NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 17-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
55.26 |
55.50 |
0.24 |
0.4% |
51.18 |
High |
56.35 |
55.67 |
-0.68 |
-1.2% |
57.40 |
Low |
53.24 |
52.74 |
-0.50 |
-0.9% |
50.89 |
Close |
53.90 |
52.87 |
-1.03 |
-1.9% |
55.85 |
Range |
3.11 |
2.93 |
-0.18 |
-5.8% |
6.51 |
ATR |
3.44 |
3.40 |
-0.04 |
-1.1% |
0.00 |
Volume |
4,055 |
6,875 |
2,820 |
69.5% |
35,911 |
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.55 |
60.64 |
54.48 |
|
R3 |
59.62 |
57.71 |
53.68 |
|
R2 |
56.69 |
56.69 |
53.41 |
|
R1 |
54.78 |
54.78 |
53.14 |
54.27 |
PP |
53.76 |
53.76 |
53.76 |
53.51 |
S1 |
51.85 |
51.85 |
52.60 |
51.34 |
S2 |
50.83 |
50.83 |
52.33 |
|
S3 |
47.90 |
48.92 |
52.06 |
|
S4 |
44.97 |
45.99 |
51.26 |
|
|
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 |
52.10 |
7.33 |
13.9% |
3.95 |
7.5% |
11% |
False |
False |
6,721 |
10 |
59.43 |
49.59 |
9.84 |
18.6% |
3.49 |
6.6% |
33% |
False |
False |
6,279 |
20 |
61.20 |
49.59 |
11.61 |
22.0% |
2.95 |
5.6% |
28% |
False |
False |
5,036 |
40 |
76.25 |
49.59 |
26.66 |
50.4% |
2.55 |
4.8% |
12% |
False |
False |
4,003 |
60 |
108.05 |
49.59 |
58.46 |
110.6% |
2.17 |
4.1% |
6% |
False |
False |
3,389 |
80 |
119.87 |
49.59 |
70.28 |
132.9% |
1.88 |
3.6% |
5% |
False |
False |
2,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.12 |
2.618 |
63.34 |
1.618 |
60.41 |
1.000 |
58.60 |
0.618 |
57.48 |
HIGH |
55.67 |
0.618 |
54.55 |
0.500 |
54.21 |
0.382 |
53.86 |
LOW |
52.74 |
0.618 |
50.93 |
1.000 |
49.81 |
1.618 |
48.00 |
2.618 |
45.07 |
4.250 |
40.29 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
54.21 |
56.09 |
PP |
53.76 |
55.01 |
S1 |
53.32 |
53.94 |
|