
2.91 |
0.26 |
9.8% |
8.05 |
ATR |
3.56 |
3.54 |
-0.02 |
-0.6% |
0.00 |
Volume |
9,568 |
4,283 |
-5,285 |
-55.2% |
59,819 |
|
Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.80 |
54.54 |
49.06 |
|
R3 |
52.89 |
51.63 |
48.26 |
|
R2 |
49.98 |
49.98 |
47.99 |
|
R1 |
48.72 |
48.72 |
47.73 |
49.35 |
PP |
47.07 |
47.07 |
47.07 |
47.39 |
S1 |
45.81 |
45.81 |
47.19 |
46.44 |
S2 |
44.16 |
44.16 |
46.93 |
|
S3 |
41.25 |
42.90 |
46.66 |
|
S4 |
38.34 |
39.99 |
45.86 |
|
|
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 |
50.56 |
42.51 |
8.05 |
17.0% |
2.90 |
6.1% |
61% |
False |
False |
12,820 |
10 |
58.91 |
42.51 |
16.40 |
34.6% |
3.16 |
6.7% |
30% |
False |
False |
21,215 |
20 |
59.01 |
42.51 |
16.50 |
34.8% |
3.23 |
6.8% |
30% |
False |
False |
22,308 |
40 |
76.00 |
42.51 |
33.49 |
70.6% |
3.56 |
7.5% |
15% |
False |
False |
18,590 |
60 |
95.75 |
42.51 |
53.24 |
112.2% |
3.68 |
7.8% |
9% |
False |
False |
16,533 |
80 |
112.04 |
42.51 |
69.53 |
146.5% |
3.70 |
7.8% |
7% |
False |
False |
14,236 |
100 |
123.85 |
42.51 |
81.34 |
171.4% |
3.38 |
7.1% |
6% |
False |
False |
12,018 |
120 |
147.91 |
42.51 |
105.40 |
222.1% |
3.34 |
7.0% |
5% |
False |
False |
10,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.70 |
2.618 |
55.95 |
1.618 |
53.04 |
1.000 |
51.24 |
0.618 |
50.13 |
HIGH |
48.33 |
0.618 |
47.22 |
0.500 |
46.88 |
0.382 |
46.53 |
LOW |
45.42 |
0.618 |
43.62 |
1.000 |
42.51 |
1.618 |
40.71 |
2.618 |
37.80 |
4.250 |
33.05 |
|
|
Fisher Pivots for day following 29-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
47.27 |
46.78 |
PP |
47.07 |
46.10 |
S1 |
46.88 |
45.42 |
|