NYMEX Light Sweet Crude Oil Future March 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 |
46.90 |
45.93 |
-0.97 |
-2.1% |
56.66 |
High |
47.62 |
49.24 |
1.62 |
3.4% |
56.66 |
Low |
44.25 |
45.77 |
1.52 |
3.4% |
44.25 |
Close |
44.76 |
48.62 |
3.86 |
8.6% |
44.76 |
Range |
3.37 |
3.47 |
0.10 |
3.0% |
12.41 |
ATR |
4.11 |
4.14 |
0.03 |
0.6% |
0.00 |
Volume |
42,990 |
60,708 |
17,718 |
41.2% |
147,655 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.29 |
56.92 |
50.53 |
|
R3 |
54.82 |
53.45 |
49.57 |
|
R2 |
51.35 |
51.35 |
49.26 |
|
R1 |
49.98 |
49.98 |
48.94 |
50.67 |
PP |
47.88 |
47.88 |
47.88 |
48.22 |
S1 |
46.51 |
46.51 |
48.30 |
47.20 |
S2 |
44.41 |
44.41 |
47.98 |
|
S3 |
40.94 |
43.04 |
47.67 |
|
S4 |
37.47 |
39.57 |
46.71 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.79 |
77.68 |
51.59 |
|
R3 |
73.38 |
65.27 |
48.17 |
|
R2 |
60.97 |
60.97 |
47.04 |
|
R1 |
52.86 |
52.86 |
45.90 |
50.71 |
PP |
48.56 |
48.56 |
48.56 |
47.48 |
S1 |
40.45 |
40.45 |
43.62 |
38.30 |
S2 |
36.15 |
36.15 |
42.48 |
|
S3 |
23.74 |
28.04 |
41.35 |
|
S4 |
11.33 |
15.63 |
37.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.97 |
44.25 |
8.72 |
17.9% |
3.12 |
6.4% |
50% |
False |
False |
39,114 |
10 |
58.48 |
44.25 |
14.23 |
29.3% |
3.99 |
8.2% |
31% |
False |
False |
31,830 |
20 |
68.06 |
44.25 |
23.81 |
49.0% |
3.73 |
7.7% |
18% |
False |
False |
24,708 |
40 |
86.05 |
44.25 |
41.80 |
86.0% |
4.25 |
8.7% |
10% |
False |
False |
18,554 |
60 |
111.00 |
44.25 |
66.75 |
137.3% |
4.57 |
9.4% |
7% |
False |
False |
14,747 |
80 |
123.30 |
44.25 |
79.05 |
162.6% |
4.21 |
8.7% |
6% |
False |
False |
11,966 |
100 |
133.67 |
44.25 |
89.42 |
183.9% |
3.81 |
7.8% |
5% |
False |
False |
10,013 |
120 |
148.35 |
44.25 |
104.10 |
214.1% |
3.43 |
7.1% |
4% |
False |
False |
8,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.99 |
2.618 |
58.32 |
1.618 |
54.85 |
1.000 |
52.71 |
0.618 |
51.38 |
HIGH |
49.24 |
0.618 |
47.91 |
0.500 |
47.51 |
0.382 |
47.10 |
LOW |
45.77 |
0.618 |
43.63 |
1.000 |
42.30 |
1.618 |
40.16 |
2.618 |
36.69 |
4.250 |
31.02 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
48.25 |
48.17 |
PP |
47.88 |
47.72 |
S1 |
47.51 |
47.27 |
|