NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
45.31 |
43.69 |
-1.62 |
-3.6% |
55.67 |
High |
46.03 |
47.00 |
0.97 |
2.1% |
55.77 |
Low |
42.51 |
43.69 |
1.18 |
2.8% |
42.51 |
Close |
42.93 |
46.36 |
3.43 |
8.0% |
42.93 |
Range |
3.52 |
3.31 |
-0.21 |
-6.0% |
13.26 |
ATR |
4.28 |
4.27 |
-0.02 |
-0.4% |
0.00 |
Volume |
69,424 |
157,572 |
88,148 |
127.0% |
280,328 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.61 |
54.30 |
48.18 |
|
R3 |
52.30 |
50.99 |
47.27 |
|
R2 |
48.99 |
48.99 |
46.97 |
|
R1 |
47.68 |
47.68 |
46.66 |
48.34 |
PP |
45.68 |
45.68 |
45.68 |
46.01 |
S1 |
44.37 |
44.37 |
46.06 |
45.03 |
S2 |
42.37 |
42.37 |
45.75 |
|
S3 |
39.06 |
41.06 |
45.45 |
|
S4 |
35.75 |
37.75 |
44.54 |
|
|
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 |
51.64 |
42.51 |
9.13 |
19.7% |
3.15 |
6.8% |
42% |
False |
False |
81,776 |
10 |
57.24 |
42.51 |
14.73 |
31.8% |
4.16 |
9.0% |
26% |
False |
False |
68,368 |
20 |
67.23 |
42.51 |
24.72 |
53.3% |
4.00 |
8.6% |
16% |
False |
False |
50,056 |
40 |
85.78 |
42.51 |
43.27 |
93.3% |
4.45 |
9.6% |
9% |
False |
False |
34,319 |
60 |
109.44 |
42.51 |
66.93 |
144.4% |
4.72 |
10.2% |
6% |
False |
False |
26,366 |
80 |
123.65 |
42.51 |
81.14 |
175.0% |
4.46 |
9.6% |
5% |
False |
False |
20,933 |
100 |
133.55 |
42.51 |
91.04 |
196.4% |
4.17 |
9.0% |
4% |
False |
False |
17,330 |
120 |
148.17 |
42.51 |
105.66 |
227.9% |
3.76 |
8.1% |
4% |
False |
False |
14,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.07 |
2.618 |
55.67 |
1.618 |
52.36 |
1.000 |
50.31 |
0.618 |
49.05 |
HIGH |
47.00 |
0.618 |
45.74 |
0.500 |
45.35 |
0.382 |
44.95 |
LOW |
43.69 |
0.618 |
41.64 |
1.000 |
40.38 |
1.618 |
38.33 |
2.618 |
35.02 |
4.250 |
29.62 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
46.02 |
46.11 |
PP |
45.68 |
45.85 |
S1 |
45.35 |
45.60 |
|