NYMEX Light Sweet Crude Oil Future June 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 |
57.99 |
56.20 |
-1.79 |
-3.1% |
61.25 |
| High |
59.44 |
60.43 |
0.99 |
1.7% |
63.70 |
| Low |
55.85 |
56.17 |
0.32 |
0.6% |
53.50 |
| Close |
56.43 |
60.12 |
3.69 |
6.5% |
55.05 |
| Range |
3.59 |
4.26 |
0.67 |
18.7% |
10.20 |
| ATR |
4.17 |
4.18 |
0.01 |
0.2% |
0.00 |
| Volume |
14,986 |
15,083 |
97 |
0.6% |
72,961 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.69 |
70.16 |
62.46 |
|
| R3 |
67.43 |
65.90 |
61.29 |
|
| R2 |
63.17 |
63.17 |
60.90 |
|
| R1 |
61.64 |
61.64 |
60.51 |
62.41 |
| PP |
58.91 |
58.91 |
58.91 |
59.29 |
| S1 |
57.38 |
57.38 |
59.73 |
58.15 |
| S2 |
54.65 |
54.65 |
59.34 |
|
| S3 |
50.39 |
53.12 |
58.95 |
|
| S4 |
46.13 |
48.86 |
57.78 |
|
|
| 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 |
60.43 |
53.50 |
6.93 |
11.5% |
4.19 |
7.0% |
96% |
True |
False |
17,384 |
| 10 |
65.00 |
53.50 |
11.50 |
19.1% |
3.69 |
6.1% |
58% |
False |
False |
14,940 |
| 20 |
76.00 |
53.50 |
22.50 |
37.4% |
3.99 |
6.6% |
29% |
False |
False |
14,708 |
| 40 |
98.25 |
53.50 |
44.75 |
74.4% |
3.92 |
6.5% |
15% |
False |
False |
13,441 |
| 60 |
113.10 |
53.50 |
59.60 |
99.1% |
3.83 |
6.4% |
11% |
False |
False |
11,364 |
| 80 |
123.85 |
53.50 |
70.35 |
117.0% |
3.38 |
5.6% |
9% |
False |
False |
9,307 |
| 100 |
147.91 |
53.50 |
94.41 |
157.0% |
3.34 |
5.6% |
7% |
False |
False |
8,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.54 |
|
2.618 |
71.58 |
|
1.618 |
67.32 |
|
1.000 |
64.69 |
|
0.618 |
63.06 |
|
HIGH |
60.43 |
|
0.618 |
58.80 |
|
0.500 |
58.30 |
|
0.382 |
57.80 |
|
LOW |
56.17 |
|
0.618 |
53.54 |
|
1.000 |
51.91 |
|
1.618 |
49.28 |
|
2.618 |
45.02 |
|
4.250 |
38.07 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
59.51 |
59.15 |
| PP |
58.91 |
58.18 |
| S1 |
58.30 |
57.22 |
|