NYMEX Light Sweet Crude Oil Future June 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 |
54.90 |
54.12 |
-0.78 |
-1.4% |
55.85 |
| High |
56.40 |
54.61 |
-1.79 |
-3.2% |
61.33 |
| Low |
53.50 |
53.14 |
-0.36 |
-0.7% |
54.00 |
| Close |
53.54 |
53.95 |
0.41 |
0.8% |
60.28 |
| Range |
2.90 |
1.47 |
-1.43 |
-49.3% |
7.33 |
| ATR |
4.13 |
3.94 |
-0.19 |
-4.6% |
0.00 |
| Volume |
14,769 |
20,829 |
6,060 |
41.0% |
63,816 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.31 |
57.60 |
54.76 |
|
| R3 |
56.84 |
56.13 |
54.35 |
|
| R2 |
55.37 |
55.37 |
54.22 |
|
| R1 |
54.66 |
54.66 |
54.08 |
54.28 |
| PP |
53.90 |
53.90 |
53.90 |
53.71 |
| S1 |
53.19 |
53.19 |
53.82 |
52.81 |
| S2 |
52.43 |
52.43 |
53.68 |
|
| S3 |
50.96 |
51.72 |
53.55 |
|
| S4 |
49.49 |
50.25 |
53.14 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.53 |
77.73 |
64.31 |
|
| R3 |
73.20 |
70.40 |
62.30 |
|
| R2 |
65.87 |
65.87 |
61.62 |
|
| R1 |
63.07 |
63.07 |
60.95 |
64.47 |
| PP |
58.54 |
58.54 |
58.54 |
59.24 |
| S1 |
55.74 |
55.74 |
59.61 |
57.14 |
| S2 |
51.21 |
51.21 |
58.94 |
|
| S3 |
43.88 |
48.41 |
58.26 |
|
| S4 |
36.55 |
41.08 |
56.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.33 |
53.14 |
8.19 |
15.2% |
3.29 |
6.1% |
10% |
False |
True |
15,150 |
| 10 |
61.33 |
53.14 |
8.19 |
15.2% |
3.50 |
6.5% |
10% |
False |
True |
16,072 |
| 20 |
73.80 |
53.14 |
20.66 |
38.3% |
3.45 |
6.4% |
4% |
False |
True |
14,950 |
| 40 |
90.16 |
53.14 |
37.02 |
68.6% |
3.82 |
7.1% |
2% |
False |
True |
14,128 |
| 60 |
109.98 |
53.14 |
56.84 |
105.4% |
3.83 |
7.1% |
1% |
False |
True |
12,062 |
| 80 |
123.85 |
53.14 |
70.71 |
131.1% |
3.47 |
6.4% |
1% |
False |
True |
9,908 |
| 100 |
146.84 |
53.14 |
93.70 |
173.7% |
3.37 |
6.2% |
1% |
False |
True |
8,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.86 |
|
2.618 |
58.46 |
|
1.618 |
56.99 |
|
1.000 |
56.08 |
|
0.618 |
55.52 |
|
HIGH |
54.61 |
|
0.618 |
54.05 |
|
0.500 |
53.88 |
|
0.382 |
53.70 |
|
LOW |
53.14 |
|
0.618 |
52.23 |
|
1.000 |
51.67 |
|
1.618 |
50.76 |
|
2.618 |
49.29 |
|
4.250 |
46.89 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
53.93 |
56.08 |
| PP |
53.90 |
55.37 |
| S1 |
53.88 |
54.66 |
|