NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
49.08 |
48.51 |
-0.57 |
-1.2% |
51.83 |
| High |
49.54 |
48.69 |
-0.85 |
-1.7% |
57.24 |
| Low |
47.77 |
44.89 |
-2.88 |
-6.0% |
49.87 |
| Close |
48.32 |
45.21 |
-3.11 |
-6.4% |
55.82 |
| Range |
1.77 |
3.80 |
2.03 |
114.7% |
7.37 |
| ATR |
4.38 |
4.34 |
-0.04 |
-1.0% |
0.00 |
| Volume |
59,033 |
65,744 |
6,711 |
11.4% |
245,787 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.66 |
55.24 |
47.30 |
|
| R3 |
53.86 |
51.44 |
46.26 |
|
| R2 |
50.06 |
50.06 |
45.91 |
|
| R1 |
47.64 |
47.64 |
45.56 |
46.95 |
| PP |
46.26 |
46.26 |
46.26 |
45.92 |
| S1 |
43.84 |
43.84 |
44.86 |
43.15 |
| S2 |
42.46 |
42.46 |
44.51 |
|
| S3 |
38.66 |
40.04 |
44.17 |
|
| S4 |
34.86 |
36.24 |
43.12 |
|
|
| 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 |
44.89 |
12.35 |
27.3% |
3.88 |
8.6% |
3% |
False |
True |
55,300 |
| 10 |
57.24 |
44.89 |
12.35 |
27.3% |
4.24 |
9.4% |
3% |
False |
True |
55,338 |
| 20 |
67.23 |
44.89 |
22.34 |
49.4% |
4.04 |
8.9% |
1% |
False |
True |
41,064 |
| 40 |
89.32 |
44.89 |
44.43 |
98.3% |
4.56 |
10.1% |
1% |
False |
True |
29,294 |
| 60 |
109.44 |
44.89 |
64.55 |
142.8% |
4.69 |
10.4% |
0% |
False |
True |
22,861 |
| 80 |
123.65 |
44.89 |
78.76 |
174.2% |
4.46 |
9.9% |
0% |
False |
True |
18,163 |
| 100 |
138.64 |
44.89 |
93.75 |
207.4% |
4.15 |
9.2% |
0% |
False |
True |
15,109 |
| 120 |
148.17 |
44.89 |
103.28 |
228.4% |
3.74 |
8.3% |
0% |
False |
True |
12,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.84 |
|
2.618 |
58.64 |
|
1.618 |
54.84 |
|
1.000 |
52.49 |
|
0.618 |
51.04 |
|
HIGH |
48.69 |
|
0.618 |
47.24 |
|
0.500 |
46.79 |
|
0.382 |
46.34 |
|
LOW |
44.89 |
|
0.618 |
42.54 |
|
1.000 |
41.09 |
|
1.618 |
38.74 |
|
2.618 |
34.94 |
|
4.250 |
28.74 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
46.79 |
48.27 |
| PP |
46.26 |
47.25 |
| S1 |
45.74 |
46.23 |
|