NYMEX Light Sweet Crude Oil Future March 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 |
50.10 |
50.03 |
-0.07 |
-0.1% |
53.01 |
| High |
50.94 |
50.29 |
-0.65 |
-1.3% |
58.48 |
| Low |
49.20 |
46.51 |
-2.69 |
-5.5% |
50.94 |
| Close |
49.87 |
46.86 |
-3.01 |
-6.0% |
57.09 |
| Range |
1.74 |
3.78 |
2.04 |
117.2% |
7.54 |
| ATR |
4.20 |
4.17 |
-0.03 |
-0.7% |
0.00 |
| Volume |
28,493 |
35,843 |
7,350 |
25.8% |
109,944 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.23 |
56.82 |
48.94 |
|
| R3 |
55.45 |
53.04 |
47.90 |
|
| R2 |
51.67 |
51.67 |
47.55 |
|
| R1 |
49.26 |
49.26 |
47.21 |
48.58 |
| PP |
47.89 |
47.89 |
47.89 |
47.54 |
| S1 |
45.48 |
45.48 |
46.51 |
44.80 |
| S2 |
44.11 |
44.11 |
46.17 |
|
| S3 |
40.33 |
41.70 |
45.82 |
|
| S4 |
36.55 |
37.92 |
44.78 |
|
|
| 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 |
46.51 |
11.97 |
25.5% |
3.70 |
7.9% |
3% |
False |
True |
26,302 |
| 10 |
58.48 |
46.51 |
11.97 |
25.5% |
4.05 |
8.6% |
3% |
False |
True |
26,614 |
| 20 |
68.06 |
46.51 |
21.55 |
46.0% |
3.74 |
8.0% |
2% |
False |
True |
21,108 |
| 40 |
89.27 |
46.51 |
42.76 |
91.3% |
4.34 |
9.3% |
1% |
False |
True |
16,361 |
| 60 |
111.00 |
46.51 |
64.49 |
137.6% |
4.54 |
9.7% |
1% |
False |
True |
13,178 |
| 80 |
123.30 |
46.51 |
76.79 |
163.9% |
4.20 |
9.0% |
0% |
False |
True |
10,713 |
| 100 |
140.01 |
46.51 |
93.50 |
199.5% |
3.79 |
8.1% |
0% |
False |
True |
9,009 |
| 120 |
148.35 |
46.51 |
101.84 |
217.3% |
3.38 |
7.2% |
0% |
False |
True |
7,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.36 |
|
2.618 |
60.19 |
|
1.618 |
56.41 |
|
1.000 |
54.07 |
|
0.618 |
52.63 |
|
HIGH |
50.29 |
|
0.618 |
48.85 |
|
0.500 |
48.40 |
|
0.382 |
47.95 |
|
LOW |
46.51 |
|
0.618 |
44.17 |
|
1.000 |
42.73 |
|
1.618 |
40.39 |
|
2.618 |
36.61 |
|
4.250 |
30.45 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
48.40 |
49.74 |
| PP |
47.89 |
48.78 |
| S1 |
47.37 |
47.82 |
|