NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
50.03 |
46.90 |
-3.13 |
-6.3% |
56.66 |
| High |
50.29 |
47.62 |
-2.67 |
-5.3% |
56.66 |
| Low |
46.51 |
44.25 |
-2.26 |
-4.9% |
44.25 |
| Close |
46.86 |
44.76 |
-2.10 |
-4.5% |
44.76 |
| Range |
3.78 |
3.37 |
-0.41 |
-10.8% |
12.41 |
| ATR |
4.17 |
4.11 |
-0.06 |
-1.4% |
0.00 |
| Volume |
35,843 |
42,990 |
7,147 |
19.9% |
147,655 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.65 |
53.58 |
46.61 |
|
| R3 |
52.28 |
50.21 |
45.69 |
|
| R2 |
48.91 |
48.91 |
45.38 |
|
| R1 |
46.84 |
46.84 |
45.07 |
46.19 |
| PP |
45.54 |
45.54 |
45.54 |
45.22 |
| S1 |
43.47 |
43.47 |
44.45 |
42.82 |
| S2 |
42.17 |
42.17 |
44.14 |
|
| S3 |
38.80 |
40.10 |
43.83 |
|
| S4 |
35.43 |
36.73 |
42.91 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.79 |
77.68 |
51.59 |
|
| R3 |
73.38 |
65.27 |
48.17 |
|
| R2 |
60.97 |
60.97 |
47.04 |
|
| R1 |
52.86 |
52.86 |
45.90 |
50.71 |
| PP |
48.56 |
48.56 |
48.56 |
47.48 |
| S1 |
40.45 |
40.45 |
43.62 |
38.30 |
| S2 |
36.15 |
36.15 |
42.48 |
|
| S3 |
23.74 |
28.04 |
41.35 |
|
| S4 |
11.33 |
15.63 |
37.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.66 |
44.25 |
12.41 |
27.7% |
3.47 |
7.8% |
4% |
False |
True |
29,531 |
| 10 |
58.48 |
44.25 |
14.23 |
31.8% |
3.90 |
8.7% |
4% |
False |
True |
28,647 |
| 20 |
68.06 |
44.25 |
23.81 |
53.2% |
3.67 |
8.2% |
2% |
False |
True |
22,527 |
| 40 |
86.05 |
44.25 |
41.80 |
93.4% |
4.33 |
9.7% |
1% |
False |
True |
17,164 |
| 60 |
111.00 |
44.25 |
66.75 |
149.1% |
4.54 |
10.1% |
1% |
False |
True |
13,826 |
| 80 |
123.30 |
44.25 |
79.05 |
176.6% |
4.20 |
9.4% |
1% |
False |
True |
11,224 |
| 100 |
133.77 |
44.25 |
89.52 |
200.0% |
3.79 |
8.5% |
1% |
False |
True |
9,428 |
| 120 |
148.35 |
44.25 |
104.10 |
232.6% |
3.40 |
7.6% |
0% |
False |
True |
8,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.94 |
|
2.618 |
56.44 |
|
1.618 |
53.07 |
|
1.000 |
50.99 |
|
0.618 |
49.70 |
|
HIGH |
47.62 |
|
0.618 |
46.33 |
|
0.500 |
45.94 |
|
0.382 |
45.54 |
|
LOW |
44.25 |
|
0.618 |
42.17 |
|
1.000 |
40.88 |
|
1.618 |
38.80 |
|
2.618 |
35.43 |
|
4.250 |
29.93 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
45.94 |
47.60 |
| PP |
45.54 |
46.65 |
| S1 |
45.15 |
45.71 |
|