NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
50.60 |
51.15 |
0.55 |
1.1% |
58.34 |
| High |
52.21 |
51.56 |
-0.65 |
-1.2% |
59.43 |
| Low |
50.51 |
48.28 |
-2.23 |
-4.4% |
50.51 |
| Close |
51.15 |
48.48 |
-2.67 |
-5.2% |
51.15 |
| Range |
1.70 |
3.28 |
1.58 |
92.9% |
8.92 |
| ATR |
3.25 |
3.25 |
0.00 |
0.1% |
0.00 |
| Volume |
8,222 |
7,931 |
-291 |
-3.5% |
34,080 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.28 |
57.16 |
50.28 |
|
| R3 |
56.00 |
53.88 |
49.38 |
|
| R2 |
52.72 |
52.72 |
49.08 |
|
| R1 |
50.60 |
50.60 |
48.78 |
50.02 |
| PP |
49.44 |
49.44 |
49.44 |
49.15 |
| S1 |
47.32 |
47.32 |
48.18 |
46.74 |
| S2 |
46.16 |
46.16 |
47.88 |
|
| S3 |
42.88 |
44.04 |
47.58 |
|
| S4 |
39.60 |
40.76 |
46.68 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.46 |
74.72 |
56.06 |
|
| R3 |
71.54 |
65.80 |
53.60 |
|
| R2 |
62.62 |
62.62 |
52.79 |
|
| R1 |
56.88 |
56.88 |
51.97 |
55.29 |
| PP |
53.70 |
53.70 |
53.70 |
52.90 |
| S1 |
47.96 |
47.96 |
50.33 |
46.37 |
| S2 |
44.78 |
44.78 |
49.51 |
|
| S3 |
35.86 |
39.04 |
48.70 |
|
| S4 |
26.94 |
30.12 |
46.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.35 |
48.28 |
8.07 |
16.6% |
2.78 |
5.7% |
2% |
False |
True |
7,490 |
| 10 |
59.43 |
48.28 |
11.15 |
23.0% |
3.30 |
6.8% |
2% |
False |
True |
7,315 |
| 20 |
61.20 |
48.28 |
12.92 |
26.7% |
3.05 |
6.3% |
2% |
False |
True |
5,832 |
| 40 |
76.25 |
48.28 |
27.97 |
57.7% |
2.64 |
5.4% |
1% |
False |
True |
4,489 |
| 60 |
102.25 |
48.28 |
53.97 |
111.3% |
2.26 |
4.7% |
0% |
False |
True |
3,785 |
| 80 |
118.21 |
48.28 |
69.93 |
144.2% |
1.98 |
4.1% |
0% |
False |
True |
3,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.50 |
|
2.618 |
60.15 |
|
1.618 |
56.87 |
|
1.000 |
54.84 |
|
0.618 |
53.59 |
|
HIGH |
51.56 |
|
0.618 |
50.31 |
|
0.500 |
49.92 |
|
0.382 |
49.53 |
|
LOW |
48.28 |
|
0.618 |
46.25 |
|
1.000 |
45.00 |
|
1.618 |
42.97 |
|
2.618 |
39.69 |
|
4.250 |
34.34 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
49.92 |
50.87 |
| PP |
49.44 |
50.07 |
| S1 |
48.96 |
49.28 |
|