NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 01-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
62.08 |
59.37 |
-2.71 |
-4.4% |
58.24 |
High |
62.08 |
59.37 |
-2.71 |
-4.4% |
62.08 |
Low |
62.08 |
59.37 |
-2.71 |
-4.4% |
58.24 |
Close |
62.08 |
57.52 |
-4.56 |
-7.3% |
62.08 |
Range |
|
|
|
|
|
ATR |
2.60 |
2.60 |
0.01 |
0.3% |
0.00 |
Volume |
2,517 |
1,916 |
-601 |
-23.9% |
10,994 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.75 |
58.14 |
57.52 |
|
R3 |
58.75 |
58.14 |
57.52 |
|
R2 |
58.75 |
58.75 |
57.52 |
|
R1 |
58.14 |
58.14 |
57.52 |
58.45 |
PP |
58.75 |
58.75 |
58.75 |
58.91 |
S1 |
58.14 |
58.14 |
57.52 |
58.45 |
S2 |
58.75 |
58.75 |
57.52 |
|
S3 |
58.75 |
58.14 |
57.52 |
|
S4 |
58.75 |
58.14 |
57.52 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.32 |
71.04 |
64.19 |
|
R3 |
68.48 |
67.20 |
63.14 |
|
R2 |
64.64 |
64.64 |
62.78 |
|
R1 |
63.36 |
63.36 |
62.43 |
64.00 |
PP |
60.80 |
60.80 |
60.80 |
61.12 |
S1 |
59.52 |
59.52 |
61.73 |
60.16 |
S2 |
56.96 |
56.96 |
61.38 |
|
S3 |
53.12 |
55.68 |
61.02 |
|
S4 |
49.28 |
51.84 |
59.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.08 |
58.24 |
3.84 |
6.7% |
0.76 |
1.3% |
-19% |
False |
False |
2,582 |
10 |
65.09 |
56.35 |
8.74 |
15.2% |
1.02 |
1.8% |
13% |
False |
False |
2,212 |
20 |
76.95 |
56.35 |
20.60 |
35.8% |
1.50 |
2.6% |
6% |
False |
False |
1,777 |
40 |
90.08 |
56.35 |
33.73 |
58.6% |
1.41 |
2.5% |
3% |
False |
False |
1,651 |
60 |
109.67 |
56.35 |
53.32 |
92.7% |
1.17 |
2.0% |
2% |
False |
False |
1,303 |
80 |
123.71 |
56.35 |
67.36 |
117.1% |
0.88 |
1.5% |
2% |
False |
False |
1,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.37 |
2.618 |
59.37 |
1.618 |
59.37 |
1.000 |
59.37 |
0.618 |
59.37 |
HIGH |
59.37 |
0.618 |
59.37 |
0.500 |
59.37 |
0.382 |
59.37 |
LOW |
59.37 |
0.618 |
59.37 |
1.000 |
59.37 |
1.618 |
59.37 |
2.618 |
59.37 |
4.250 |
59.37 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
59.37 |
60.73 |
PP |
58.75 |
59.66 |
S1 |
58.14 |
58.59 |
|