NYMEX Light Sweet Crude Oil Future June 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 |
55.85 |
2.35 |
4.4% |
61.25 |
| High |
55.85 |
60.39 |
4.54 |
8.1% |
63.70 |
| Low |
53.50 |
54.00 |
0.50 |
0.9% |
53.50 |
| Close |
55.05 |
59.59 |
4.54 |
8.2% |
55.05 |
| Range |
2.35 |
6.39 |
4.04 |
171.9% |
10.20 |
| ATR |
4.03 |
4.20 |
0.17 |
4.2% |
0.00 |
| Volume |
20,112 |
18,426 |
-1,686 |
-8.4% |
72,961 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.16 |
74.77 |
63.10 |
|
| R3 |
70.77 |
68.38 |
61.35 |
|
| R2 |
64.38 |
64.38 |
60.76 |
|
| R1 |
61.99 |
61.99 |
60.18 |
63.19 |
| PP |
57.99 |
57.99 |
57.99 |
58.59 |
| S1 |
55.60 |
55.60 |
59.00 |
56.80 |
| S2 |
51.60 |
51.60 |
58.42 |
|
| S3 |
45.21 |
49.21 |
57.83 |
|
| S4 |
38.82 |
42.82 |
56.08 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.02 |
81.73 |
60.66 |
|
| R3 |
77.82 |
71.53 |
57.86 |
|
| R2 |
67.62 |
67.62 |
56.92 |
|
| R1 |
61.33 |
61.33 |
55.99 |
59.38 |
| PP |
57.42 |
57.42 |
57.42 |
56.44 |
| S1 |
51.13 |
51.13 |
54.12 |
49.18 |
| S2 |
47.22 |
47.22 |
53.18 |
|
| S3 |
37.02 |
40.93 |
52.25 |
|
| S4 |
26.82 |
30.73 |
49.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.52 |
53.50 |
7.02 |
11.8% |
3.32 |
5.6% |
87% |
False |
False |
15,608 |
| 10 |
65.80 |
53.50 |
12.30 |
20.6% |
3.43 |
5.8% |
50% |
False |
False |
14,699 |
| 20 |
76.00 |
53.50 |
22.50 |
37.8% |
3.97 |
6.7% |
27% |
False |
False |
14,332 |
| 40 |
102.10 |
53.50 |
48.60 |
81.6% |
3.89 |
6.5% |
13% |
False |
False |
13,125 |
| 60 |
114.10 |
53.50 |
60.60 |
101.7% |
3.79 |
6.4% |
10% |
False |
False |
11,023 |
| 80 |
126.50 |
53.50 |
73.00 |
122.5% |
3.39 |
5.7% |
8% |
False |
False |
9,015 |
| 100 |
147.91 |
53.50 |
94.41 |
158.4% |
3.35 |
5.6% |
6% |
False |
False |
7,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.55 |
|
2.618 |
77.12 |
|
1.618 |
70.73 |
|
1.000 |
66.78 |
|
0.618 |
64.34 |
|
HIGH |
60.39 |
|
0.618 |
57.95 |
|
0.500 |
57.20 |
|
0.382 |
56.44 |
|
LOW |
54.00 |
|
0.618 |
50.05 |
|
1.000 |
47.61 |
|
1.618 |
43.66 |
|
2.618 |
37.27 |
|
4.250 |
26.84 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
58.79 |
58.71 |
| PP |
57.99 |
57.83 |
| S1 |
57.20 |
56.95 |
|