NYMEX Light Sweet Crude Oil Future May 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 |
52.80 |
52.52 |
-0.28 |
-0.5% |
54.55 |
High |
53.35 |
52.90 |
-0.45 |
-0.8% |
59.89 |
Low |
52.13 |
49.80 |
-2.33 |
-4.5% |
54.25 |
Close |
52.70 |
49.89 |
-2.81 |
-5.3% |
59.29 |
Range |
1.22 |
3.10 |
1.88 |
154.1% |
5.64 |
ATR |
3.44 |
3.41 |
-0.02 |
-0.7% |
0.00 |
Volume |
8,826 |
9,833 |
1,007 |
11.4% |
36,671 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.16 |
58.13 |
51.60 |
|
R3 |
57.06 |
55.03 |
50.74 |
|
R2 |
53.96 |
53.96 |
50.46 |
|
R1 |
51.93 |
51.93 |
50.17 |
51.40 |
PP |
50.86 |
50.86 |
50.86 |
50.60 |
S1 |
48.83 |
48.83 |
49.61 |
48.30 |
S2 |
47.76 |
47.76 |
49.32 |
|
S3 |
44.66 |
45.73 |
49.04 |
|
S4 |
41.56 |
42.63 |
48.19 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.73 |
72.65 |
62.39 |
|
R3 |
69.09 |
67.01 |
60.84 |
|
R2 |
63.45 |
63.45 |
60.32 |
|
R1 |
61.37 |
61.37 |
59.81 |
62.41 |
PP |
57.81 |
57.81 |
57.81 |
58.33 |
S1 |
55.73 |
55.73 |
58.77 |
56.77 |
S2 |
52.17 |
52.17 |
58.26 |
|
S3 |
46.53 |
50.09 |
57.74 |
|
S4 |
40.89 |
44.45 |
56.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.89 |
49.80 |
10.09 |
20.2% |
2.86 |
5.7% |
1% |
False |
True |
8,214 |
10 |
59.89 |
49.80 |
10.09 |
20.2% |
3.35 |
6.7% |
1% |
False |
True |
8,908 |
20 |
69.72 |
49.80 |
19.92 |
39.9% |
3.22 |
6.5% |
0% |
False |
True |
7,613 |
40 |
89.02 |
49.80 |
39.22 |
78.6% |
3.16 |
6.3% |
0% |
False |
True |
6,201 |
60 |
109.58 |
49.80 |
59.78 |
119.8% |
2.59 |
5.2% |
0% |
False |
True |
4,816 |
80 |
123.71 |
49.80 |
73.91 |
148.1% |
2.01 |
4.0% |
0% |
False |
True |
3,932 |
100 |
137.24 |
49.80 |
87.44 |
175.3% |
1.68 |
3.4% |
0% |
False |
True |
3,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.08 |
2.618 |
61.02 |
1.618 |
57.92 |
1.000 |
56.00 |
0.618 |
54.82 |
HIGH |
52.90 |
0.618 |
51.72 |
0.500 |
51.35 |
0.382 |
50.98 |
LOW |
49.80 |
0.618 |
47.88 |
1.000 |
46.70 |
1.618 |
44.78 |
2.618 |
41.68 |
4.250 |
36.63 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
51.35 |
52.44 |
PP |
50.86 |
51.59 |
S1 |
50.38 |
50.74 |
|