NYMEX Light Sweet Crude Oil Future July 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 |
54.95 |
53.00 |
-1.95 |
-3.5% |
60.24 |
| High |
55.59 |
53.08 |
-2.51 |
-4.5% |
60.24 |
| Low |
52.07 |
49.59 |
-2.48 |
-4.8% |
49.59 |
| Close |
52.36 |
49.92 |
-2.44 |
-4.7% |
49.92 |
| Range |
3.52 |
3.49 |
-0.03 |
-0.9% |
10.65 |
| ATR |
3.18 |
3.20 |
0.02 |
0.7% |
0.00 |
| Volume |
4,519 |
6,872 |
2,353 |
52.1% |
21,147 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.33 |
59.12 |
51.84 |
|
| R3 |
57.84 |
55.63 |
50.88 |
|
| R2 |
54.35 |
54.35 |
50.56 |
|
| R1 |
52.14 |
52.14 |
50.24 |
51.50 |
| PP |
50.86 |
50.86 |
50.86 |
50.55 |
| S1 |
48.65 |
48.65 |
49.60 |
48.01 |
| S2 |
47.37 |
47.37 |
49.28 |
|
| S3 |
43.88 |
45.16 |
48.96 |
|
| S4 |
40.39 |
41.67 |
48.00 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.20 |
78.21 |
55.78 |
|
| R3 |
74.55 |
67.56 |
52.85 |
|
| R2 |
63.90 |
63.90 |
51.87 |
|
| R1 |
56.91 |
56.91 |
50.90 |
55.08 |
| PP |
53.25 |
53.25 |
53.25 |
52.34 |
| S1 |
46.26 |
46.26 |
48.94 |
44.43 |
| S2 |
42.60 |
42.60 |
47.97 |
|
| S3 |
31.95 |
35.61 |
46.99 |
|
| S4 |
21.30 |
24.96 |
44.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.24 |
49.59 |
10.65 |
21.3% |
2.89 |
5.8% |
3% |
False |
True |
4,229 |
| 10 |
61.20 |
49.59 |
11.61 |
23.3% |
2.68 |
5.4% |
3% |
False |
True |
4,292 |
| 20 |
70.85 |
49.59 |
21.26 |
42.6% |
2.53 |
5.1% |
2% |
False |
True |
3,691 |
| 40 |
85.30 |
49.59 |
35.71 |
71.5% |
2.22 |
4.4% |
1% |
False |
True |
3,227 |
| 60 |
110.25 |
49.59 |
60.66 |
121.5% |
1.93 |
3.9% |
1% |
False |
True |
2,639 |
| 80 |
123.73 |
49.59 |
74.14 |
148.5% |
1.58 |
3.2% |
0% |
False |
True |
2,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.91 |
|
2.618 |
62.22 |
|
1.618 |
58.73 |
|
1.000 |
56.57 |
|
0.618 |
55.24 |
|
HIGH |
53.08 |
|
0.618 |
51.75 |
|
0.500 |
51.34 |
|
0.382 |
50.92 |
|
LOW |
49.59 |
|
0.618 |
47.43 |
|
1.000 |
46.10 |
|
1.618 |
43.94 |
|
2.618 |
40.45 |
|
4.250 |
34.76 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
51.34 |
52.69 |
| PP |
50.86 |
51.76 |
| S1 |
50.39 |
50.84 |
|