NYMEX Light Sweet Crude Oil Future April 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 |
48.57 |
47.32 |
-1.25 |
-2.6% |
56.85 |
High |
49.08 |
50.69 |
1.61 |
3.3% |
57.39 |
Low |
45.95 |
47.32 |
1.37 |
3.0% |
45.95 |
Close |
46.27 |
50.29 |
4.02 |
8.7% |
46.27 |
Range |
3.13 |
3.37 |
0.24 |
7.7% |
11.44 |
ATR |
3.79 |
3.83 |
0.05 |
1.2% |
0.00 |
Volume |
27,610 |
24,543 |
-3,067 |
-11.1% |
70,773 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.54 |
58.29 |
52.14 |
|
R3 |
56.17 |
54.92 |
51.22 |
|
R2 |
52.80 |
52.80 |
50.91 |
|
R1 |
51.55 |
51.55 |
50.60 |
52.18 |
PP |
49.43 |
49.43 |
49.43 |
49.75 |
S1 |
48.18 |
48.18 |
49.98 |
48.81 |
S2 |
46.06 |
46.06 |
49.67 |
|
S3 |
42.69 |
44.81 |
49.36 |
|
S4 |
39.32 |
41.44 |
48.44 |
|
|
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 |
54.07 |
45.95 |
8.12 |
16.1% |
2.87 |
5.7% |
53% |
False |
False |
17,936 |
10 |
59.57 |
45.95 |
13.62 |
27.1% |
3.70 |
7.4% |
32% |
False |
False |
14,336 |
20 |
68.86 |
45.95 |
22.91 |
45.6% |
3.50 |
7.0% |
19% |
False |
False |
11,181 |
40 |
86.45 |
45.95 |
40.50 |
80.5% |
3.91 |
7.8% |
11% |
False |
False |
8,979 |
60 |
111.15 |
45.95 |
65.20 |
129.6% |
3.85 |
7.7% |
7% |
False |
False |
7,156 |
80 |
123.58 |
45.95 |
77.63 |
154.4% |
3.16 |
6.3% |
6% |
False |
False |
5,792 |
100 |
133.73 |
45.95 |
87.78 |
174.5% |
2.61 |
5.2% |
5% |
False |
False |
4,863 |
120 |
146.86 |
45.95 |
100.91 |
200.7% |
2.18 |
4.3% |
4% |
False |
False |
4,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.01 |
2.618 |
59.51 |
1.618 |
56.14 |
1.000 |
54.06 |
0.618 |
52.77 |
HIGH |
50.69 |
0.618 |
49.40 |
0.500 |
49.01 |
0.382 |
48.61 |
LOW |
47.32 |
0.618 |
45.24 |
1.000 |
43.95 |
1.618 |
41.87 |
2.618 |
38.50 |
4.250 |
33.00 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
49.86 |
49.80 |
PP |
49.43 |
49.31 |
S1 |
49.01 |
48.82 |
|