NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
54.55 |
58.35 |
3.80 |
7.0% |
60.42 |
| High |
59.14 |
58.35 |
-0.79 |
-1.3% |
62.18 |
| Low |
54.25 |
55.30 |
1.05 |
1.9% |
52.47 |
| Close |
58.64 |
55.40 |
-3.24 |
-5.5% |
54.08 |
| Range |
4.89 |
3.05 |
-1.84 |
-37.6% |
9.71 |
| ATR |
3.58 |
3.56 |
-0.02 |
-0.5% |
0.00 |
| Volume |
9,821 |
7,986 |
-1,835 |
-18.7% |
37,587 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.50 |
63.50 |
57.08 |
|
| R3 |
62.45 |
60.45 |
56.24 |
|
| R2 |
59.40 |
59.40 |
55.96 |
|
| R1 |
57.40 |
57.40 |
55.68 |
56.88 |
| PP |
56.35 |
56.35 |
56.35 |
56.09 |
| S1 |
54.35 |
54.35 |
55.12 |
53.83 |
| S2 |
53.30 |
53.30 |
54.84 |
|
| S3 |
50.25 |
51.30 |
54.56 |
|
| S4 |
47.20 |
48.25 |
53.72 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.37 |
79.44 |
59.42 |
|
| R3 |
75.66 |
69.73 |
56.75 |
|
| R2 |
65.95 |
65.95 |
55.86 |
|
| R1 |
60.02 |
60.02 |
54.97 |
58.13 |
| PP |
56.24 |
56.24 |
56.24 |
55.30 |
| S1 |
50.31 |
50.31 |
53.19 |
48.42 |
| S2 |
46.53 |
46.53 |
52.30 |
|
| S3 |
36.82 |
40.60 |
51.41 |
|
| S4 |
27.11 |
30.89 |
48.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59.14 |
52.47 |
6.67 |
12.0% |
3.26 |
5.9% |
44% |
False |
False |
8,586 |
| 10 |
64.10 |
52.47 |
11.63 |
21.0% |
3.15 |
5.7% |
25% |
False |
False |
7,077 |
| 20 |
75.10 |
52.47 |
22.63 |
40.8% |
3.66 |
6.6% |
13% |
False |
False |
6,972 |
| 40 |
99.01 |
52.47 |
46.54 |
84.0% |
2.99 |
5.4% |
6% |
False |
False |
5,246 |
| 60 |
112.52 |
52.47 |
60.05 |
108.4% |
2.30 |
4.1% |
5% |
False |
False |
4,141 |
| 80 |
123.71 |
52.47 |
71.24 |
128.6% |
1.81 |
3.3% |
4% |
False |
False |
3,349 |
| 100 |
146.69 |
52.47 |
94.22 |
170.1% |
1.49 |
2.7% |
3% |
False |
False |
2,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.31 |
|
2.618 |
66.33 |
|
1.618 |
63.28 |
|
1.000 |
61.40 |
|
0.618 |
60.23 |
|
HIGH |
58.35 |
|
0.618 |
57.18 |
|
0.500 |
56.83 |
|
0.382 |
56.47 |
|
LOW |
55.30 |
|
0.618 |
53.42 |
|
1.000 |
52.25 |
|
1.618 |
50.37 |
|
2.618 |
47.32 |
|
4.250 |
42.34 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
56.83 |
55.81 |
| PP |
56.35 |
55.67 |
| S1 |
55.88 |
55.54 |
|