NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 30-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
46.70 |
47.55 |
0.85 |
1.8% |
50.14 |
High |
48.33 |
48.00 |
-0.33 |
-0.7% |
50.56 |
Low |
45.42 |
46.25 |
0.83 |
1.8% |
42.51 |
Close |
47.46 |
47.67 |
0.21 |
0.4% |
45.08 |
Range |
2.91 |
1.75 |
-1.16 |
-39.9% |
8.05 |
ATR |
3.54 |
3.41 |
-0.13 |
-3.6% |
0.00 |
Volume |
4,283 |
12,755 |
8,472 |
197.8% |
59,819 |
|
Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.56 |
51.86 |
48.63 |
|
R3 |
50.81 |
50.11 |
48.15 |
|
R2 |
49.06 |
49.06 |
47.99 |
|
R1 |
48.36 |
48.36 |
47.83 |
48.71 |
PP |
47.31 |
47.31 |
47.31 |
47.48 |
S1 |
46.61 |
46.61 |
47.51 |
46.96 |
S2 |
45.56 |
45.56 |
47.35 |
|
S3 |
43.81 |
44.86 |
47.19 |
|
S4 |
42.06 |
43.11 |
46.71 |
|
|
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 |
48.33 |
42.51 |
5.82 |
12.2% |
2.61 |
5.5% |
89% |
False |
False |
11,584 |
10 |
55.66 |
42.51 |
13.15 |
27.6% |
2.82 |
5.9% |
39% |
False |
False |
20,364 |
20 |
58.91 |
42.51 |
16.40 |
34.4% |
3.11 |
6.5% |
31% |
False |
False |
22,458 |
40 |
76.00 |
42.51 |
33.49 |
70.3% |
3.48 |
7.3% |
15% |
False |
False |
18,428 |
60 |
91.57 |
42.51 |
49.06 |
102.9% |
3.65 |
7.7% |
11% |
False |
False |
16,571 |
80 |
112.04 |
42.51 |
69.53 |
145.9% |
3.69 |
7.7% |
7% |
False |
False |
14,323 |
100 |
123.85 |
42.51 |
81.34 |
170.6% |
3.39 |
7.1% |
6% |
False |
False |
12,115 |
120 |
147.91 |
42.51 |
105.40 |
221.1% |
3.31 |
6.9% |
5% |
False |
False |
10,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.44 |
2.618 |
52.58 |
1.618 |
50.83 |
1.000 |
49.75 |
0.618 |
49.08 |
HIGH |
48.00 |
0.618 |
47.33 |
0.500 |
47.13 |
0.382 |
46.92 |
LOW |
46.25 |
0.618 |
45.17 |
1.000 |
44.50 |
1.618 |
43.42 |
2.618 |
41.67 |
4.250 |
38.81 |
|
|
Fisher Pivots for day following 30-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
47.49 |
46.98 |
PP |
47.31 |
46.29 |
S1 |
47.13 |
45.60 |
|