NYMEX Light Sweet Crude Oil Future March 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 |
56.80 |
56.66 |
-0.14 |
-0.2% |
53.01 |
| High |
58.48 |
56.66 |
-1.82 |
-3.1% |
58.48 |
| Low |
53.98 |
51.44 |
-2.54 |
-4.7% |
50.94 |
| Close |
57.09 |
52.00 |
-5.09 |
-8.9% |
57.09 |
| Range |
4.50 |
5.22 |
0.72 |
16.0% |
7.54 |
| ATR |
4.38 |
4.47 |
0.09 |
2.1% |
0.00 |
| Volume |
26,848 |
12,789 |
-14,059 |
-52.4% |
109,944 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.03 |
65.73 |
54.87 |
|
| R3 |
63.81 |
60.51 |
53.44 |
|
| R2 |
58.59 |
58.59 |
52.96 |
|
| R1 |
55.29 |
55.29 |
52.48 |
54.33 |
| PP |
53.37 |
53.37 |
53.37 |
52.89 |
| S1 |
50.07 |
50.07 |
51.52 |
49.11 |
| S2 |
48.15 |
48.15 |
51.04 |
|
| S3 |
42.93 |
44.85 |
50.56 |
|
| S4 |
37.71 |
39.63 |
49.13 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.12 |
75.15 |
61.24 |
|
| R3 |
70.58 |
67.61 |
59.16 |
|
| R2 |
63.04 |
63.04 |
58.47 |
|
| R1 |
60.07 |
60.07 |
57.78 |
61.56 |
| PP |
55.50 |
55.50 |
55.50 |
56.25 |
| S1 |
52.53 |
52.53 |
56.40 |
54.02 |
| S2 |
47.96 |
47.96 |
55.71 |
|
| S3 |
40.42 |
44.99 |
55.02 |
|
| S4 |
32.88 |
37.45 |
52.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.48 |
50.94 |
7.54 |
14.5% |
4.86 |
9.3% |
14% |
False |
False |
24,546 |
| 10 |
61.11 |
50.49 |
10.62 |
20.4% |
3.98 |
7.6% |
14% |
False |
False |
23,028 |
| 20 |
73.54 |
50.49 |
23.05 |
44.3% |
4.24 |
8.2% |
7% |
False |
False |
18,391 |
| 40 |
91.35 |
50.49 |
40.86 |
78.6% |
4.44 |
8.5% |
4% |
False |
False |
14,634 |
| 60 |
111.00 |
50.49 |
60.51 |
116.4% |
4.59 |
8.8% |
2% |
False |
False |
11,957 |
| 80 |
123.30 |
50.49 |
72.81 |
140.0% |
4.15 |
8.0% |
2% |
False |
False |
9,639 |
| 100 |
148.35 |
50.49 |
97.86 |
188.2% |
3.88 |
7.5% |
2% |
False |
False |
8,130 |
| 120 |
148.35 |
50.49 |
97.86 |
188.2% |
3.30 |
6.4% |
2% |
False |
False |
6,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.85 |
|
2.618 |
70.33 |
|
1.618 |
65.11 |
|
1.000 |
61.88 |
|
0.618 |
59.89 |
|
HIGH |
56.66 |
|
0.618 |
54.67 |
|
0.500 |
54.05 |
|
0.382 |
53.43 |
|
LOW |
51.44 |
|
0.618 |
48.21 |
|
1.000 |
46.22 |
|
1.618 |
42.99 |
|
2.618 |
37.77 |
|
4.250 |
29.26 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
54.05 |
54.96 |
| PP |
53.37 |
53.97 |
| S1 |
52.68 |
52.99 |
|