NYMEX Light Sweet Crude Oil Future June 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 |
55.85 |
57.99 |
2.14 |
3.8% |
61.25 |
High |
60.39 |
59.44 |
-0.95 |
-1.6% |
63.70 |
Low |
54.00 |
55.85 |
1.85 |
3.4% |
53.50 |
Close |
59.59 |
56.43 |
-3.16 |
-5.3% |
55.05 |
Range |
6.39 |
3.59 |
-2.80 |
-43.8% |
10.20 |
ATR |
4.20 |
4.17 |
-0.03 |
-0.8% |
0.00 |
Volume |
18,426 |
14,986 |
-3,440 |
-18.7% |
72,961 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.01 |
65.81 |
58.40 |
|
R3 |
64.42 |
62.22 |
57.42 |
|
R2 |
60.83 |
60.83 |
57.09 |
|
R1 |
58.63 |
58.63 |
56.76 |
57.94 |
PP |
57.24 |
57.24 |
57.24 |
56.89 |
S1 |
55.04 |
55.04 |
56.10 |
54.35 |
S2 |
53.65 |
53.65 |
55.77 |
|
S3 |
50.06 |
51.45 |
55.44 |
|
S4 |
46.47 |
47.86 |
54.46 |
|
|
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 |
60.39 |
53.50 |
6.89 |
12.2% |
3.71 |
6.6% |
43% |
False |
False |
16,994 |
10 |
65.00 |
53.50 |
11.50 |
20.4% |
3.59 |
6.4% |
25% |
False |
False |
14,751 |
20 |
76.00 |
53.50 |
22.50 |
39.9% |
4.00 |
7.1% |
13% |
False |
False |
14,698 |
40 |
100.75 |
53.50 |
47.25 |
83.7% |
3.90 |
6.9% |
6% |
False |
False |
13,244 |
60 |
113.10 |
53.50 |
59.60 |
105.6% |
3.79 |
6.7% |
5% |
False |
False |
11,229 |
80 |
123.85 |
53.50 |
70.35 |
124.7% |
3.37 |
6.0% |
4% |
False |
False |
9,159 |
100 |
147.91 |
53.50 |
94.41 |
167.3% |
3.35 |
5.9% |
3% |
False |
False |
8,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.70 |
2.618 |
68.84 |
1.618 |
65.25 |
1.000 |
63.03 |
0.618 |
61.66 |
HIGH |
59.44 |
0.618 |
58.07 |
0.500 |
57.65 |
0.382 |
57.22 |
LOW |
55.85 |
0.618 |
53.63 |
1.000 |
52.26 |
1.618 |
50.04 |
2.618 |
46.45 |
4.250 |
40.59 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
57.65 |
56.95 |
PP |
57.24 |
56.77 |
S1 |
56.84 |
56.60 |
|