NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
53.50 |
54.55 |
1.05 |
2.0% |
60.42 |
| High |
54.92 |
59.14 |
4.22 |
7.7% |
62.18 |
| Low |
52.47 |
54.25 |
1.78 |
3.4% |
52.47 |
| Close |
54.08 |
58.64 |
4.56 |
8.4% |
54.08 |
| Range |
2.45 |
4.89 |
2.44 |
99.6% |
9.71 |
| ATR |
3.47 |
3.58 |
0.11 |
3.3% |
0.00 |
| Volume |
10,827 |
9,821 |
-1,006 |
-9.3% |
37,587 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.01 |
70.22 |
61.33 |
|
| R3 |
67.12 |
65.33 |
59.98 |
|
| R2 |
62.23 |
62.23 |
59.54 |
|
| R1 |
60.44 |
60.44 |
59.09 |
61.34 |
| PP |
57.34 |
57.34 |
57.34 |
57.79 |
| S1 |
55.55 |
55.55 |
58.19 |
56.45 |
| S2 |
52.45 |
52.45 |
57.74 |
|
| S3 |
47.56 |
50.66 |
57.30 |
|
| S4 |
42.67 |
45.77 |
55.95 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.37 |
79.44 |
59.42 |
|
| R3 |
75.66 |
69.73 |
56.75 |
|
| R2 |
65.95 |
65.95 |
55.86 |
|
| R1 |
60.02 |
60.02 |
54.97 |
58.13 |
| PP |
56.24 |
56.24 |
56.24 |
55.30 |
| S1 |
50.31 |
50.31 |
53.19 |
48.42 |
| S2 |
46.53 |
46.53 |
52.30 |
|
| S3 |
36.82 |
40.60 |
51.41 |
|
| S4 |
27.11 |
30.89 |
48.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59.59 |
52.47 |
7.12 |
12.1% |
2.94 |
5.0% |
87% |
False |
False |
7,793 |
| 10 |
65.96 |
52.47 |
13.49 |
23.0% |
3.12 |
5.3% |
46% |
False |
False |
6,994 |
| 20 |
75.10 |
52.47 |
22.63 |
38.6% |
3.62 |
6.2% |
27% |
False |
False |
6,766 |
| 40 |
100.60 |
52.47 |
48.13 |
82.1% |
2.91 |
5.0% |
13% |
False |
False |
5,074 |
| 60 |
112.52 |
52.47 |
60.05 |
102.4% |
2.28 |
3.9% |
10% |
False |
False |
4,053 |
| 80 |
123.71 |
52.47 |
71.24 |
121.5% |
1.77 |
3.0% |
9% |
False |
False |
3,254 |
| 100 |
146.69 |
52.47 |
94.22 |
160.7% |
1.46 |
2.5% |
7% |
False |
False |
2,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.92 |
|
2.618 |
71.94 |
|
1.618 |
67.05 |
|
1.000 |
64.03 |
|
0.618 |
62.16 |
|
HIGH |
59.14 |
|
0.618 |
57.27 |
|
0.500 |
56.70 |
|
0.382 |
56.12 |
|
LOW |
54.25 |
|
0.618 |
51.23 |
|
1.000 |
49.36 |
|
1.618 |
46.34 |
|
2.618 |
41.45 |
|
4.250 |
33.47 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
57.99 |
57.70 |
| PP |
57.34 |
56.75 |
| S1 |
56.70 |
55.81 |
|