NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
53.83 |
52.72 |
-1.11 |
-2.1% |
59.37 |
High |
54.00 |
52.72 |
-1.28 |
-2.4% |
59.37 |
Low |
53.76 |
52.72 |
-1.04 |
-1.9% |
50.92 |
Close |
54.63 |
52.72 |
-1.91 |
-3.5% |
50.92 |
Range |
0.24 |
0.00 |
-0.24 |
-100.0% |
8.45 |
ATR |
2.45 |
2.41 |
-0.04 |
-1.6% |
0.00 |
Volume |
2,951 |
2,461 |
-490 |
-16.6% |
13,765 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.72 |
52.72 |
52.72 |
|
R3 |
52.72 |
52.72 |
52.72 |
|
R2 |
52.72 |
52.72 |
52.72 |
|
R1 |
52.72 |
52.72 |
52.72 |
52.72 |
PP |
52.72 |
52.72 |
52.72 |
52.72 |
S1 |
52.72 |
52.72 |
52.72 |
52.72 |
S2 |
52.72 |
52.72 |
52.72 |
|
S3 |
52.72 |
52.72 |
52.72 |
|
S4 |
52.72 |
52.72 |
52.72 |
|
|
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 |
56.10 |
50.92 |
5.18 |
9.8% |
0.57 |
1.1% |
35% |
False |
False |
3,047 |
10 |
62.08 |
50.92 |
11.16 |
21.2% |
0.29 |
0.5% |
16% |
False |
False |
2,786 |
20 |
66.38 |
50.92 |
15.46 |
29.3% |
0.85 |
1.6% |
12% |
False |
False |
2,244 |
40 |
83.75 |
50.92 |
32.83 |
62.3% |
1.31 |
2.5% |
5% |
False |
False |
1,972 |
60 |
109.67 |
50.92 |
58.75 |
111.4% |
1.12 |
2.1% |
3% |
False |
False |
1,563 |
80 |
123.71 |
50.92 |
72.79 |
138.1% |
0.92 |
1.7% |
2% |
False |
False |
1,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.72 |
2.618 |
52.72 |
1.618 |
52.72 |
1.000 |
52.72 |
0.618 |
52.72 |
HIGH |
52.72 |
0.618 |
52.72 |
0.500 |
52.72 |
0.382 |
52.72 |
LOW |
52.72 |
0.618 |
52.72 |
1.000 |
52.72 |
1.618 |
52.72 |
2.618 |
52.72 |
4.250 |
52.72 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
52.72 |
52.63 |
PP |
52.72 |
52.55 |
S1 |
52.72 |
52.46 |
|