NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
53.10 |
53.02 |
-0.08 |
-0.2% |
60.24 |
High |
54.40 |
53.65 |
-0.75 |
-1.4% |
60.24 |
Low |
51.83 |
50.89 |
-0.94 |
-1.8% |
49.59 |
Close |
51.89 |
52.27 |
0.38 |
0.7% |
49.92 |
Range |
2.57 |
2.76 |
0.19 |
7.4% |
10.65 |
ATR |
3.21 |
3.18 |
-0.03 |
-1.0% |
0.00 |
Volume |
7,500 |
5,531 |
-1,969 |
-26.3% |
21,147 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.55 |
59.17 |
53.79 |
|
R3 |
57.79 |
56.41 |
53.03 |
|
R2 |
55.03 |
55.03 |
52.78 |
|
R1 |
53.65 |
53.65 |
52.52 |
52.96 |
PP |
52.27 |
52.27 |
52.27 |
51.93 |
S1 |
50.89 |
50.89 |
52.02 |
50.20 |
S2 |
49.51 |
49.51 |
51.76 |
|
S3 |
46.75 |
48.13 |
51.51 |
|
S4 |
43.99 |
45.37 |
50.75 |
|
|
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 |
55.59 |
49.59 |
6.00 |
11.5% |
3.02 |
5.8% |
45% |
False |
False |
5,837 |
10 |
61.20 |
49.59 |
11.61 |
22.2% |
2.69 |
5.1% |
23% |
False |
False |
4,799 |
20 |
65.19 |
49.59 |
15.60 |
29.8% |
2.58 |
4.9% |
17% |
False |
False |
4,193 |
40 |
78.55 |
49.59 |
28.96 |
55.4% |
2.24 |
4.3% |
9% |
False |
False |
3,512 |
60 |
110.25 |
49.59 |
60.66 |
116.1% |
2.01 |
3.8% |
4% |
False |
False |
2,911 |
80 |
123.73 |
49.59 |
74.14 |
141.8% |
1.68 |
3.2% |
4% |
False |
False |
2,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.38 |
2.618 |
60.88 |
1.618 |
58.12 |
1.000 |
56.41 |
0.618 |
55.36 |
HIGH |
53.65 |
0.618 |
52.60 |
0.500 |
52.27 |
0.382 |
51.94 |
LOW |
50.89 |
0.618 |
49.18 |
1.000 |
48.13 |
1.618 |
46.42 |
2.618 |
43.66 |
4.250 |
39.16 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
52.27 |
52.65 |
PP |
52.27 |
52.52 |
S1 |
52.27 |
52.40 |
|