NYMEX Light Sweet Crude Oil Future January 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 |
54.62 |
48.85 |
-5.77 |
-10.6% |
50.97 |
| High |
54.62 |
50.25 |
-4.37 |
-8.0% |
55.98 |
| Low |
48.62 |
46.82 |
-1.80 |
-3.7% |
48.80 |
| Close |
49.28 |
46.96 |
-2.32 |
-4.7% |
54.43 |
| Range |
6.00 |
3.43 |
-2.57 |
-42.8% |
7.18 |
| ATR |
4.85 |
4.75 |
-0.10 |
-2.1% |
0.00 |
| Volume |
129,155 |
217,048 |
87,893 |
68.1% |
918,562 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.30 |
56.06 |
48.85 |
|
| R3 |
54.87 |
52.63 |
47.90 |
|
| R2 |
51.44 |
51.44 |
47.59 |
|
| R1 |
49.20 |
49.20 |
47.27 |
48.61 |
| PP |
48.01 |
48.01 |
48.01 |
47.71 |
| S1 |
45.77 |
45.77 |
46.65 |
45.18 |
| S2 |
44.58 |
44.58 |
46.33 |
|
| S3 |
41.15 |
42.34 |
46.02 |
|
| S4 |
37.72 |
38.91 |
45.07 |
|
|
| 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 |
46.82 |
9.16 |
19.5% |
4.65 |
9.9% |
2% |
False |
True |
210,223 |
| 10 |
56.46 |
46.82 |
9.64 |
20.5% |
4.24 |
9.0% |
1% |
False |
True |
204,316 |
| 20 |
72.37 |
46.82 |
25.55 |
54.4% |
4.62 |
9.8% |
1% |
False |
True |
148,150 |
| 40 |
90.92 |
46.82 |
44.10 |
93.9% |
4.89 |
10.4% |
0% |
False |
True |
99,134 |
| 60 |
109.36 |
46.82 |
62.54 |
133.2% |
5.04 |
10.7% |
0% |
False |
True |
75,516 |
| 80 |
123.22 |
46.82 |
76.40 |
162.7% |
4.85 |
10.3% |
0% |
False |
True |
58,995 |
| 100 |
147.60 |
46.82 |
100.78 |
214.6% |
4.73 |
10.1% |
0% |
False |
True |
48,518 |
| 120 |
148.35 |
46.82 |
101.53 |
216.2% |
4.39 |
9.3% |
0% |
False |
True |
40,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.83 |
|
2.618 |
59.23 |
|
1.618 |
55.80 |
|
1.000 |
53.68 |
|
0.618 |
52.37 |
|
HIGH |
50.25 |
|
0.618 |
48.94 |
|
0.500 |
48.54 |
|
0.382 |
48.13 |
|
LOW |
46.82 |
|
0.618 |
44.70 |
|
1.000 |
43.39 |
|
1.618 |
41.27 |
|
2.618 |
37.84 |
|
4.250 |
32.24 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
48.54 |
51.40 |
| PP |
48.01 |
49.92 |
| S1 |
47.49 |
48.44 |
|