NYMEX Light Sweet Crude Oil Future April 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 |
51.18 |
48.57 |
-2.61 |
-5.1% |
56.85 |
High |
51.68 |
49.08 |
-2.60 |
-5.0% |
57.39 |
Low |
48.25 |
45.95 |
-2.30 |
-4.8% |
45.95 |
Close |
48.43 |
46.27 |
-2.16 |
-4.5% |
46.27 |
Range |
3.43 |
3.13 |
-0.30 |
-8.7% |
11.44 |
ATR |
3.84 |
3.79 |
-0.05 |
-1.3% |
0.00 |
Volume |
15,203 |
27,610 |
12,407 |
81.6% |
70,773 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.49 |
54.51 |
47.99 |
|
R3 |
53.36 |
51.38 |
47.13 |
|
R2 |
50.23 |
50.23 |
46.84 |
|
R1 |
48.25 |
48.25 |
46.56 |
47.68 |
PP |
47.10 |
47.10 |
47.10 |
46.81 |
S1 |
45.12 |
45.12 |
45.98 |
44.55 |
S2 |
43.97 |
43.97 |
45.70 |
|
S3 |
40.84 |
41.99 |
45.41 |
|
S4 |
37.71 |
38.86 |
44.55 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.19 |
76.67 |
52.56 |
|
R3 |
72.75 |
65.23 |
49.42 |
|
R2 |
61.31 |
61.31 |
48.37 |
|
R1 |
53.79 |
53.79 |
47.32 |
51.83 |
PP |
49.87 |
49.87 |
49.87 |
48.89 |
S1 |
42.35 |
42.35 |
45.22 |
40.39 |
S2 |
38.43 |
38.43 |
44.17 |
|
S3 |
26.99 |
30.91 |
43.12 |
|
S4 |
15.55 |
19.47 |
39.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.39 |
45.95 |
11.44 |
24.7% |
3.07 |
6.6% |
3% |
False |
True |
14,154 |
10 |
59.57 |
45.95 |
13.62 |
29.4% |
3.59 |
7.7% |
2% |
False |
True |
13,335 |
20 |
68.86 |
45.95 |
22.91 |
49.5% |
3.41 |
7.4% |
1% |
False |
True |
10,330 |
40 |
86.45 |
45.95 |
40.50 |
87.5% |
3.98 |
8.6% |
1% |
False |
True |
8,467 |
60 |
111.15 |
45.95 |
65.20 |
140.9% |
3.81 |
8.2% |
0% |
False |
True |
6,804 |
80 |
123.58 |
45.95 |
77.63 |
167.8% |
3.11 |
6.7% |
0% |
False |
True |
5,498 |
100 |
133.73 |
45.95 |
87.78 |
189.7% |
2.58 |
5.6% |
0% |
False |
True |
4,625 |
120 |
146.86 |
45.95 |
100.91 |
218.1% |
2.15 |
4.6% |
0% |
False |
True |
3,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.38 |
2.618 |
57.27 |
1.618 |
54.14 |
1.000 |
52.21 |
0.618 |
51.01 |
HIGH |
49.08 |
0.618 |
47.88 |
0.500 |
47.52 |
0.382 |
47.15 |
LOW |
45.95 |
0.618 |
44.02 |
1.000 |
42.82 |
1.618 |
40.89 |
2.618 |
37.76 |
4.250 |
32.65 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
47.52 |
49.04 |
PP |
47.10 |
48.11 |
S1 |
46.69 |
47.19 |
|