NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
50.39 |
49.08 |
-1.31 |
-2.6% |
51.83 |
| High |
51.64 |
49.54 |
-2.10 |
-4.1% |
57.24 |
| Low |
48.31 |
47.77 |
-0.54 |
-1.1% |
49.87 |
| Close |
48.43 |
48.32 |
-0.11 |
-0.2% |
55.82 |
| Range |
3.33 |
1.77 |
-1.56 |
-46.8% |
7.37 |
| ATR |
4.59 |
4.38 |
-0.20 |
-4.4% |
0.00 |
| Volume |
57,111 |
59,033 |
1,922 |
3.4% |
245,787 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.85 |
52.86 |
49.29 |
|
| R3 |
52.08 |
51.09 |
48.81 |
|
| R2 |
50.31 |
50.31 |
48.64 |
|
| R1 |
49.32 |
49.32 |
48.48 |
48.93 |
| PP |
48.54 |
48.54 |
48.54 |
48.35 |
| S1 |
47.55 |
47.55 |
48.16 |
47.16 |
| S2 |
46.77 |
46.77 |
48.00 |
|
| S3 |
45.00 |
45.78 |
47.83 |
|
| S4 |
43.23 |
44.01 |
47.35 |
|
|
| 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 |
47.77 |
9.47 |
19.6% |
4.07 |
8.4% |
6% |
False |
True |
52,762 |
| 10 |
57.24 |
47.77 |
9.47 |
19.6% |
4.10 |
8.5% |
6% |
False |
True |
52,255 |
| 20 |
71.30 |
47.77 |
23.53 |
48.7% |
4.08 |
8.5% |
2% |
False |
True |
39,018 |
| 40 |
89.32 |
47.77 |
41.55 |
86.0% |
4.57 |
9.5% |
1% |
False |
True |
28,028 |
| 60 |
109.44 |
47.77 |
61.67 |
127.6% |
4.67 |
9.7% |
1% |
False |
True |
21,904 |
| 80 |
123.65 |
47.77 |
75.88 |
157.0% |
4.45 |
9.2% |
1% |
False |
True |
17,372 |
| 100 |
145.82 |
47.77 |
98.05 |
202.9% |
4.18 |
8.6% |
1% |
False |
True |
14,465 |
| 120 |
148.17 |
47.77 |
100.40 |
207.8% |
3.72 |
7.7% |
1% |
False |
True |
12,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.06 |
|
2.618 |
54.17 |
|
1.618 |
52.40 |
|
1.000 |
51.31 |
|
0.618 |
50.63 |
|
HIGH |
49.54 |
|
0.618 |
48.86 |
|
0.500 |
48.66 |
|
0.382 |
48.45 |
|
LOW |
47.77 |
|
0.618 |
46.68 |
|
1.000 |
46.00 |
|
1.618 |
44.91 |
|
2.618 |
43.14 |
|
4.250 |
40.25 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
48.66 |
51.77 |
| PP |
48.54 |
50.62 |
| S1 |
48.43 |
49.47 |
|