NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 04-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
47.76 |
47.00 |
-0.76 |
-1.6% |
50.97 |
High |
48.10 |
47.27 |
-0.83 |
-1.7% |
55.98 |
Low |
46.26 |
43.36 |
-2.90 |
-6.3% |
48.80 |
Close |
46.79 |
43.67 |
-3.12 |
-6.7% |
54.43 |
Range |
1.84 |
3.91 |
2.07 |
112.5% |
7.18 |
ATR |
4.54 |
4.50 |
-0.05 |
-1.0% |
0.00 |
Volume |
233,248 |
217,573 |
-15,675 |
-6.7% |
918,562 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.50 |
53.99 |
45.82 |
|
R3 |
52.59 |
50.08 |
44.75 |
|
R2 |
48.68 |
48.68 |
44.39 |
|
R1 |
46.17 |
46.17 |
44.03 |
45.47 |
PP |
44.77 |
44.77 |
44.77 |
44.42 |
S1 |
42.26 |
42.26 |
43.31 |
41.56 |
S2 |
40.86 |
40.86 |
42.95 |
|
S3 |
36.95 |
38.35 |
42.59 |
|
S4 |
33.04 |
34.44 |
41.52 |
|
|
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 |
43.36 |
12.62 |
28.9% |
4.01 |
9.2% |
2% |
False |
True |
208,092 |
10 |
55.98 |
43.36 |
12.62 |
28.9% |
4.37 |
10.0% |
2% |
False |
True |
220,980 |
20 |
66.39 |
43.36 |
23.03 |
52.7% |
4.17 |
9.6% |
1% |
False |
True |
164,069 |
40 |
89.21 |
43.36 |
45.85 |
105.0% |
4.80 |
11.0% |
1% |
False |
True |
108,324 |
60 |
109.36 |
43.36 |
66.00 |
151.1% |
5.02 |
11.5% |
0% |
False |
True |
82,535 |
80 |
123.22 |
43.36 |
79.86 |
182.9% |
4.84 |
11.1% |
0% |
False |
True |
64,302 |
100 |
141.22 |
43.36 |
97.86 |
224.1% |
4.68 |
10.7% |
0% |
False |
True |
52,932 |
120 |
148.35 |
43.36 |
104.99 |
240.4% |
4.40 |
10.1% |
0% |
False |
True |
44,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.89 |
2.618 |
57.51 |
1.618 |
53.60 |
1.000 |
51.18 |
0.618 |
49.69 |
HIGH |
47.27 |
0.618 |
45.78 |
0.500 |
45.32 |
0.382 |
44.85 |
LOW |
43.36 |
0.618 |
40.94 |
1.000 |
39.45 |
1.618 |
37.03 |
2.618 |
33.12 |
4.250 |
26.74 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
45.32 |
46.81 |
PP |
44.77 |
45.76 |
S1 |
44.22 |
44.72 |
|