NYMEX Light Sweet Crude Oil Future June 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 |
54.12 |
53.00 |
-1.12 |
-2.1% |
55.85 |
| High |
54.61 |
54.41 |
-0.20 |
-0.4% |
61.33 |
| Low |
53.14 |
50.91 |
-2.23 |
-4.2% |
54.00 |
| Close |
53.95 |
51.20 |
-2.75 |
-5.1% |
60.28 |
| Range |
1.47 |
3.50 |
2.03 |
138.1% |
7.33 |
| ATR |
3.94 |
3.91 |
-0.03 |
-0.8% |
0.00 |
| Volume |
20,829 |
24,118 |
3,289 |
15.8% |
63,816 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.67 |
60.44 |
53.13 |
|
| R3 |
59.17 |
56.94 |
52.16 |
|
| R2 |
55.67 |
55.67 |
51.84 |
|
| R1 |
53.44 |
53.44 |
51.52 |
52.81 |
| PP |
52.17 |
52.17 |
52.17 |
51.86 |
| S1 |
49.94 |
49.94 |
50.88 |
49.31 |
| S2 |
48.67 |
48.67 |
50.56 |
|
| S3 |
45.17 |
46.44 |
50.24 |
|
| S4 |
41.67 |
42.94 |
49.28 |
|
|
| 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 |
50.91 |
10.42 |
20.4% |
3.13 |
6.1% |
3% |
False |
True |
16,957 |
| 10 |
61.33 |
50.91 |
10.42 |
20.4% |
3.66 |
7.2% |
3% |
False |
True |
17,170 |
| 20 |
70.47 |
50.91 |
19.56 |
38.2% |
3.43 |
6.7% |
1% |
False |
True |
15,235 |
| 40 |
90.00 |
50.91 |
39.09 |
76.3% |
3.82 |
7.5% |
1% |
False |
True |
14,549 |
| 60 |
109.98 |
50.91 |
59.07 |
115.4% |
3.84 |
7.5% |
0% |
False |
True |
12,379 |
| 80 |
123.85 |
50.91 |
72.94 |
142.5% |
3.50 |
6.8% |
0% |
False |
True |
10,167 |
| 100 |
140.00 |
50.91 |
89.09 |
174.0% |
3.33 |
6.5% |
0% |
False |
True |
8,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.29 |
|
2.618 |
63.57 |
|
1.618 |
60.07 |
|
1.000 |
57.91 |
|
0.618 |
56.57 |
|
HIGH |
54.41 |
|
0.618 |
53.07 |
|
0.500 |
52.66 |
|
0.382 |
52.25 |
|
LOW |
50.91 |
|
0.618 |
48.75 |
|
1.000 |
47.41 |
|
1.618 |
45.25 |
|
2.618 |
41.75 |
|
4.250 |
36.04 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
52.66 |
53.66 |
| PP |
52.17 |
52.84 |
| S1 |
51.69 |
52.02 |
|