NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
50.92 |
53.83 |
2.91 |
5.7% |
59.37 |
High |
50.92 |
54.00 |
3.08 |
6.0% |
59.37 |
Low |
50.92 |
53.76 |
2.84 |
5.6% |
50.92 |
Close |
50.92 |
54.63 |
3.71 |
7.3% |
50.92 |
Range |
0.00 |
0.24 |
0.24 |
|
8.45 |
ATR |
2.40 |
2.45 |
0.05 |
2.0% |
0.00 |
Volume |
4,165 |
2,951 |
-1,214 |
-29.1% |
13,765 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.85 |
54.98 |
54.76 |
|
R3 |
54.61 |
54.74 |
54.70 |
|
R2 |
54.37 |
54.37 |
54.67 |
|
R1 |
54.50 |
54.50 |
54.65 |
54.44 |
PP |
54.13 |
54.13 |
54.13 |
54.10 |
S1 |
54.26 |
54.26 |
54.61 |
54.20 |
S2 |
53.89 |
53.89 |
54.59 |
|
S3 |
53.65 |
54.02 |
54.56 |
|
S4 |
53.41 |
53.78 |
54.50 |
|
|
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 |
56.14 |
50.92 |
5.22 |
9.6% |
0.57 |
1.0% |
71% |
False |
False |
2,960 |
10 |
62.08 |
50.92 |
11.16 |
20.4% |
0.67 |
1.2% |
33% |
False |
False |
2,771 |
20 |
71.56 |
50.92 |
20.64 |
37.8% |
1.10 |
2.0% |
18% |
False |
False |
2,161 |
40 |
84.82 |
50.92 |
33.90 |
62.1% |
1.31 |
2.4% |
11% |
False |
False |
1,932 |
60 |
109.67 |
50.92 |
58.75 |
107.5% |
1.21 |
2.2% |
6% |
False |
False |
1,525 |
80 |
123.71 |
50.92 |
72.79 |
133.2% |
0.92 |
1.7% |
5% |
False |
False |
1,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.02 |
2.618 |
54.63 |
1.618 |
54.39 |
1.000 |
54.24 |
0.618 |
54.15 |
HIGH |
54.00 |
0.618 |
53.91 |
0.500 |
53.88 |
0.382 |
53.85 |
LOW |
53.76 |
0.618 |
53.61 |
1.000 |
53.52 |
1.618 |
53.37 |
2.618 |
53.13 |
4.250 |
52.74 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
54.38 |
54.25 |
PP |
54.13 |
53.86 |
S1 |
53.88 |
53.48 |
|