NYMEX Light Sweet Crude Oil Future August 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 |
52.72 |
53.67 |
0.95 |
1.8% |
59.37 |
High |
52.72 |
53.86 |
1.14 |
2.2% |
59.37 |
Low |
52.72 |
51.85 |
-0.87 |
-1.7% |
50.92 |
Close |
52.72 |
52.96 |
0.24 |
0.5% |
50.92 |
Range |
0.00 |
2.01 |
2.01 |
|
8.45 |
ATR |
2.41 |
2.38 |
-0.03 |
-1.2% |
0.00 |
Volume |
2,461 |
2,173 |
-288 |
-11.7% |
13,765 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.92 |
57.95 |
54.07 |
|
R3 |
56.91 |
55.94 |
53.51 |
|
R2 |
54.90 |
54.90 |
53.33 |
|
R1 |
53.93 |
53.93 |
53.14 |
53.41 |
PP |
52.89 |
52.89 |
52.89 |
52.63 |
S1 |
51.92 |
51.92 |
52.78 |
51.40 |
S2 |
50.88 |
50.88 |
52.59 |
|
S3 |
48.87 |
49.91 |
52.41 |
|
S4 |
46.86 |
47.90 |
51.85 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.09 |
73.45 |
55.57 |
|
R3 |
70.64 |
65.00 |
53.24 |
|
R2 |
62.19 |
62.19 |
52.47 |
|
R1 |
56.55 |
56.55 |
51.69 |
55.15 |
PP |
53.74 |
53.74 |
53.74 |
53.03 |
S1 |
48.10 |
48.10 |
50.15 |
46.70 |
S2 |
45.29 |
45.29 |
49.37 |
|
S3 |
36.84 |
39.65 |
48.60 |
|
S4 |
28.39 |
31.20 |
46.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.03 |
50.92 |
5.11 |
9.6% |
0.97 |
1.8% |
40% |
False |
False |
2,972 |
10 |
62.08 |
50.92 |
11.16 |
21.1% |
0.49 |
0.9% |
18% |
False |
False |
2,603 |
20 |
65.27 |
50.92 |
14.35 |
27.1% |
0.92 |
1.7% |
14% |
False |
False |
2,301 |
40 |
79.03 |
50.92 |
28.11 |
53.1% |
1.30 |
2.4% |
7% |
False |
False |
2,016 |
60 |
109.67 |
50.92 |
58.75 |
110.9% |
1.15 |
2.2% |
3% |
False |
False |
1,597 |
80 |
123.71 |
50.92 |
72.79 |
137.4% |
0.94 |
1.8% |
3% |
False |
False |
1,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.40 |
2.618 |
59.12 |
1.618 |
57.11 |
1.000 |
55.87 |
0.618 |
55.10 |
HIGH |
53.86 |
0.618 |
53.09 |
0.500 |
52.86 |
0.382 |
52.62 |
LOW |
51.85 |
0.618 |
50.61 |
1.000 |
49.84 |
1.618 |
48.60 |
2.618 |
46.59 |
4.250 |
43.31 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
52.93 |
52.95 |
PP |
52.89 |
52.94 |
S1 |
52.86 |
52.93 |
|