NYMEX Light Sweet Crude Oil Future March 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 |
51.50 |
50.10 |
-1.40 |
-2.7% |
53.01 |
| High |
52.97 |
50.94 |
-2.03 |
-3.8% |
58.48 |
| Low |
49.73 |
49.20 |
-0.53 |
-1.1% |
50.94 |
| Close |
49.84 |
49.87 |
0.03 |
0.1% |
57.09 |
| Range |
3.24 |
1.74 |
-1.50 |
-46.3% |
7.54 |
| ATR |
4.38 |
4.20 |
-0.19 |
-4.3% |
0.00 |
| Volume |
27,540 |
28,493 |
953 |
3.5% |
109,944 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.22 |
54.29 |
50.83 |
|
| R3 |
53.48 |
52.55 |
50.35 |
|
| R2 |
51.74 |
51.74 |
50.19 |
|
| R1 |
50.81 |
50.81 |
50.03 |
50.41 |
| PP |
50.00 |
50.00 |
50.00 |
49.80 |
| S1 |
49.07 |
49.07 |
49.71 |
48.67 |
| S2 |
48.26 |
48.26 |
49.55 |
|
| S3 |
46.52 |
47.33 |
49.39 |
|
| S4 |
44.78 |
45.59 |
48.91 |
|
|
| 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 |
49.20 |
9.28 |
18.6% |
3.86 |
7.7% |
7% |
False |
True |
23,690 |
| 10 |
58.48 |
49.20 |
9.28 |
18.6% |
3.89 |
7.8% |
7% |
False |
True |
24,812 |
| 20 |
72.00 |
49.20 |
22.80 |
45.7% |
3.77 |
7.6% |
3% |
False |
True |
20,057 |
| 40 |
89.27 |
49.20 |
40.07 |
80.3% |
4.34 |
8.7% |
2% |
False |
True |
15,679 |
| 60 |
111.00 |
49.20 |
61.80 |
123.9% |
4.54 |
9.1% |
1% |
False |
True |
12,741 |
| 80 |
123.30 |
49.20 |
74.10 |
148.6% |
4.18 |
8.4% |
1% |
False |
True |
10,276 |
| 100 |
147.14 |
49.20 |
97.94 |
196.4% |
3.82 |
7.7% |
1% |
False |
True |
8,659 |
| 120 |
148.35 |
49.20 |
99.15 |
198.8% |
3.35 |
6.7% |
1% |
False |
True |
7,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.34 |
|
2.618 |
55.50 |
|
1.618 |
53.76 |
|
1.000 |
52.68 |
|
0.618 |
52.02 |
|
HIGH |
50.94 |
|
0.618 |
50.28 |
|
0.500 |
50.07 |
|
0.382 |
49.86 |
|
LOW |
49.20 |
|
0.618 |
48.12 |
|
1.000 |
47.46 |
|
1.618 |
46.38 |
|
2.618 |
44.64 |
|
4.250 |
41.81 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
50.07 |
52.93 |
| PP |
50.00 |
51.91 |
| S1 |
49.94 |
50.89 |
|