NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
54.30 |
50.65 |
-3.65 |
-6.7% |
57.10 |
| High |
54.66 |
54.97 |
0.31 |
0.6% |
59.52 |
| Low |
50.52 |
50.15 |
-0.37 |
-0.7% |
48.25 |
| Close |
50.77 |
54.44 |
3.67 |
7.2% |
49.93 |
| Range |
4.14 |
4.82 |
0.68 |
16.4% |
11.27 |
| ATR |
4.75 |
4.75 |
0.01 |
0.1% |
0.00 |
| Volume |
233,064 |
228,412 |
-4,652 |
-2.0% |
893,853 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.65 |
65.86 |
57.09 |
|
| R3 |
62.83 |
61.04 |
55.77 |
|
| R2 |
58.01 |
58.01 |
55.32 |
|
| R1 |
56.22 |
56.22 |
54.88 |
57.12 |
| PP |
53.19 |
53.19 |
53.19 |
53.63 |
| S1 |
51.40 |
51.40 |
54.00 |
52.30 |
| S2 |
48.37 |
48.37 |
53.56 |
|
| S3 |
43.55 |
46.58 |
53.11 |
|
| S4 |
38.73 |
41.76 |
51.79 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.38 |
79.42 |
56.13 |
|
| R3 |
75.11 |
68.15 |
53.03 |
|
| R2 |
63.84 |
63.84 |
52.00 |
|
| R1 |
56.88 |
56.88 |
50.96 |
54.73 |
| PP |
52.57 |
52.57 |
52.57 |
51.49 |
| S1 |
45.61 |
45.61 |
48.90 |
43.46 |
| S2 |
41.30 |
41.30 |
47.86 |
|
| S3 |
30.03 |
34.34 |
46.83 |
|
| S4 |
18.76 |
23.07 |
43.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.30 |
48.25 |
7.05 |
13.0% |
4.72 |
8.7% |
88% |
False |
False |
233,869 |
| 10 |
60.65 |
48.25 |
12.40 |
22.8% |
4.15 |
7.6% |
50% |
False |
False |
180,816 |
| 20 |
72.37 |
48.25 |
24.12 |
44.3% |
4.78 |
8.8% |
26% |
False |
False |
129,194 |
| 40 |
99.06 |
48.25 |
50.81 |
93.3% |
4.93 |
9.1% |
12% |
False |
False |
86,812 |
| 60 |
111.84 |
48.25 |
63.59 |
116.8% |
4.99 |
9.2% |
10% |
False |
False |
66,317 |
| 80 |
123.22 |
48.25 |
74.97 |
137.7% |
4.78 |
8.8% |
8% |
False |
False |
52,066 |
| 100 |
148.35 |
48.25 |
100.10 |
183.9% |
4.72 |
8.7% |
6% |
False |
False |
42,749 |
| 120 |
148.35 |
48.25 |
100.10 |
183.9% |
4.37 |
8.0% |
6% |
False |
False |
36,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.46 |
|
2.618 |
67.59 |
|
1.618 |
62.77 |
|
1.000 |
59.79 |
|
0.618 |
57.95 |
|
HIGH |
54.97 |
|
0.618 |
53.13 |
|
0.500 |
52.56 |
|
0.382 |
51.99 |
|
LOW |
50.15 |
|
0.618 |
47.17 |
|
1.000 |
45.33 |
|
1.618 |
42.35 |
|
2.618 |
37.53 |
|
4.250 |
29.67 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
53.81 |
53.64 |
| PP |
53.19 |
52.85 |
| S1 |
52.56 |
52.05 |
|