NYMEX Light Sweet Crude Oil Future August 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 |
56.03 |
50.92 |
-5.11 |
-9.1% |
59.37 |
High |
56.03 |
50.92 |
-5.11 |
-9.1% |
59.37 |
Low |
53.42 |
50.92 |
-2.50 |
-4.7% |
50.92 |
Close |
53.42 |
50.92 |
-2.50 |
-4.7% |
50.92 |
Range |
2.61 |
0.00 |
-2.61 |
-100.0% |
8.45 |
ATR |
2.39 |
2.40 |
0.01 |
0.3% |
0.00 |
Volume |
3,111 |
4,165 |
1,054 |
33.9% |
13,765 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.92 |
50.92 |
50.92 |
|
R3 |
50.92 |
50.92 |
50.92 |
|
R2 |
50.92 |
50.92 |
50.92 |
|
R1 |
50.92 |
50.92 |
50.92 |
50.92 |
PP |
50.92 |
50.92 |
50.92 |
50.92 |
S1 |
50.92 |
50.92 |
50.92 |
50.92 |
S2 |
50.92 |
50.92 |
50.92 |
|
S3 |
50.92 |
50.92 |
50.92 |
|
S4 |
50.92 |
50.92 |
50.92 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.09 |
73.45 |
55.57 |
|
R3 |
70.64 |
65.00 |
53.24 |
|
R2 |
62.19 |
62.19 |
52.47 |
|
R1 |
56.55 |
56.55 |
51.69 |
55.15 |
PP |
53.74 |
53.74 |
53.74 |
53.03 |
S1 |
48.10 |
48.10 |
50.15 |
46.70 |
S2 |
45.29 |
45.29 |
49.37 |
|
S3 |
36.84 |
39.65 |
48.60 |
|
S4 |
28.39 |
31.20 |
46.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.37 |
50.92 |
8.45 |
16.6% |
0.52 |
1.0% |
0% |
False |
True |
2,753 |
10 |
62.08 |
50.92 |
11.16 |
21.9% |
0.69 |
1.3% |
0% |
False |
True |
2,669 |
20 |
71.56 |
50.92 |
20.64 |
40.5% |
1.11 |
2.2% |
0% |
False |
True |
2,051 |
40 |
84.82 |
50.92 |
33.90 |
66.6% |
1.35 |
2.6% |
0% |
False |
True |
1,869 |
60 |
109.67 |
50.92 |
58.75 |
115.4% |
1.20 |
2.4% |
0% |
False |
True |
1,476 |
80 |
123.71 |
50.92 |
72.79 |
142.9% |
0.91 |
1.8% |
0% |
False |
True |
1,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.92 |
2.618 |
50.92 |
1.618 |
50.92 |
1.000 |
50.92 |
0.618 |
50.92 |
HIGH |
50.92 |
0.618 |
50.92 |
0.500 |
50.92 |
0.382 |
50.92 |
LOW |
50.92 |
0.618 |
50.92 |
1.000 |
50.92 |
1.618 |
50.92 |
2.618 |
50.92 |
4.250 |
50.92 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
50.92 |
53.51 |
PP |
50.92 |
52.65 |
S1 |
50.92 |
51.78 |
|