NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 02-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
59.37 |
56.14 |
-3.23 |
-5.4% |
58.24 |
High |
59.37 |
56.14 |
-3.23 |
-5.4% |
62.08 |
Low |
59.37 |
56.14 |
-3.23 |
-5.4% |
58.24 |
Close |
57.52 |
55.60 |
-1.92 |
-3.3% |
62.08 |
Range |
|
|
|
|
|
ATR |
2.60 |
2.52 |
-0.09 |
-3.4% |
0.00 |
Volume |
1,916 |
2,024 |
108 |
5.6% |
10,994 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.96 |
55.78 |
55.60 |
|
R3 |
55.96 |
55.78 |
55.60 |
|
R2 |
55.96 |
55.96 |
55.60 |
|
R1 |
55.78 |
55.78 |
55.60 |
55.87 |
PP |
55.96 |
55.96 |
55.96 |
56.01 |
S1 |
55.78 |
55.78 |
55.60 |
55.87 |
S2 |
55.96 |
55.96 |
55.60 |
|
S3 |
55.96 |
55.78 |
55.60 |
|
S4 |
55.96 |
55.78 |
55.60 |
|
|
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 |
56.14 |
5.94 |
10.7% |
0.00 |
0.0% |
-9% |
False |
True |
2,526 |
10 |
62.08 |
56.14 |
5.94 |
10.7% |
0.66 |
1.2% |
-9% |
False |
True |
2,228 |
20 |
76.95 |
56.14 |
20.81 |
37.4% |
1.47 |
2.6% |
-3% |
False |
True |
1,835 |
40 |
90.08 |
56.14 |
33.94 |
61.0% |
1.41 |
2.5% |
-2% |
False |
True |
1,695 |
60 |
109.67 |
56.14 |
53.53 |
96.3% |
1.17 |
2.1% |
-1% |
False |
True |
1,326 |
80 |
123.71 |
56.14 |
67.57 |
121.5% |
0.88 |
1.6% |
-1% |
False |
True |
1,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.14 |
2.618 |
56.14 |
1.618 |
56.14 |
1.000 |
56.14 |
0.618 |
56.14 |
HIGH |
56.14 |
0.618 |
56.14 |
0.500 |
56.14 |
0.382 |
56.14 |
LOW |
56.14 |
0.618 |
56.14 |
1.000 |
56.14 |
1.618 |
56.14 |
2.618 |
56.14 |
4.250 |
56.14 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
56.14 |
59.11 |
PP |
55.96 |
57.94 |
S1 |
55.78 |
56.77 |
|