NYMEX Light Sweet Crude Oil Future August 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 |
56.10 |
56.03 |
-0.07 |
-0.1% |
58.24 |
High |
56.10 |
56.03 |
-0.07 |
-0.1% |
62.08 |
Low |
56.10 |
53.42 |
-2.68 |
-4.8% |
58.24 |
Close |
56.10 |
53.42 |
-2.68 |
-4.8% |
62.08 |
Range |
0.00 |
2.61 |
2.61 |
|
3.84 |
ATR |
2.37 |
2.39 |
0.02 |
0.9% |
0.00 |
Volume |
2,549 |
3,111 |
562 |
22.0% |
10,994 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.12 |
60.38 |
54.86 |
|
R3 |
59.51 |
57.77 |
54.14 |
|
R2 |
56.90 |
56.90 |
53.90 |
|
R1 |
55.16 |
55.16 |
53.66 |
54.73 |
PP |
54.29 |
54.29 |
54.29 |
54.07 |
S1 |
52.55 |
52.55 |
53.18 |
52.12 |
S2 |
51.68 |
51.68 |
52.94 |
|
S3 |
49.07 |
49.94 |
52.70 |
|
S4 |
46.46 |
47.33 |
51.98 |
|
|
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 |
53.42 |
8.66 |
16.2% |
0.52 |
1.0% |
0% |
False |
True |
2,423 |
10 |
62.08 |
53.42 |
8.66 |
16.2% |
0.82 |
1.5% |
0% |
False |
True |
2,446 |
20 |
71.56 |
53.42 |
18.14 |
34.0% |
1.25 |
2.3% |
0% |
False |
True |
1,891 |
40 |
88.98 |
53.42 |
35.56 |
66.6% |
1.36 |
2.5% |
0% |
False |
True |
1,779 |
60 |
109.67 |
53.42 |
56.25 |
105.3% |
1.22 |
2.3% |
0% |
False |
True |
1,415 |
80 |
123.71 |
53.42 |
70.29 |
131.6% |
0.91 |
1.7% |
0% |
False |
True |
1,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.12 |
2.618 |
62.86 |
1.618 |
60.25 |
1.000 |
58.64 |
0.618 |
57.64 |
HIGH |
56.03 |
0.618 |
55.03 |
0.500 |
54.73 |
0.382 |
54.42 |
LOW |
53.42 |
0.618 |
51.81 |
1.000 |
50.81 |
1.618 |
49.20 |
2.618 |
46.59 |
4.250 |
42.33 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
54.73 |
54.78 |
PP |
54.29 |
54.33 |
S1 |
53.86 |
53.87 |
|