NYMEX Light Sweet Crude Oil Future April 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 |
54.41 |
57.64 |
3.23 |
5.9% |
54.00 |
| High |
58.51 |
59.57 |
1.06 |
1.8% |
59.57 |
| Low |
53.98 |
55.37 |
1.39 |
2.6% |
52.03 |
| Close |
58.04 |
58.24 |
0.20 |
0.3% |
58.24 |
| Range |
4.53 |
4.20 |
-0.33 |
-7.3% |
7.54 |
| ATR |
4.04 |
4.05 |
0.01 |
0.3% |
0.00 |
| Volume |
13,382 |
11,179 |
-2,203 |
-16.5% |
48,044 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.33 |
68.48 |
60.55 |
|
| R3 |
66.13 |
64.28 |
59.40 |
|
| R2 |
61.93 |
61.93 |
59.01 |
|
| R1 |
60.08 |
60.08 |
58.63 |
61.01 |
| PP |
57.73 |
57.73 |
57.73 |
58.19 |
| S1 |
55.88 |
55.88 |
57.86 |
56.81 |
| S2 |
53.53 |
53.53 |
57.47 |
|
| S3 |
49.33 |
51.68 |
57.09 |
|
| S4 |
45.13 |
47.48 |
55.93 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.23 |
76.28 |
62.39 |
|
| R3 |
71.69 |
68.74 |
60.31 |
|
| R2 |
64.15 |
64.15 |
59.62 |
|
| R1 |
61.20 |
61.20 |
58.93 |
62.68 |
| PP |
56.61 |
56.61 |
56.61 |
57.35 |
| S1 |
53.66 |
53.66 |
57.55 |
55.14 |
| S2 |
49.07 |
49.07 |
56.86 |
|
| S3 |
41.53 |
46.12 |
56.17 |
|
| S4 |
33.99 |
38.58 |
54.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59.57 |
51.54 |
8.03 |
13.8% |
4.10 |
7.0% |
83% |
True |
False |
12,516 |
| 10 |
62.61 |
51.54 |
11.07 |
19.0% |
3.54 |
6.1% |
61% |
False |
False |
10,592 |
| 20 |
74.05 |
51.54 |
22.51 |
38.7% |
3.97 |
6.8% |
30% |
False |
False |
9,012 |
| 40 |
95.28 |
51.54 |
43.74 |
75.1% |
4.06 |
7.0% |
15% |
False |
False |
7,225 |
| 60 |
111.15 |
51.54 |
59.61 |
102.4% |
3.64 |
6.3% |
11% |
False |
False |
5,813 |
| 80 |
123.58 |
51.54 |
72.04 |
123.7% |
2.98 |
5.1% |
9% |
False |
False |
4,674 |
| 100 |
146.86 |
51.54 |
95.32 |
163.7% |
2.42 |
4.2% |
7% |
False |
False |
3,952 |
| 120 |
146.86 |
51.54 |
95.32 |
163.7% |
2.02 |
3.5% |
7% |
False |
False |
3,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.42 |
|
2.618 |
70.57 |
|
1.618 |
66.37 |
|
1.000 |
63.77 |
|
0.618 |
62.17 |
|
HIGH |
59.57 |
|
0.618 |
57.97 |
|
0.500 |
57.47 |
|
0.382 |
56.97 |
|
LOW |
55.37 |
|
0.618 |
52.77 |
|
1.000 |
51.17 |
|
1.618 |
48.57 |
|
2.618 |
44.37 |
|
4.250 |
37.52 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
57.98 |
57.75 |
| PP |
57.73 |
57.26 |
| S1 |
57.47 |
56.78 |
|