NYMEX Light Sweet Crude Oil Future August 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 |
51.93 |
49.34 |
-2.59 |
-5.0% |
56.50 |
High |
52.52 |
49.34 |
-3.18 |
-6.1% |
56.50 |
Low |
51.93 |
49.34 |
-2.59 |
-5.0% |
51.93 |
Close |
52.06 |
49.34 |
-2.72 |
-5.2% |
52.06 |
Range |
0.59 |
0.00 |
-0.59 |
-100.0% |
4.57 |
ATR |
2.10 |
2.14 |
0.04 |
2.1% |
0.00 |
Volume |
3,823 |
6,603 |
2,780 |
72.7% |
16,043 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.34 |
49.34 |
49.34 |
|
R3 |
49.34 |
49.34 |
49.34 |
|
R2 |
49.34 |
49.34 |
49.34 |
|
R1 |
49.34 |
49.34 |
49.34 |
49.34 |
PP |
49.34 |
49.34 |
49.34 |
49.34 |
S1 |
49.34 |
49.34 |
49.34 |
49.34 |
S2 |
49.34 |
49.34 |
49.34 |
|
S3 |
49.34 |
49.34 |
49.34 |
|
S4 |
49.34 |
49.34 |
49.34 |
|
|
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 |
55.30 |
49.34 |
5.96 |
12.1% |
0.94 |
1.9% |
0% |
False |
True |
4,053 |
10 |
57.29 |
49.34 |
7.95 |
16.1% |
1.05 |
2.1% |
0% |
False |
True |
3,276 |
20 |
62.08 |
49.34 |
12.74 |
25.8% |
0.86 |
1.7% |
0% |
False |
True |
3,023 |
40 |
76.95 |
49.34 |
27.61 |
56.0% |
1.29 |
2.6% |
0% |
False |
True |
2,437 |
60 |
102.52 |
49.34 |
53.18 |
107.8% |
1.21 |
2.5% |
0% |
False |
True |
2,013 |
80 |
118.25 |
49.34 |
68.91 |
139.7% |
1.05 |
2.1% |
0% |
False |
True |
1,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.34 |
2.618 |
49.34 |
1.618 |
49.34 |
1.000 |
49.34 |
0.618 |
49.34 |
HIGH |
49.34 |
0.618 |
49.34 |
0.500 |
49.34 |
0.382 |
49.34 |
LOW |
49.34 |
0.618 |
49.34 |
1.000 |
49.34 |
1.618 |
49.34 |
2.618 |
49.34 |
4.250 |
49.34 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
49.34 |
51.59 |
PP |
49.34 |
50.84 |
S1 |
49.34 |
50.09 |
|