NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 15-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
54.38 |
58.34 |
3.96 |
7.3% |
51.18 |
High |
56.85 |
59.43 |
2.58 |
4.5% |
57.40 |
Low |
53.43 |
54.43 |
1.00 |
1.9% |
50.89 |
Close |
55.85 |
54.59 |
-1.26 |
-2.3% |
55.85 |
Range |
3.42 |
5.00 |
1.58 |
46.2% |
6.51 |
ATR |
3.35 |
3.47 |
0.12 |
3.5% |
0.00 |
Volume |
9,673 |
4,560 |
-5,113 |
-52.9% |
35,911 |
|
Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.15 |
67.87 |
57.34 |
|
R3 |
66.15 |
62.87 |
55.97 |
|
R2 |
61.15 |
61.15 |
55.51 |
|
R1 |
57.87 |
57.87 |
55.05 |
57.01 |
PP |
56.15 |
56.15 |
56.15 |
55.72 |
S1 |
52.87 |
52.87 |
54.13 |
52.01 |
S2 |
51.15 |
51.15 |
53.67 |
|
S3 |
46.15 |
47.87 |
53.22 |
|
S4 |
41.15 |
42.87 |
51.84 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.24 |
71.56 |
59.43 |
|
R3 |
67.73 |
65.05 |
57.64 |
|
R2 |
61.22 |
61.22 |
57.04 |
|
R1 |
58.54 |
58.54 |
56.45 |
59.88 |
PP |
54.71 |
54.71 |
54.71 |
55.39 |
S1 |
52.03 |
52.03 |
55.25 |
53.37 |
S2 |
48.20 |
48.20 |
54.66 |
|
S3 |
41.69 |
45.52 |
54.06 |
|
S4 |
35.18 |
39.01 |
52.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.43 |
50.89 |
8.54 |
15.6% |
3.81 |
7.0% |
43% |
True |
False |
7,141 |
10 |
59.43 |
49.59 |
9.84 |
18.0% |
3.30 |
6.0% |
51% |
True |
False |
5,946 |
20 |
64.57 |
49.59 |
14.98 |
27.4% |
2.91 |
5.3% |
33% |
False |
False |
4,782 |
40 |
78.55 |
49.59 |
28.96 |
53.1% |
2.45 |
4.5% |
17% |
False |
False |
3,817 |
60 |
110.25 |
49.59 |
60.66 |
111.1% |
2.10 |
3.8% |
8% |
False |
False |
3,229 |
80 |
120.29 |
49.59 |
70.70 |
129.5% |
1.84 |
3.4% |
7% |
False |
False |
2,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.68 |
2.618 |
72.52 |
1.618 |
67.52 |
1.000 |
64.43 |
0.618 |
62.52 |
HIGH |
59.43 |
0.618 |
57.52 |
0.500 |
56.93 |
0.382 |
56.34 |
LOW |
54.43 |
0.618 |
51.34 |
1.000 |
49.43 |
1.618 |
46.34 |
2.618 |
41.34 |
4.250 |
33.18 |
|
|
Fisher Pivots for day following 15-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
56.93 |
55.77 |
PP |
56.15 |
55.37 |
S1 |
55.37 |
54.98 |
|