NYMEX Light Sweet Crude Oil Future March 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 |
53.35 |
56.80 |
3.45 |
6.5% |
53.01 |
| High |
57.40 |
58.48 |
1.08 |
1.9% |
58.48 |
| Low |
52.78 |
53.98 |
1.20 |
2.3% |
50.94 |
| Close |
56.92 |
57.09 |
0.17 |
0.3% |
57.09 |
| Range |
4.62 |
4.50 |
-0.12 |
-2.6% |
7.54 |
| ATR |
4.37 |
4.38 |
0.01 |
0.2% |
0.00 |
| Volume |
22,783 |
26,848 |
4,065 |
17.8% |
109,944 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.02 |
68.05 |
59.57 |
|
| R3 |
65.52 |
63.55 |
58.33 |
|
| R2 |
61.02 |
61.02 |
57.92 |
|
| R1 |
59.05 |
59.05 |
57.50 |
60.04 |
| PP |
56.52 |
56.52 |
56.52 |
57.01 |
| S1 |
54.55 |
54.55 |
56.68 |
55.54 |
| S2 |
52.02 |
52.02 |
56.27 |
|
| S3 |
47.52 |
50.05 |
55.85 |
|
| S4 |
43.02 |
45.55 |
54.62 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.12 |
75.15 |
61.24 |
|
| R3 |
70.58 |
67.61 |
59.16 |
|
| R2 |
63.04 |
63.04 |
58.47 |
|
| R1 |
60.07 |
60.07 |
57.78 |
61.56 |
| PP |
55.50 |
55.50 |
55.50 |
56.25 |
| S1 |
52.53 |
52.53 |
56.40 |
54.02 |
| S2 |
47.96 |
47.96 |
55.71 |
|
| S3 |
40.42 |
44.99 |
55.02 |
|
| S4 |
32.88 |
37.45 |
52.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.48 |
50.49 |
7.99 |
14.0% |
4.32 |
7.6% |
83% |
True |
False |
27,764 |
| 10 |
61.28 |
50.49 |
10.79 |
18.9% |
3.75 |
6.6% |
61% |
False |
False |
23,316 |
| 20 |
73.54 |
50.49 |
23.05 |
40.4% |
4.23 |
7.4% |
29% |
False |
False |
18,551 |
| 40 |
95.20 |
50.49 |
44.71 |
78.3% |
4.41 |
7.7% |
15% |
False |
False |
14,543 |
| 60 |
111.00 |
50.49 |
60.51 |
106.0% |
4.55 |
8.0% |
11% |
False |
False |
11,794 |
| 80 |
123.30 |
50.49 |
72.81 |
127.5% |
4.11 |
7.2% |
9% |
False |
False |
9,513 |
| 100 |
148.35 |
50.49 |
97.86 |
171.4% |
3.85 |
6.7% |
7% |
False |
False |
8,017 |
| 120 |
148.35 |
50.49 |
97.86 |
171.4% |
3.26 |
5.7% |
7% |
False |
False |
6,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.61 |
|
2.618 |
70.26 |
|
1.618 |
65.76 |
|
1.000 |
62.98 |
|
0.618 |
61.26 |
|
HIGH |
58.48 |
|
0.618 |
56.76 |
|
0.500 |
56.23 |
|
0.382 |
55.70 |
|
LOW |
53.98 |
|
0.618 |
51.20 |
|
1.000 |
49.48 |
|
1.618 |
46.70 |
|
2.618 |
42.20 |
|
4.250 |
34.86 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
56.80 |
56.60 |
| PP |
56.52 |
56.12 |
| S1 |
56.23 |
55.63 |
|