NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 18-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
55.50 |
53.26 |
-2.24 |
-4.0% |
51.18 |
High |
55.67 |
53.46 |
-2.21 |
-4.0% |
57.40 |
Low |
52.74 |
50.56 |
-2.18 |
-4.1% |
50.89 |
Close |
52.87 |
50.69 |
-2.18 |
-4.1% |
55.85 |
Range |
2.93 |
2.90 |
-0.03 |
-1.0% |
6.51 |
ATR |
3.40 |
3.37 |
-0.04 |
-1.1% |
0.00 |
Volume |
6,875 |
10,368 |
3,493 |
50.8% |
35,911 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.27 |
58.38 |
52.29 |
|
R3 |
57.37 |
55.48 |
51.49 |
|
R2 |
54.47 |
54.47 |
51.22 |
|
R1 |
52.58 |
52.58 |
50.96 |
52.08 |
PP |
51.57 |
51.57 |
51.57 |
51.32 |
S1 |
49.68 |
49.68 |
50.42 |
49.18 |
S2 |
48.67 |
48.67 |
50.16 |
|
S3 |
45.77 |
46.78 |
49.89 |
|
S4 |
42.87 |
43.88 |
49.10 |
|
|
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 |
50.56 |
8.87 |
17.5% |
3.47 |
6.8% |
1% |
False |
True |
7,106 |
10 |
59.43 |
49.59 |
9.84 |
19.4% |
3.42 |
6.8% |
11% |
False |
False |
6,864 |
20 |
61.20 |
49.59 |
11.61 |
22.9% |
3.01 |
5.9% |
9% |
False |
False |
5,415 |
40 |
76.25 |
49.59 |
26.66 |
52.6% |
2.57 |
5.1% |
4% |
False |
False |
4,202 |
60 |
108.05 |
49.59 |
58.46 |
115.3% |
2.22 |
4.4% |
2% |
False |
False |
3,536 |
80 |
119.87 |
49.59 |
70.28 |
138.6% |
1.92 |
3.8% |
2% |
False |
False |
2,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.79 |
2.618 |
61.05 |
1.618 |
58.15 |
1.000 |
56.36 |
0.618 |
55.25 |
HIGH |
53.46 |
0.618 |
52.35 |
0.500 |
52.01 |
0.382 |
51.67 |
LOW |
50.56 |
0.618 |
48.77 |
1.000 |
47.66 |
1.618 |
45.87 |
2.618 |
42.97 |
4.250 |
38.24 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
52.01 |
53.46 |
PP |
51.57 |
52.53 |
S1 |
51.13 |
51.61 |
|