NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
51.18 |
53.10 |
1.92 |
3.8% |
60.24 |
| High |
53.94 |
54.40 |
0.46 |
0.9% |
60.24 |
| Low |
51.18 |
51.83 |
0.65 |
1.3% |
49.59 |
| Close |
53.76 |
51.89 |
-1.87 |
-3.5% |
49.92 |
| Range |
2.76 |
2.57 |
-0.19 |
-6.9% |
10.65 |
| ATR |
3.26 |
3.21 |
-0.05 |
-1.5% |
0.00 |
| Volume |
4,765 |
7,500 |
2,735 |
57.4% |
21,147 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.42 |
58.72 |
53.30 |
|
| R3 |
57.85 |
56.15 |
52.60 |
|
| R2 |
55.28 |
55.28 |
52.36 |
|
| R1 |
53.58 |
53.58 |
52.13 |
53.15 |
| PP |
52.71 |
52.71 |
52.71 |
52.49 |
| S1 |
51.01 |
51.01 |
51.65 |
50.58 |
| S2 |
50.14 |
50.14 |
51.42 |
|
| S3 |
47.57 |
48.44 |
51.18 |
|
| S4 |
45.00 |
45.87 |
50.48 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.20 |
78.21 |
55.78 |
|
| R3 |
74.55 |
67.56 |
52.85 |
|
| R2 |
63.90 |
63.90 |
51.87 |
|
| R1 |
56.91 |
56.91 |
50.90 |
55.08 |
| PP |
53.25 |
53.25 |
53.25 |
52.34 |
| S1 |
46.26 |
46.26 |
48.94 |
44.43 |
| S2 |
42.60 |
42.60 |
47.97 |
|
| S3 |
31.95 |
35.61 |
46.99 |
|
| S4 |
21.30 |
24.96 |
44.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.78 |
49.59 |
6.19 |
11.9% |
2.75 |
5.3% |
37% |
False |
False |
5,619 |
| 10 |
61.20 |
49.59 |
11.61 |
22.4% |
2.59 |
5.0% |
20% |
False |
False |
4,733 |
| 20 |
66.15 |
49.59 |
16.56 |
31.9% |
2.50 |
4.8% |
14% |
False |
False |
4,024 |
| 40 |
85.30 |
49.59 |
35.71 |
68.8% |
2.25 |
4.3% |
6% |
False |
False |
3,459 |
| 60 |
110.25 |
49.59 |
60.66 |
116.9% |
1.98 |
3.8% |
4% |
False |
False |
2,824 |
| 80 |
123.73 |
49.59 |
74.14 |
142.9% |
1.65 |
3.2% |
3% |
False |
False |
2,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.32 |
|
2.618 |
61.13 |
|
1.618 |
58.56 |
|
1.000 |
56.97 |
|
0.618 |
55.99 |
|
HIGH |
54.40 |
|
0.618 |
53.42 |
|
0.500 |
53.12 |
|
0.382 |
52.81 |
|
LOW |
51.83 |
|
0.618 |
50.24 |
|
1.000 |
49.26 |
|
1.618 |
47.67 |
|
2.618 |
45.10 |
|
4.250 |
40.91 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
53.12 |
52.00 |
| PP |
52.71 |
51.96 |
| S1 |
52.30 |
51.93 |
|