NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
49.89 |
49.04 |
-0.85 |
-1.7% |
58.08 |
| High |
50.01 |
51.95 |
1.94 |
3.9% |
58.40 |
| Low |
47.37 |
49.04 |
1.67 |
3.5% |
47.37 |
| Close |
47.61 |
51.64 |
4.03 |
8.5% |
47.61 |
| Range |
2.64 |
2.91 |
0.27 |
10.2% |
11.03 |
| ATR |
3.36 |
3.43 |
0.07 |
2.1% |
0.00 |
| Volume |
16,416 |
16,979 |
563 |
3.4% |
49,140 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.61 |
58.53 |
53.24 |
|
| R3 |
56.70 |
55.62 |
52.44 |
|
| R2 |
53.79 |
53.79 |
52.17 |
|
| R1 |
52.71 |
52.71 |
51.91 |
53.25 |
| PP |
50.88 |
50.88 |
50.88 |
51.15 |
| S1 |
49.80 |
49.80 |
51.37 |
50.34 |
| S2 |
47.97 |
47.97 |
51.11 |
|
| S3 |
45.06 |
46.89 |
50.84 |
|
| S4 |
42.15 |
43.98 |
50.04 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.22 |
76.94 |
53.68 |
|
| R3 |
73.19 |
65.91 |
50.64 |
|
| R2 |
62.16 |
62.16 |
49.63 |
|
| R1 |
54.88 |
54.88 |
48.62 |
53.01 |
| PP |
51.13 |
51.13 |
51.13 |
50.19 |
| S1 |
43.85 |
43.85 |
46.60 |
41.98 |
| S2 |
40.10 |
40.10 |
45.59 |
|
| S3 |
29.07 |
32.82 |
44.58 |
|
| S4 |
18.04 |
21.79 |
41.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.07 |
47.37 |
7.70 |
14.9% |
2.52 |
4.9% |
55% |
False |
False |
12,167 |
| 10 |
59.89 |
47.37 |
12.52 |
24.2% |
3.19 |
6.2% |
34% |
False |
False |
10,279 |
| 20 |
69.72 |
47.37 |
22.35 |
43.3% |
3.17 |
6.1% |
19% |
False |
False |
8,417 |
| 40 |
86.05 |
47.37 |
38.68 |
74.9% |
3.19 |
6.2% |
11% |
False |
False |
6,879 |
| 60 |
109.58 |
47.37 |
62.21 |
120.5% |
2.68 |
5.2% |
7% |
False |
False |
5,335 |
| 80 |
123.71 |
47.37 |
76.34 |
147.8% |
2.06 |
4.0% |
6% |
False |
False |
4,336 |
| 100 |
133.68 |
47.37 |
86.31 |
167.1% |
1.70 |
3.3% |
5% |
False |
False |
3,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.32 |
|
2.618 |
59.57 |
|
1.618 |
56.66 |
|
1.000 |
54.86 |
|
0.618 |
53.75 |
|
HIGH |
51.95 |
|
0.618 |
50.84 |
|
0.500 |
50.50 |
|
0.382 |
50.15 |
|
LOW |
49.04 |
|
0.618 |
47.24 |
|
1.000 |
46.13 |
|
1.618 |
44.33 |
|
2.618 |
41.42 |
|
4.250 |
36.67 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
51.26 |
51.14 |
| PP |
50.88 |
50.64 |
| S1 |
50.50 |
50.14 |
|