NYMEX Light Sweet Crude Oil Future August 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 |
54.30 |
56.50 |
2.20 |
4.1% |
53.83 |
High |
56.35 |
56.50 |
0.15 |
0.3% |
57.29 |
Low |
54.30 |
56.50 |
2.20 |
4.1% |
51.85 |
Close |
56.50 |
55.31 |
-1.19 |
-2.1% |
56.50 |
Range |
2.05 |
0.00 |
-2.05 |
-100.0% |
5.44 |
ATR |
2.58 |
2.40 |
-0.18 |
-7.1% |
0.00 |
Volume |
2,344 |
2,378 |
34 |
1.5% |
13,068 |
|
Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.10 |
55.71 |
55.31 |
|
R3 |
56.10 |
55.71 |
55.31 |
|
R2 |
56.10 |
56.10 |
55.31 |
|
R1 |
55.71 |
55.71 |
55.31 |
55.91 |
PP |
56.10 |
56.10 |
56.10 |
56.20 |
S1 |
55.71 |
55.71 |
55.31 |
55.91 |
S2 |
56.10 |
56.10 |
55.31 |
|
S3 |
56.10 |
55.71 |
55.31 |
|
S4 |
56.10 |
55.71 |
55.31 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.53 |
69.46 |
59.49 |
|
R3 |
66.09 |
64.02 |
58.00 |
|
R2 |
60.65 |
60.65 |
57.50 |
|
R1 |
58.58 |
58.58 |
57.00 |
59.62 |
PP |
55.21 |
55.21 |
55.21 |
55.73 |
S1 |
53.14 |
53.14 |
56.00 |
54.18 |
S2 |
49.77 |
49.77 |
55.50 |
|
S3 |
44.33 |
47.70 |
55.00 |
|
S4 |
38.89 |
42.26 |
53.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.29 |
51.85 |
5.44 |
9.8% |
1.15 |
2.1% |
64% |
False |
False |
2,499 |
10 |
57.29 |
50.92 |
6.37 |
11.5% |
0.86 |
1.6% |
69% |
False |
False |
2,729 |
20 |
65.09 |
50.92 |
14.17 |
25.6% |
0.94 |
1.7% |
31% |
False |
False |
2,471 |
40 |
79.03 |
50.92 |
28.11 |
50.8% |
1.36 |
2.5% |
16% |
False |
False |
2,145 |
60 |
109.67 |
50.92 |
58.75 |
106.2% |
1.14 |
2.1% |
7% |
False |
False |
1,706 |
80 |
119.89 |
50.92 |
68.97 |
124.7% |
0.99 |
1.8% |
6% |
False |
False |
1,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.50 |
2.618 |
56.50 |
1.618 |
56.50 |
1.000 |
56.50 |
0.618 |
56.50 |
HIGH |
56.50 |
0.618 |
56.50 |
0.500 |
56.50 |
0.382 |
56.50 |
LOW |
56.50 |
0.618 |
56.50 |
1.000 |
56.50 |
1.618 |
56.50 |
2.618 |
56.50 |
4.250 |
56.50 |
|
|
Fisher Pivots for day following 15-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
56.50 |
55.80 |
PP |
56.10 |
55.63 |
S1 |
55.71 |
55.47 |
|