NYMEX Light Sweet Crude Oil Future April 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 |
51.41 |
51.18 |
-0.23 |
-0.4% |
54.00 |
High |
52.12 |
51.68 |
-0.44 |
-0.8% |
59.57 |
Low |
50.71 |
48.25 |
-2.46 |
-4.9% |
52.03 |
Close |
51.34 |
48.43 |
-2.91 |
-5.7% |
58.24 |
Range |
1.41 |
3.43 |
2.02 |
143.3% |
7.54 |
ATR |
3.87 |
3.84 |
-0.03 |
-0.8% |
0.00 |
Volume |
11,635 |
15,203 |
3,568 |
30.7% |
48,044 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.74 |
57.52 |
50.32 |
|
R3 |
56.31 |
54.09 |
49.37 |
|
R2 |
52.88 |
52.88 |
49.06 |
|
R1 |
50.66 |
50.66 |
48.74 |
50.06 |
PP |
49.45 |
49.45 |
49.45 |
49.15 |
S1 |
47.23 |
47.23 |
48.12 |
46.63 |
S2 |
46.02 |
46.02 |
47.80 |
|
S3 |
42.59 |
43.80 |
47.49 |
|
S4 |
39.16 |
40.37 |
46.54 |
|
|
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 |
48.25 |
11.32 |
23.4% |
3.29 |
6.8% |
2% |
False |
True |
10,868 |
10 |
59.57 |
48.25 |
11.32 |
23.4% |
3.75 |
7.7% |
2% |
False |
True |
12,072 |
20 |
68.86 |
48.25 |
20.61 |
42.6% |
3.48 |
7.2% |
1% |
False |
True |
9,462 |
40 |
89.50 |
48.25 |
41.25 |
85.2% |
4.00 |
8.3% |
0% |
False |
True |
7,939 |
60 |
111.15 |
48.25 |
62.90 |
129.9% |
3.78 |
7.8% |
0% |
False |
True |
6,363 |
80 |
123.58 |
48.25 |
75.33 |
155.5% |
3.10 |
6.4% |
0% |
False |
True |
5,168 |
100 |
137.35 |
48.25 |
89.10 |
184.0% |
2.55 |
5.3% |
0% |
False |
True |
4,357 |
120 |
146.86 |
48.25 |
98.61 |
203.6% |
2.12 |
4.4% |
0% |
False |
True |
3,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.26 |
2.618 |
60.66 |
1.618 |
57.23 |
1.000 |
55.11 |
0.618 |
53.80 |
HIGH |
51.68 |
0.618 |
50.37 |
0.500 |
49.97 |
0.382 |
49.56 |
LOW |
48.25 |
0.618 |
46.13 |
1.000 |
44.82 |
1.618 |
42.70 |
2.618 |
39.27 |
4.250 |
33.67 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
49.97 |
51.16 |
PP |
49.45 |
50.25 |
S1 |
48.94 |
49.34 |
|