NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
50.65 |
53.44 |
2.79 |
5.5% |
50.97 |
| High |
54.97 |
55.98 |
1.01 |
1.8% |
55.98 |
| Low |
50.15 |
51.12 |
0.97 |
1.9% |
48.80 |
| Close |
54.44 |
54.43 |
-0.01 |
0.0% |
54.43 |
| Range |
4.82 |
4.86 |
0.04 |
0.8% |
7.18 |
| ATR |
4.75 |
4.76 |
0.01 |
0.2% |
0.00 |
| Volume |
228,412 |
243,439 |
15,027 |
6.6% |
918,562 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.42 |
66.29 |
57.10 |
|
| R3 |
63.56 |
61.43 |
55.77 |
|
| R2 |
58.70 |
58.70 |
55.32 |
|
| R1 |
56.57 |
56.57 |
54.88 |
57.64 |
| PP |
53.84 |
53.84 |
53.84 |
54.38 |
| S1 |
51.71 |
51.71 |
53.98 |
52.78 |
| S2 |
48.98 |
48.98 |
53.54 |
|
| S3 |
44.12 |
46.85 |
53.09 |
|
| S4 |
39.26 |
41.99 |
51.76 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.61 |
71.70 |
58.38 |
|
| R3 |
67.43 |
64.52 |
56.40 |
|
| R2 |
60.25 |
60.25 |
55.75 |
|
| R1 |
57.34 |
57.34 |
55.09 |
58.80 |
| PP |
53.07 |
53.07 |
53.07 |
53.80 |
| S1 |
50.16 |
50.16 |
53.77 |
51.62 |
| S2 |
45.89 |
45.89 |
53.11 |
|
| S3 |
38.71 |
42.98 |
52.46 |
|
| S4 |
31.53 |
35.80 |
50.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.98 |
48.25 |
7.73 |
14.2% |
4.64 |
8.5% |
80% |
True |
False |
238,646 |
| 10 |
60.65 |
48.25 |
12.40 |
22.8% |
4.15 |
7.6% |
50% |
False |
False |
194,845 |
| 20 |
72.37 |
48.25 |
24.12 |
44.3% |
4.70 |
8.6% |
26% |
False |
False |
138,148 |
| 40 |
94.90 |
48.25 |
46.65 |
85.7% |
4.89 |
9.0% |
13% |
False |
False |
92,075 |
| 60 |
111.02 |
48.25 |
62.77 |
115.3% |
5.01 |
9.2% |
10% |
False |
False |
70,162 |
| 80 |
123.22 |
48.25 |
74.97 |
137.7% |
4.81 |
8.8% |
8% |
False |
False |
54,963 |
| 100 |
148.35 |
48.25 |
100.10 |
183.9% |
4.74 |
8.7% |
6% |
False |
False |
45,130 |
| 120 |
148.35 |
48.25 |
100.10 |
183.9% |
4.36 |
8.0% |
6% |
False |
False |
38,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.64 |
|
2.618 |
68.70 |
|
1.618 |
63.84 |
|
1.000 |
60.84 |
|
0.618 |
58.98 |
|
HIGH |
55.98 |
|
0.618 |
54.12 |
|
0.500 |
53.55 |
|
0.382 |
52.98 |
|
LOW |
51.12 |
|
0.618 |
48.12 |
|
1.000 |
46.26 |
|
1.618 |
43.26 |
|
2.618 |
38.40 |
|
4.250 |
30.47 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
54.14 |
53.98 |
| PP |
53.84 |
53.52 |
| S1 |
53.55 |
53.07 |
|