NYMEX Light Sweet Crude Oil Future February 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 |
55.62 |
52.08 |
-3.54 |
-6.4% |
57.20 |
| High |
55.75 |
56.20 |
0.45 |
0.8% |
60.32 |
| Low |
51.76 |
51.42 |
-0.34 |
-0.7% |
49.40 |
| Close |
52.01 |
55.70 |
3.69 |
7.1% |
50.96 |
| Range |
3.99 |
4.78 |
0.79 |
19.8% |
10.92 |
| ATR |
4.57 |
4.58 |
0.02 |
0.3% |
0.00 |
| Volume |
53,366 |
53,053 |
-313 |
-0.6% |
185,405 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.78 |
67.02 |
58.33 |
|
| R3 |
64.00 |
62.24 |
57.01 |
|
| R2 |
59.22 |
59.22 |
56.58 |
|
| R1 |
57.46 |
57.46 |
56.14 |
58.34 |
| PP |
54.44 |
54.44 |
54.44 |
54.88 |
| S1 |
52.68 |
52.68 |
55.26 |
53.56 |
| S2 |
49.66 |
49.66 |
54.82 |
|
| S3 |
44.88 |
47.90 |
54.39 |
|
| S4 |
40.10 |
43.12 |
53.07 |
|
|
| 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 |
56.44 |
49.40 |
7.04 |
12.6% |
4.61 |
8.3% |
89% |
False |
False |
55,376 |
| 10 |
61.45 |
49.40 |
12.05 |
21.6% |
4.05 |
7.3% |
52% |
False |
False |
42,258 |
| 20 |
72.86 |
49.40 |
23.46 |
42.1% |
4.61 |
8.3% |
27% |
False |
False |
33,430 |
| 40 |
99.55 |
49.40 |
50.15 |
90.0% |
4.67 |
8.4% |
13% |
False |
False |
23,853 |
| 60 |
112.15 |
49.40 |
62.75 |
112.7% |
4.61 |
8.3% |
10% |
False |
False |
18,797 |
| 80 |
123.65 |
49.40 |
74.25 |
133.3% |
4.39 |
7.9% |
8% |
False |
False |
14,963 |
| 100 |
148.17 |
49.40 |
98.77 |
177.3% |
4.12 |
7.4% |
6% |
False |
False |
12,438 |
| 120 |
148.17 |
49.40 |
98.77 |
177.3% |
3.61 |
6.5% |
6% |
False |
False |
10,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.52 |
|
2.618 |
68.71 |
|
1.618 |
63.93 |
|
1.000 |
60.98 |
|
0.618 |
59.15 |
|
HIGH |
56.20 |
|
0.618 |
54.37 |
|
0.500 |
53.81 |
|
0.382 |
53.25 |
|
LOW |
51.42 |
|
0.618 |
48.47 |
|
1.000 |
46.64 |
|
1.618 |
43.69 |
|
2.618 |
38.91 |
|
4.250 |
31.11 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
55.07 |
54.85 |
| PP |
54.44 |
54.00 |
| S1 |
53.81 |
53.16 |
|