NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
48.51 |
45.31 |
-3.20 |
-6.6% |
55.67 |
High |
48.69 |
46.03 |
-2.66 |
-5.5% |
55.77 |
Low |
44.89 |
42.51 |
-2.38 |
-5.3% |
42.51 |
Close |
45.21 |
42.93 |
-2.28 |
-5.0% |
42.93 |
Range |
3.80 |
3.52 |
-0.28 |
-7.4% |
13.26 |
ATR |
4.34 |
4.28 |
-0.06 |
-1.4% |
0.00 |
Volume |
65,744 |
69,424 |
3,680 |
5.6% |
280,328 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.38 |
52.18 |
44.87 |
|
R3 |
50.86 |
48.66 |
43.90 |
|
R2 |
47.34 |
47.34 |
43.58 |
|
R1 |
45.14 |
45.14 |
43.25 |
44.48 |
PP |
43.82 |
43.82 |
43.82 |
43.50 |
S1 |
41.62 |
41.62 |
42.61 |
40.96 |
S2 |
40.30 |
40.30 |
42.28 |
|
S3 |
36.78 |
38.10 |
41.96 |
|
S4 |
33.26 |
34.58 |
40.99 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.85 |
78.15 |
50.22 |
|
R3 |
73.59 |
64.89 |
46.58 |
|
R2 |
60.33 |
60.33 |
45.36 |
|
R1 |
51.63 |
51.63 |
44.15 |
49.35 |
PP |
47.07 |
47.07 |
47.07 |
45.93 |
S1 |
38.37 |
38.37 |
41.71 |
36.09 |
S2 |
33.81 |
33.81 |
40.50 |
|
S3 |
20.55 |
25.11 |
39.28 |
|
S4 |
7.29 |
11.85 |
35.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.77 |
42.51 |
13.26 |
30.9% |
3.64 |
8.5% |
3% |
False |
True |
56,065 |
10 |
57.24 |
42.51 |
14.73 |
34.3% |
4.10 |
9.5% |
3% |
False |
True |
58,616 |
20 |
67.23 |
42.51 |
24.72 |
57.6% |
3.96 |
9.2% |
2% |
False |
True |
43,428 |
40 |
85.78 |
42.51 |
43.27 |
100.8% |
4.54 |
10.6% |
1% |
False |
True |
30,626 |
60 |
109.44 |
42.51 |
66.93 |
155.9% |
4.70 |
10.9% |
1% |
False |
True |
23,888 |
80 |
123.65 |
42.51 |
81.14 |
189.0% |
4.46 |
10.4% |
1% |
False |
True |
18,979 |
100 |
138.64 |
42.51 |
96.13 |
223.9% |
4.18 |
9.7% |
0% |
False |
True |
15,777 |
120 |
148.17 |
42.51 |
105.66 |
246.1% |
3.75 |
8.7% |
0% |
False |
True |
13,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.99 |
2.618 |
55.25 |
1.618 |
51.73 |
1.000 |
49.55 |
0.618 |
48.21 |
HIGH |
46.03 |
0.618 |
44.69 |
0.500 |
44.27 |
0.382 |
43.85 |
LOW |
42.51 |
0.618 |
40.33 |
1.000 |
38.99 |
1.618 |
36.81 |
2.618 |
33.29 |
4.250 |
27.55 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
44.27 |
46.03 |
PP |
43.82 |
44.99 |
S1 |
43.38 |
43.96 |
|