NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
53.44 |
54.62 |
1.18 |
2.2% |
50.97 |
| High |
55.98 |
54.62 |
-1.36 |
-2.4% |
55.98 |
| Low |
51.12 |
48.62 |
-2.50 |
-4.9% |
48.80 |
| Close |
54.43 |
49.28 |
-5.15 |
-9.5% |
54.43 |
| Range |
4.86 |
6.00 |
1.14 |
23.5% |
7.18 |
| ATR |
4.76 |
4.85 |
0.09 |
1.9% |
0.00 |
| Volume |
243,439 |
129,155 |
-114,284 |
-46.9% |
918,562 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.84 |
65.06 |
52.58 |
|
| R3 |
62.84 |
59.06 |
50.93 |
|
| R2 |
56.84 |
56.84 |
50.38 |
|
| R1 |
53.06 |
53.06 |
49.83 |
51.95 |
| PP |
50.84 |
50.84 |
50.84 |
50.29 |
| S1 |
47.06 |
47.06 |
48.73 |
45.95 |
| S2 |
44.84 |
44.84 |
48.18 |
|
| S3 |
38.84 |
41.06 |
47.63 |
|
| S4 |
32.84 |
35.06 |
45.98 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.61 |
71.70 |
58.38 |
|
| R3 |
67.43 |
64.52 |
56.40 |
|
| R2 |
60.25 |
60.25 |
55.75 |
|
| R1 |
57.34 |
57.34 |
55.09 |
58.80 |
| PP |
53.07 |
53.07 |
53.07 |
53.80 |
| S1 |
50.16 |
50.16 |
53.77 |
51.62 |
| S2 |
45.89 |
45.89 |
53.11 |
|
| S3 |
38.71 |
42.98 |
52.46 |
|
| S4 |
31.53 |
35.80 |
50.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.98 |
48.62 |
7.36 |
14.9% |
5.26 |
10.7% |
9% |
False |
True |
209,543 |
| 10 |
59.52 |
48.25 |
11.27 |
22.9% |
4.32 |
8.8% |
9% |
False |
False |
194,157 |
| 20 |
72.37 |
48.25 |
24.12 |
48.9% |
4.72 |
9.6% |
4% |
False |
False |
140,874 |
| 40 |
91.45 |
48.25 |
43.20 |
87.7% |
4.94 |
10.0% |
2% |
False |
False |
94,442 |
| 60 |
111.02 |
48.25 |
62.77 |
127.4% |
5.06 |
10.3% |
2% |
False |
False |
72,101 |
| 80 |
123.22 |
48.25 |
74.97 |
152.1% |
4.86 |
9.9% |
1% |
False |
False |
56,420 |
| 100 |
148.35 |
48.25 |
100.10 |
203.1% |
4.75 |
9.6% |
1% |
False |
False |
46,382 |
| 120 |
148.35 |
48.25 |
100.10 |
203.1% |
4.37 |
8.9% |
1% |
False |
False |
39,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.12 |
|
2.618 |
70.33 |
|
1.618 |
64.33 |
|
1.000 |
60.62 |
|
0.618 |
58.33 |
|
HIGH |
54.62 |
|
0.618 |
52.33 |
|
0.500 |
51.62 |
|
0.382 |
50.91 |
|
LOW |
48.62 |
|
0.618 |
44.91 |
|
1.000 |
42.62 |
|
1.618 |
38.91 |
|
2.618 |
32.91 |
|
4.250 |
23.12 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
51.62 |
52.30 |
| PP |
50.84 |
51.29 |
| S1 |
50.06 |
50.29 |
|