NYMEX Light Sweet Crude Oil Future February 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 |
55.67 |
50.39 |
-5.28 |
-9.5% |
51.83 |
| High |
55.77 |
51.64 |
-4.13 |
-7.4% |
57.24 |
| Low |
50.00 |
48.31 |
-1.69 |
-3.4% |
49.87 |
| Close |
50.68 |
48.43 |
-2.25 |
-4.4% |
55.82 |
| Range |
5.77 |
3.33 |
-2.44 |
-42.3% |
7.37 |
| ATR |
4.68 |
4.59 |
-0.10 |
-2.1% |
0.00 |
| Volume |
29,016 |
57,111 |
28,095 |
96.8% |
245,787 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.45 |
57.27 |
50.26 |
|
| R3 |
56.12 |
53.94 |
49.35 |
|
| R2 |
52.79 |
52.79 |
49.04 |
|
| R1 |
50.61 |
50.61 |
48.74 |
50.04 |
| PP |
49.46 |
49.46 |
49.46 |
49.17 |
| S1 |
47.28 |
47.28 |
48.12 |
46.71 |
| S2 |
46.13 |
46.13 |
47.82 |
|
| S3 |
42.80 |
43.95 |
47.51 |
|
| S4 |
39.47 |
40.62 |
46.60 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.42 |
73.49 |
59.87 |
|
| R3 |
69.05 |
66.12 |
57.85 |
|
| R2 |
61.68 |
61.68 |
57.17 |
|
| R1 |
58.75 |
58.75 |
56.50 |
60.22 |
| PP |
54.31 |
54.31 |
54.31 |
55.04 |
| S1 |
51.38 |
51.38 |
55.14 |
52.85 |
| S2 |
46.94 |
46.94 |
54.47 |
|
| S3 |
39.57 |
44.01 |
53.79 |
|
| S4 |
32.20 |
36.64 |
51.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.24 |
48.31 |
8.93 |
18.4% |
4.52 |
9.3% |
1% |
False |
True |
51,628 |
| 10 |
57.24 |
48.31 |
8.93 |
18.4% |
4.12 |
8.5% |
1% |
False |
True |
48,631 |
| 20 |
72.86 |
48.31 |
24.55 |
50.7% |
4.45 |
9.2% |
0% |
False |
True |
36,947 |
| 40 |
90.30 |
48.31 |
41.99 |
86.7% |
4.63 |
9.6% |
0% |
False |
True |
26,791 |
| 60 |
109.44 |
48.31 |
61.13 |
126.2% |
4.68 |
9.7% |
0% |
False |
True |
21,007 |
| 80 |
123.65 |
48.31 |
75.34 |
155.6% |
4.47 |
9.2% |
0% |
False |
True |
16,683 |
| 100 |
146.93 |
48.31 |
98.62 |
203.6% |
4.17 |
8.6% |
0% |
False |
True |
13,891 |
| 120 |
148.17 |
48.31 |
99.86 |
206.2% |
3.70 |
7.6% |
0% |
False |
True |
11,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.79 |
|
2.618 |
60.36 |
|
1.618 |
57.03 |
|
1.000 |
54.97 |
|
0.618 |
53.70 |
|
HIGH |
51.64 |
|
0.618 |
50.37 |
|
0.500 |
49.98 |
|
0.382 |
49.58 |
|
LOW |
48.31 |
|
0.618 |
46.25 |
|
1.000 |
44.98 |
|
1.618 |
42.92 |
|
2.618 |
39.59 |
|
4.250 |
34.16 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
49.98 |
52.78 |
| PP |
49.46 |
51.33 |
| S1 |
48.95 |
49.88 |
|