NYMEX Light Sweet Crude Oil Future April 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 |
54.00 |
57.38 |
3.38 |
6.3% |
59.16 |
High |
58.31 |
57.47 |
-0.84 |
-1.4% |
61.77 |
Low |
52.03 |
54.19 |
2.16 |
4.2% |
51.54 |
Close |
57.68 |
54.33 |
-3.35 |
-5.8% |
53.09 |
Range |
6.28 |
3.28 |
-3.00 |
-47.8% |
10.23 |
ATR |
4.04 |
4.00 |
-0.04 |
-1.0% |
0.00 |
Volume |
14,006 |
9,477 |
-4,529 |
-32.3% |
51,165 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.17 |
63.03 |
56.13 |
|
R3 |
61.89 |
59.75 |
55.23 |
|
R2 |
58.61 |
58.61 |
54.93 |
|
R1 |
56.47 |
56.47 |
54.63 |
55.90 |
PP |
55.33 |
55.33 |
55.33 |
55.05 |
S1 |
53.19 |
53.19 |
54.03 |
52.62 |
S2 |
52.05 |
52.05 |
53.73 |
|
S3 |
48.77 |
49.91 |
53.43 |
|
S4 |
45.49 |
46.63 |
52.53 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.16 |
79.85 |
58.72 |
|
R3 |
75.93 |
69.62 |
55.90 |
|
R2 |
65.70 |
65.70 |
54.97 |
|
R1 |
59.39 |
59.39 |
54.03 |
57.43 |
PP |
55.47 |
55.47 |
55.47 |
54.49 |
S1 |
49.16 |
49.16 |
52.15 |
47.20 |
S2 |
45.24 |
45.24 |
51.21 |
|
S3 |
35.01 |
38.93 |
50.28 |
|
S4 |
24.78 |
28.70 |
47.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.31 |
51.54 |
6.77 |
12.5% |
3.63 |
6.7% |
41% |
False |
False |
11,983 |
10 |
63.12 |
51.54 |
11.58 |
21.3% |
3.48 |
6.4% |
24% |
False |
False |
9,138 |
20 |
74.05 |
51.54 |
22.51 |
41.4% |
4.04 |
7.4% |
12% |
False |
False |
8,614 |
40 |
102.60 |
51.54 |
51.06 |
94.0% |
4.12 |
7.6% |
5% |
False |
False |
6,820 |
60 |
112.27 |
51.54 |
60.73 |
111.8% |
3.52 |
6.5% |
5% |
False |
False |
5,497 |
80 |
123.58 |
51.54 |
72.04 |
132.6% |
2.87 |
5.3% |
4% |
False |
False |
4,396 |
100 |
146.86 |
51.54 |
95.32 |
175.4% |
2.34 |
4.3% |
3% |
False |
False |
3,738 |
120 |
146.86 |
51.54 |
95.32 |
175.4% |
1.95 |
3.6% |
3% |
False |
False |
3,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.41 |
2.618 |
66.06 |
1.618 |
62.78 |
1.000 |
60.75 |
0.618 |
59.50 |
HIGH |
57.47 |
0.618 |
56.22 |
0.500 |
55.83 |
0.382 |
55.44 |
LOW |
54.19 |
0.618 |
52.16 |
1.000 |
50.91 |
1.618 |
48.88 |
2.618 |
45.60 |
4.250 |
40.25 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
55.83 |
54.93 |
PP |
55.33 |
54.73 |
S1 |
54.83 |
54.53 |
|