NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 03-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
48.85 |
47.76 |
-1.09 |
-2.2% |
50.97 |
High |
50.25 |
48.10 |
-2.15 |
-4.3% |
55.98 |
Low |
46.82 |
46.26 |
-0.56 |
-1.2% |
48.80 |
Close |
46.96 |
46.79 |
-0.17 |
-0.4% |
54.43 |
Range |
3.43 |
1.84 |
-1.59 |
-46.4% |
7.18 |
ATR |
4.75 |
4.54 |
-0.21 |
-4.4% |
0.00 |
Volume |
217,048 |
233,248 |
16,200 |
7.5% |
918,562 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.57 |
51.52 |
47.80 |
|
R3 |
50.73 |
49.68 |
47.30 |
|
R2 |
48.89 |
48.89 |
47.13 |
|
R1 |
47.84 |
47.84 |
46.96 |
47.45 |
PP |
47.05 |
47.05 |
47.05 |
46.85 |
S1 |
46.00 |
46.00 |
46.62 |
45.61 |
S2 |
45.21 |
45.21 |
46.45 |
|
S3 |
43.37 |
44.16 |
46.28 |
|
S4 |
41.53 |
42.32 |
45.78 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.61 |
71.70 |
58.38 |
|
R3 |
67.43 |
64.52 |
56.40 |
|
R2 |
60.25 |
60.25 |
55.75 |
|
R1 |
57.34 |
57.34 |
55.09 |
58.80 |
PP |
53.07 |
53.07 |
53.07 |
53.80 |
S1 |
50.16 |
50.16 |
53.77 |
51.62 |
S2 |
45.89 |
45.89 |
53.11 |
|
S3 |
38.71 |
42.98 |
52.46 |
|
S4 |
31.53 |
35.80 |
50.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.98 |
46.26 |
9.72 |
20.8% |
4.19 |
9.0% |
5% |
False |
True |
210,260 |
10 |
55.98 |
46.26 |
9.72 |
20.8% |
4.21 |
9.0% |
5% |
False |
True |
214,843 |
20 |
70.94 |
46.26 |
24.68 |
52.7% |
4.24 |
9.1% |
2% |
False |
True |
157,156 |
40 |
89.21 |
46.26 |
42.95 |
91.8% |
4.82 |
10.3% |
1% |
False |
True |
104,156 |
60 |
109.36 |
46.26 |
63.10 |
134.9% |
5.01 |
10.7% |
1% |
False |
True |
79,236 |
80 |
123.22 |
46.26 |
76.96 |
164.5% |
4.83 |
10.3% |
1% |
False |
True |
61,738 |
100 |
147.30 |
46.26 |
101.04 |
215.9% |
4.72 |
10.1% |
1% |
False |
True |
50,803 |
120 |
148.35 |
46.26 |
102.09 |
218.2% |
4.38 |
9.4% |
1% |
False |
True |
42,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.92 |
2.618 |
52.92 |
1.618 |
51.08 |
1.000 |
49.94 |
0.618 |
49.24 |
HIGH |
48.10 |
0.618 |
47.40 |
0.500 |
47.18 |
0.382 |
46.96 |
LOW |
46.26 |
0.618 |
45.12 |
1.000 |
44.42 |
1.618 |
43.28 |
2.618 |
41.44 |
4.250 |
38.44 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
47.18 |
50.44 |
PP |
47.05 |
49.22 |
S1 |
46.92 |
48.01 |
|