NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
53.42 |
51.93 |
-1.49 |
-2.8% |
56.50 |
| High |
53.83 |
52.52 |
-1.31 |
-2.4% |
56.50 |
| Low |
52.09 |
51.93 |
-0.16 |
-0.3% |
51.93 |
| Close |
51.66 |
52.06 |
0.40 |
0.8% |
52.06 |
| Range |
1.74 |
0.59 |
-1.15 |
-66.1% |
4.57 |
| ATR |
2.20 |
2.10 |
-0.10 |
-4.3% |
0.00 |
| Volume |
4,211 |
3,823 |
-388 |
-9.2% |
16,043 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.94 |
53.59 |
52.38 |
|
| R3 |
53.35 |
53.00 |
52.22 |
|
| R2 |
52.76 |
52.76 |
52.17 |
|
| R1 |
52.41 |
52.41 |
52.11 |
52.59 |
| PP |
52.17 |
52.17 |
52.17 |
52.26 |
| S1 |
51.82 |
51.82 |
52.01 |
52.00 |
| S2 |
51.58 |
51.58 |
51.95 |
|
| S3 |
50.99 |
51.23 |
51.90 |
|
| S4 |
50.40 |
50.64 |
51.74 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.21 |
64.20 |
54.57 |
|
| R3 |
62.64 |
59.63 |
53.32 |
|
| R2 |
58.07 |
58.07 |
52.90 |
|
| R1 |
55.06 |
55.06 |
52.48 |
54.28 |
| PP |
53.50 |
53.50 |
53.50 |
53.11 |
| S1 |
50.49 |
50.49 |
51.64 |
49.71 |
| S2 |
48.93 |
48.93 |
51.22 |
|
| S3 |
44.36 |
45.92 |
50.80 |
|
| S4 |
39.79 |
41.35 |
49.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.50 |
51.93 |
4.57 |
8.8% |
0.94 |
1.8% |
3% |
False |
True |
3,208 |
| 10 |
57.29 |
51.85 |
5.44 |
10.4% |
1.07 |
2.1% |
4% |
False |
False |
2,911 |
| 20 |
62.08 |
50.92 |
11.16 |
21.4% |
0.88 |
1.7% |
10% |
False |
False |
2,790 |
| 40 |
76.95 |
50.92 |
26.03 |
50.0% |
1.33 |
2.6% |
4% |
False |
False |
2,345 |
| 60 |
107.20 |
50.92 |
56.28 |
108.1% |
1.21 |
2.3% |
2% |
False |
False |
1,918 |
| 80 |
118.25 |
50.92 |
67.33 |
129.3% |
1.05 |
2.0% |
2% |
False |
False |
1,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.03 |
|
2.618 |
54.06 |
|
1.618 |
53.47 |
|
1.000 |
53.11 |
|
0.618 |
52.88 |
|
HIGH |
52.52 |
|
0.618 |
52.29 |
|
0.500 |
52.23 |
|
0.382 |
52.16 |
|
LOW |
51.93 |
|
0.618 |
51.57 |
|
1.000 |
51.34 |
|
1.618 |
50.98 |
|
2.618 |
50.39 |
|
4.250 |
49.42 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
52.23 |
53.54 |
| PP |
52.17 |
53.05 |
| S1 |
52.12 |
52.55 |
|