NYMEX Light Sweet Crude Oil Future May 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 |
58.35 |
55.25 |
-3.10 |
-5.3% |
60.42 |
| High |
58.35 |
59.09 |
0.74 |
1.3% |
62.18 |
| Low |
55.30 |
54.97 |
-0.33 |
-0.6% |
52.47 |
| Close |
55.40 |
59.09 |
3.69 |
6.7% |
54.08 |
| Range |
3.05 |
4.12 |
1.07 |
35.1% |
9.71 |
| ATR |
3.56 |
3.60 |
0.04 |
1.1% |
0.00 |
| Volume |
7,986 |
10,516 |
2,530 |
31.7% |
37,587 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.08 |
68.70 |
61.36 |
|
| R3 |
65.96 |
64.58 |
60.22 |
|
| R2 |
61.84 |
61.84 |
59.85 |
|
| R1 |
60.46 |
60.46 |
59.47 |
61.15 |
| PP |
57.72 |
57.72 |
57.72 |
58.06 |
| S1 |
56.34 |
56.34 |
58.71 |
57.03 |
| S2 |
53.60 |
53.60 |
58.33 |
|
| S3 |
49.48 |
52.22 |
57.96 |
|
| S4 |
45.36 |
48.10 |
56.82 |
|
|
| 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 |
59.14 |
52.47 |
6.67 |
11.3% |
3.83 |
6.5% |
99% |
False |
False |
9,601 |
| 10 |
63.71 |
52.47 |
11.24 |
19.0% |
3.18 |
5.4% |
59% |
False |
False |
7,649 |
| 20 |
75.10 |
52.47 |
22.63 |
38.3% |
3.63 |
6.1% |
29% |
False |
False |
7,267 |
| 40 |
95.08 |
52.47 |
42.61 |
72.1% |
3.09 |
5.2% |
16% |
False |
False |
5,455 |
| 60 |
111.02 |
52.47 |
58.55 |
99.1% |
2.37 |
4.0% |
11% |
False |
False |
4,262 |
| 80 |
123.71 |
52.47 |
71.24 |
120.6% |
1.86 |
3.1% |
9% |
False |
False |
3,468 |
| 100 |
146.69 |
52.47 |
94.22 |
159.5% |
1.53 |
2.6% |
7% |
False |
False |
2,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.60 |
|
2.618 |
69.88 |
|
1.618 |
65.76 |
|
1.000 |
63.21 |
|
0.618 |
61.64 |
|
HIGH |
59.09 |
|
0.618 |
57.52 |
|
0.500 |
57.03 |
|
0.382 |
56.54 |
|
LOW |
54.97 |
|
0.618 |
52.42 |
|
1.000 |
50.85 |
|
1.618 |
48.30 |
|
2.618 |
44.18 |
|
4.250 |
37.46 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
58.40 |
58.29 |
| PP |
57.72 |
57.49 |
| S1 |
57.03 |
56.70 |
|