NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 03-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
56.14 |
56.10 |
-0.04 |
-0.1% |
58.24 |
High |
56.14 |
56.10 |
-0.04 |
-0.1% |
62.08 |
Low |
56.14 |
56.10 |
-0.04 |
-0.1% |
58.24 |
Close |
55.60 |
56.10 |
0.50 |
0.9% |
62.08 |
Range |
|
|
|
|
|
ATR |
2.52 |
2.37 |
-0.14 |
-5.7% |
0.00 |
Volume |
2,024 |
2,549 |
525 |
25.9% |
10,994 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.10 |
56.10 |
56.10 |
|
R3 |
56.10 |
56.10 |
56.10 |
|
R2 |
56.10 |
56.10 |
56.10 |
|
R1 |
56.10 |
56.10 |
56.10 |
56.10 |
PP |
56.10 |
56.10 |
56.10 |
56.10 |
S1 |
56.10 |
56.10 |
56.10 |
56.10 |
S2 |
56.10 |
56.10 |
56.10 |
|
S3 |
56.10 |
56.10 |
56.10 |
|
S4 |
56.10 |
56.10 |
56.10 |
|
|
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 |
56.10 |
5.98 |
10.7% |
0.00 |
0.0% |
0% |
False |
True |
2,234 |
10 |
62.08 |
56.10 |
5.98 |
10.7% |
0.60 |
1.1% |
0% |
False |
True |
2,319 |
20 |
72.08 |
56.10 |
15.98 |
28.5% |
1.12 |
2.0% |
0% |
False |
True |
1,829 |
40 |
89.88 |
56.10 |
33.78 |
60.2% |
1.37 |
2.4% |
0% |
False |
True |
1,744 |
60 |
109.67 |
56.10 |
53.57 |
95.5% |
1.17 |
2.1% |
0% |
False |
True |
1,367 |
80 |
123.71 |
56.10 |
67.61 |
120.5% |
0.88 |
1.6% |
0% |
False |
True |
1,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.10 |
2.618 |
56.10 |
1.618 |
56.10 |
1.000 |
56.10 |
0.618 |
56.10 |
HIGH |
56.10 |
0.618 |
56.10 |
0.500 |
56.10 |
0.382 |
56.10 |
LOW |
56.10 |
0.618 |
56.10 |
1.000 |
56.10 |
1.618 |
56.10 |
2.618 |
56.10 |
4.250 |
56.10 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
56.10 |
57.74 |
PP |
56.10 |
57.19 |
S1 |
56.10 |
56.65 |
|