NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 02-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
56.85 |
52.64 |
-4.21 |
-7.4% |
54.00 |
High |
57.39 |
54.07 |
-3.32 |
-5.8% |
59.57 |
Low |
53.03 |
51.04 |
-1.99 |
-3.8% |
52.03 |
Close |
53.22 |
51.15 |
-2.07 |
-3.9% |
58.24 |
Range |
4.36 |
3.03 |
-1.33 |
-30.5% |
7.54 |
ATR |
4.14 |
4.06 |
-0.08 |
-1.9% |
0.00 |
Volume |
5,635 |
10,690 |
5,055 |
89.7% |
48,044 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.18 |
59.19 |
52.82 |
|
R3 |
58.15 |
56.16 |
51.98 |
|
R2 |
55.12 |
55.12 |
51.71 |
|
R1 |
53.13 |
53.13 |
51.43 |
52.61 |
PP |
52.09 |
52.09 |
52.09 |
51.83 |
S1 |
50.10 |
50.10 |
50.87 |
49.58 |
S2 |
49.06 |
49.06 |
50.59 |
|
S3 |
46.03 |
47.07 |
50.32 |
|
S4 |
43.00 |
44.04 |
49.48 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.23 |
76.28 |
62.39 |
|
R3 |
71.69 |
68.74 |
60.31 |
|
R2 |
64.15 |
64.15 |
59.62 |
|
R1 |
61.20 |
61.20 |
58.93 |
62.68 |
PP |
56.61 |
56.61 |
56.61 |
57.35 |
S1 |
53.66 |
53.66 |
57.55 |
55.14 |
S2 |
49.07 |
49.07 |
56.86 |
|
S3 |
41.53 |
46.12 |
56.17 |
|
S4 |
33.99 |
38.58 |
54.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.57 |
51.04 |
8.53 |
16.7% |
3.88 |
7.6% |
1% |
False |
True |
10,072 |
10 |
59.57 |
51.04 |
8.53 |
16.7% |
3.58 |
7.0% |
1% |
False |
True |
10,652 |
20 |
74.05 |
51.04 |
23.01 |
45.0% |
3.86 |
7.5% |
0% |
False |
True |
8,971 |
40 |
90.14 |
51.04 |
39.10 |
76.4% |
4.05 |
7.9% |
0% |
False |
True |
7,458 |
60 |
111.15 |
51.04 |
60.11 |
117.5% |
3.74 |
7.3% |
0% |
False |
True |
5,997 |
80 |
123.58 |
51.04 |
72.54 |
141.8% |
3.07 |
6.0% |
0% |
False |
True |
4,849 |
100 |
146.86 |
51.04 |
95.82 |
187.3% |
2.50 |
4.9% |
0% |
False |
True |
4,107 |
120 |
146.86 |
51.04 |
95.82 |
187.3% |
2.08 |
4.1% |
0% |
False |
True |
3,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.95 |
2.618 |
62.00 |
1.618 |
58.97 |
1.000 |
57.10 |
0.618 |
55.94 |
HIGH |
54.07 |
0.618 |
52.91 |
0.500 |
52.56 |
0.382 |
52.20 |
LOW |
51.04 |
0.618 |
49.17 |
1.000 |
48.01 |
1.618 |
46.14 |
2.618 |
43.11 |
4.250 |
38.16 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
52.56 |
55.31 |
PP |
52.09 |
53.92 |
S1 |
51.62 |
52.54 |
|