NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
51.83 |
55.62 |
3.79 |
7.3% |
57.20 |
High |
56.44 |
55.75 |
-0.69 |
-1.2% |
60.32 |
Low |
49.87 |
51.76 |
1.89 |
3.8% |
49.40 |
Close |
55.62 |
52.01 |
-3.61 |
-6.5% |
50.96 |
Range |
6.57 |
3.99 |
-2.58 |
-39.3% |
10.92 |
ATR |
4.61 |
4.57 |
-0.04 |
-1.0% |
0.00 |
Volume |
73,770 |
53,366 |
-20,404 |
-27.7% |
185,405 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.14 |
62.57 |
54.20 |
|
R3 |
61.15 |
58.58 |
53.11 |
|
R2 |
57.16 |
57.16 |
52.74 |
|
R1 |
54.59 |
54.59 |
52.38 |
53.88 |
PP |
53.17 |
53.17 |
53.17 |
52.82 |
S1 |
50.60 |
50.60 |
51.64 |
49.89 |
S2 |
49.18 |
49.18 |
51.28 |
|
S3 |
45.19 |
46.61 |
50.91 |
|
S4 |
41.20 |
42.62 |
49.82 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.32 |
79.56 |
56.97 |
|
R3 |
75.40 |
68.64 |
53.96 |
|
R2 |
64.48 |
64.48 |
52.96 |
|
R1 |
57.72 |
57.72 |
51.96 |
55.64 |
PP |
53.56 |
53.56 |
53.56 |
52.52 |
S1 |
46.80 |
46.80 |
49.96 |
44.72 |
S2 |
42.64 |
42.64 |
48.96 |
|
S3 |
31.72 |
35.88 |
47.96 |
|
S4 |
20.80 |
24.96 |
44.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.61 |
49.40 |
7.21 |
13.9% |
4.12 |
7.9% |
36% |
False |
False |
51,748 |
10 |
61.45 |
49.40 |
12.05 |
23.2% |
3.96 |
7.6% |
22% |
False |
False |
39,410 |
20 |
72.86 |
49.40 |
23.46 |
45.1% |
4.63 |
8.9% |
11% |
False |
False |
31,826 |
40 |
102.12 |
49.40 |
52.72 |
101.4% |
4.71 |
9.1% |
5% |
False |
False |
22,763 |
60 |
112.15 |
49.40 |
62.75 |
120.6% |
4.56 |
8.8% |
4% |
False |
False |
18,087 |
80 |
123.65 |
49.40 |
74.25 |
142.8% |
4.37 |
8.4% |
4% |
False |
False |
14,335 |
100 |
148.17 |
49.40 |
98.77 |
189.9% |
4.09 |
7.9% |
3% |
False |
False |
11,925 |
120 |
148.17 |
49.40 |
98.77 |
189.9% |
3.57 |
6.9% |
3% |
False |
False |
10,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.71 |
2.618 |
66.20 |
1.618 |
62.21 |
1.000 |
59.74 |
0.618 |
58.22 |
HIGH |
55.75 |
0.618 |
54.23 |
0.500 |
53.76 |
0.382 |
53.28 |
LOW |
51.76 |
0.618 |
49.29 |
1.000 |
47.77 |
1.618 |
45.30 |
2.618 |
41.31 |
4.250 |
34.80 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
53.76 |
52.92 |
PP |
53.17 |
52.62 |
S1 |
52.59 |
52.31 |
|