NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 31-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
47.55 |
47.67 |
0.12 |
0.3% |
50.14 |
High |
48.00 |
53.70 |
5.70 |
11.9% |
50.56 |
Low |
46.25 |
46.36 |
0.11 |
0.2% |
42.51 |
Close |
47.67 |
53.16 |
5.49 |
11.5% |
45.08 |
Range |
1.75 |
7.34 |
5.59 |
319.4% |
8.05 |
ATR |
3.41 |
3.69 |
0.28 |
8.2% |
0.00 |
Volume |
12,755 |
15,467 |
2,712 |
21.3% |
59,819 |
|
Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.09 |
70.47 |
57.20 |
|
R3 |
65.75 |
63.13 |
55.18 |
|
R2 |
58.41 |
58.41 |
54.51 |
|
R1 |
55.79 |
55.79 |
53.83 |
57.10 |
PP |
51.07 |
51.07 |
51.07 |
51.73 |
S1 |
48.45 |
48.45 |
52.49 |
49.76 |
S2 |
43.73 |
43.73 |
51.81 |
|
S3 |
36.39 |
41.11 |
51.14 |
|
S4 |
29.05 |
33.77 |
49.12 |
|
|
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 |
53.70 |
42.51 |
11.19 |
21.0% |
3.52 |
6.6% |
95% |
True |
False |
11,692 |
10 |
55.40 |
42.51 |
12.89 |
24.2% |
3.22 |
6.1% |
83% |
False |
False |
19,342 |
20 |
58.91 |
42.51 |
16.40 |
30.9% |
3.33 |
6.3% |
65% |
False |
False |
22,493 |
40 |
76.00 |
42.51 |
33.49 |
63.0% |
3.59 |
6.7% |
32% |
False |
False |
18,583 |
60 |
91.43 |
42.51 |
48.92 |
92.0% |
3.71 |
7.0% |
22% |
False |
False |
16,709 |
80 |
109.98 |
42.51 |
67.47 |
126.9% |
3.73 |
7.0% |
16% |
False |
False |
14,476 |
100 |
123.85 |
42.51 |
81.34 |
153.0% |
3.46 |
6.5% |
13% |
False |
False |
12,249 |
120 |
146.84 |
42.51 |
104.33 |
196.3% |
3.36 |
6.3% |
10% |
False |
False |
10,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.90 |
2.618 |
72.92 |
1.618 |
65.58 |
1.000 |
61.04 |
0.618 |
58.24 |
HIGH |
53.70 |
0.618 |
50.90 |
0.500 |
50.03 |
0.382 |
49.16 |
LOW |
46.36 |
0.618 |
41.82 |
1.000 |
39.02 |
1.618 |
34.48 |
2.618 |
27.14 |
4.250 |
15.17 |
|
|
Fisher Pivots for day following 31-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
52.12 |
51.96 |
PP |
51.07 |
50.76 |
S1 |
50.03 |
49.56 |
|