NYMEX Light Sweet Crude Oil Future April 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 |
57.38 |
54.41 |
-2.97 |
-5.2% |
59.16 |
| High |
57.47 |
58.51 |
1.04 |
1.8% |
61.77 |
| Low |
54.19 |
53.98 |
-0.21 |
-0.4% |
51.54 |
| Close |
54.33 |
58.04 |
3.71 |
6.8% |
53.09 |
| Range |
3.28 |
4.53 |
1.25 |
38.1% |
10.23 |
| ATR |
4.00 |
4.04 |
0.04 |
0.9% |
0.00 |
| Volume |
9,477 |
13,382 |
3,905 |
41.2% |
51,165 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.43 |
68.77 |
60.53 |
|
| R3 |
65.90 |
64.24 |
59.29 |
|
| R2 |
61.37 |
61.37 |
58.87 |
|
| R1 |
59.71 |
59.71 |
58.46 |
60.54 |
| PP |
56.84 |
56.84 |
56.84 |
57.26 |
| S1 |
55.18 |
55.18 |
57.62 |
56.01 |
| S2 |
52.31 |
52.31 |
57.21 |
|
| S3 |
47.78 |
50.65 |
56.79 |
|
| S4 |
43.25 |
46.12 |
55.55 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.16 |
79.85 |
58.72 |
|
| R3 |
75.93 |
69.62 |
55.90 |
|
| R2 |
65.70 |
65.70 |
54.97 |
|
| R1 |
59.39 |
59.39 |
54.03 |
57.43 |
| PP |
55.47 |
55.47 |
55.47 |
54.49 |
| S1 |
49.16 |
49.16 |
52.15 |
47.20 |
| S2 |
45.24 |
45.24 |
51.21 |
|
| S3 |
35.01 |
38.93 |
50.28 |
|
| S4 |
24.78 |
28.70 |
47.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.51 |
51.54 |
6.97 |
12.0% |
4.21 |
7.3% |
93% |
True |
False |
13,276 |
| 10 |
63.00 |
51.54 |
11.46 |
19.7% |
3.55 |
6.1% |
57% |
False |
False |
10,037 |
| 20 |
74.05 |
51.54 |
22.51 |
38.8% |
4.04 |
7.0% |
29% |
False |
False |
8,968 |
| 40 |
99.14 |
51.54 |
47.60 |
82.0% |
4.08 |
7.0% |
14% |
False |
False |
7,024 |
| 60 |
112.27 |
51.54 |
60.73 |
104.6% |
3.57 |
6.2% |
11% |
False |
False |
5,656 |
| 80 |
123.58 |
51.54 |
72.04 |
124.1% |
2.92 |
5.0% |
9% |
False |
False |
4,551 |
| 100 |
146.86 |
51.54 |
95.32 |
164.2% |
2.38 |
4.1% |
7% |
False |
False |
3,856 |
| 120 |
146.86 |
51.54 |
95.32 |
164.2% |
1.99 |
3.4% |
7% |
False |
False |
3,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.76 |
|
2.618 |
70.37 |
|
1.618 |
65.84 |
|
1.000 |
63.04 |
|
0.618 |
61.31 |
|
HIGH |
58.51 |
|
0.618 |
56.78 |
|
0.500 |
56.25 |
|
0.382 |
55.71 |
|
LOW |
53.98 |
|
0.618 |
51.18 |
|
1.000 |
49.45 |
|
1.618 |
46.65 |
|
2.618 |
42.12 |
|
4.250 |
34.73 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
57.44 |
57.12 |
| PP |
56.84 |
56.19 |
| S1 |
56.25 |
55.27 |
|