NYMEX Light Sweet Crude Oil Future March 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 |
56.15 |
53.35 |
-2.80 |
-5.0% |
58.00 |
| High |
56.41 |
57.40 |
0.99 |
1.8% |
61.11 |
| Low |
53.02 |
52.78 |
-0.24 |
-0.5% |
50.49 |
| Close |
53.21 |
56.92 |
3.71 |
7.0% |
52.05 |
| Range |
3.39 |
4.62 |
1.23 |
36.3% |
10.62 |
| ATR |
4.35 |
4.37 |
0.02 |
0.4% |
0.00 |
| Volume |
27,189 |
22,783 |
-4,406 |
-16.2% |
107,553 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.56 |
67.86 |
59.46 |
|
| R3 |
64.94 |
63.24 |
58.19 |
|
| R2 |
60.32 |
60.32 |
57.77 |
|
| R1 |
58.62 |
58.62 |
57.34 |
59.47 |
| PP |
55.70 |
55.70 |
55.70 |
56.13 |
| S1 |
54.00 |
54.00 |
56.50 |
54.85 |
| S2 |
51.08 |
51.08 |
56.07 |
|
| S3 |
46.46 |
49.38 |
55.65 |
|
| S4 |
41.84 |
44.76 |
54.38 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.41 |
79.85 |
57.89 |
|
| R3 |
75.79 |
69.23 |
54.97 |
|
| R2 |
65.17 |
65.17 |
54.00 |
|
| R1 |
58.61 |
58.61 |
53.02 |
56.58 |
| PP |
54.55 |
54.55 |
54.55 |
53.54 |
| S1 |
47.99 |
47.99 |
51.08 |
45.96 |
| S2 |
43.93 |
43.93 |
50.10 |
|
| S3 |
33.31 |
37.37 |
49.13 |
|
| S4 |
22.69 |
26.75 |
46.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.49 |
50.49 |
7.00 |
12.3% |
4.41 |
7.7% |
92% |
False |
False |
26,926 |
| 10 |
61.86 |
50.49 |
11.37 |
20.0% |
3.73 |
6.6% |
57% |
False |
False |
21,955 |
| 20 |
73.54 |
50.49 |
23.05 |
40.5% |
4.30 |
7.5% |
28% |
False |
False |
17,938 |
| 40 |
99.29 |
50.49 |
48.80 |
85.7% |
4.45 |
7.8% |
13% |
False |
False |
14,020 |
| 60 |
112.40 |
50.49 |
61.91 |
108.8% |
4.53 |
8.0% |
10% |
False |
False |
11,418 |
| 80 |
123.30 |
50.49 |
72.81 |
127.9% |
4.07 |
7.2% |
9% |
False |
False |
9,213 |
| 100 |
148.35 |
50.49 |
97.86 |
171.9% |
3.82 |
6.7% |
7% |
False |
False |
7,769 |
| 120 |
148.35 |
50.49 |
97.86 |
171.9% |
3.23 |
5.7% |
7% |
False |
False |
6,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.04 |
|
2.618 |
69.50 |
|
1.618 |
64.88 |
|
1.000 |
62.02 |
|
0.618 |
60.26 |
|
HIGH |
57.40 |
|
0.618 |
55.64 |
|
0.500 |
55.09 |
|
0.382 |
54.54 |
|
LOW |
52.78 |
|
0.618 |
49.92 |
|
1.000 |
48.16 |
|
1.618 |
45.30 |
|
2.618 |
40.68 |
|
4.250 |
33.15 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
56.31 |
56.02 |
| PP |
55.70 |
55.12 |
| S1 |
55.09 |
54.22 |
|