NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
56.66 |
51.50 |
-5.16 |
-9.1% |
53.01 |
| High |
56.66 |
52.97 |
-3.69 |
-6.5% |
58.48 |
| Low |
51.44 |
49.73 |
-1.71 |
-3.3% |
50.94 |
| Close |
52.00 |
49.84 |
-2.16 |
-4.2% |
57.09 |
| Range |
5.22 |
3.24 |
-1.98 |
-37.9% |
7.54 |
| ATR |
4.47 |
4.38 |
-0.09 |
-2.0% |
0.00 |
| Volume |
12,789 |
27,540 |
14,751 |
115.3% |
109,944 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.57 |
58.44 |
51.62 |
|
| R3 |
57.33 |
55.20 |
50.73 |
|
| R2 |
54.09 |
54.09 |
50.43 |
|
| R1 |
51.96 |
51.96 |
50.14 |
51.41 |
| PP |
50.85 |
50.85 |
50.85 |
50.57 |
| S1 |
48.72 |
48.72 |
49.54 |
48.17 |
| S2 |
47.61 |
47.61 |
49.25 |
|
| S3 |
44.37 |
45.48 |
48.95 |
|
| S4 |
41.13 |
42.24 |
48.06 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.12 |
75.15 |
61.24 |
|
| R3 |
70.58 |
67.61 |
59.16 |
|
| R2 |
63.04 |
63.04 |
58.47 |
|
| R1 |
60.07 |
60.07 |
57.78 |
61.56 |
| PP |
55.50 |
55.50 |
55.50 |
56.25 |
| S1 |
52.53 |
52.53 |
56.40 |
54.02 |
| S2 |
47.96 |
47.96 |
55.71 |
|
| S3 |
40.42 |
44.99 |
55.02 |
|
| S4 |
32.88 |
37.45 |
52.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.48 |
49.73 |
8.75 |
17.6% |
4.19 |
8.4% |
1% |
False |
True |
23,429 |
| 10 |
58.48 |
49.73 |
8.75 |
17.6% |
3.88 |
7.8% |
1% |
False |
True |
23,370 |
| 20 |
73.54 |
49.73 |
23.81 |
47.8% |
4.14 |
8.3% |
0% |
False |
True |
19,075 |
| 40 |
90.57 |
49.73 |
40.84 |
81.9% |
4.41 |
8.8% |
0% |
False |
True |
15,163 |
| 60 |
111.00 |
49.73 |
61.27 |
122.9% |
4.58 |
9.2% |
0% |
False |
True |
12,342 |
| 80 |
123.30 |
49.73 |
73.57 |
147.6% |
4.18 |
8.4% |
0% |
False |
True |
9,947 |
| 100 |
147.14 |
49.73 |
97.41 |
195.4% |
3.86 |
7.8% |
0% |
False |
True |
8,387 |
| 120 |
148.35 |
49.73 |
98.62 |
197.9% |
3.33 |
6.7% |
0% |
False |
True |
7,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.74 |
|
2.618 |
61.45 |
|
1.618 |
58.21 |
|
1.000 |
56.21 |
|
0.618 |
54.97 |
|
HIGH |
52.97 |
|
0.618 |
51.73 |
|
0.500 |
51.35 |
|
0.382 |
50.97 |
|
LOW |
49.73 |
|
0.618 |
47.73 |
|
1.000 |
46.49 |
|
1.618 |
44.49 |
|
2.618 |
41.25 |
|
4.250 |
35.96 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
51.35 |
54.11 |
| PP |
50.85 |
52.68 |
| S1 |
50.34 |
51.26 |
|