NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
49.89 |
51.83 |
1.94 |
3.9% |
57.20 |
| High |
52.14 |
56.44 |
4.30 |
8.2% |
60.32 |
| Low |
49.40 |
49.87 |
0.47 |
1.0% |
49.40 |
| Close |
50.96 |
55.62 |
4.66 |
9.1% |
50.96 |
| Range |
2.74 |
6.57 |
3.83 |
139.8% |
10.92 |
| ATR |
4.46 |
4.61 |
0.15 |
3.4% |
0.00 |
| Volume |
60,054 |
73,770 |
13,716 |
22.8% |
185,405 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.69 |
71.22 |
59.23 |
|
| R3 |
67.12 |
64.65 |
57.43 |
|
| R2 |
60.55 |
60.55 |
56.82 |
|
| R1 |
58.08 |
58.08 |
56.22 |
59.32 |
| PP |
53.98 |
53.98 |
53.98 |
54.59 |
| S1 |
51.51 |
51.51 |
55.02 |
52.75 |
| S2 |
47.41 |
47.41 |
54.42 |
|
| S3 |
40.84 |
44.94 |
53.81 |
|
| S4 |
34.27 |
38.37 |
52.01 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.32 |
79.56 |
56.97 |
|
| R3 |
75.40 |
68.64 |
53.96 |
|
| R2 |
64.48 |
64.48 |
52.96 |
|
| R1 |
57.72 |
57.72 |
51.96 |
55.64 |
| PP |
53.56 |
53.56 |
53.56 |
52.52 |
| S1 |
46.80 |
46.80 |
49.96 |
44.72 |
| S2 |
42.64 |
42.64 |
48.96 |
|
| S3 |
31.72 |
35.88 |
47.96 |
|
| S4 |
20.80 |
24.96 |
44.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.20 |
49.40 |
7.80 |
14.0% |
3.72 |
6.7% |
80% |
False |
False |
45,634 |
| 10 |
63.57 |
49.40 |
14.17 |
25.5% |
3.90 |
7.0% |
44% |
False |
False |
36,912 |
| 20 |
72.86 |
49.40 |
23.46 |
42.2% |
4.59 |
8.3% |
27% |
False |
False |
29,995 |
| 40 |
102.17 |
49.40 |
52.77 |
94.9% |
4.79 |
8.6% |
12% |
False |
False |
21,716 |
| 60 |
118.20 |
49.40 |
68.80 |
123.7% |
4.68 |
8.4% |
9% |
False |
False |
17,247 |
| 80 |
127.89 |
49.40 |
78.49 |
141.1% |
4.39 |
7.9% |
8% |
False |
False |
13,711 |
| 100 |
148.17 |
49.40 |
98.77 |
177.6% |
4.05 |
7.3% |
6% |
False |
False |
11,399 |
| 120 |
148.17 |
49.40 |
98.77 |
177.6% |
3.54 |
6.4% |
6% |
False |
False |
9,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.36 |
|
2.618 |
73.64 |
|
1.618 |
67.07 |
|
1.000 |
63.01 |
|
0.618 |
60.50 |
|
HIGH |
56.44 |
|
0.618 |
53.93 |
|
0.500 |
53.16 |
|
0.382 |
52.38 |
|
LOW |
49.87 |
|
0.618 |
45.81 |
|
1.000 |
43.30 |
|
1.618 |
39.24 |
|
2.618 |
32.67 |
|
4.250 |
21.95 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
54.80 |
54.72 |
| PP |
53.98 |
53.82 |
| S1 |
53.16 |
52.92 |
|