NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
56.20 |
59.80 |
3.60 |
6.4% |
55.85 |
High |
60.43 |
61.33 |
0.90 |
1.5% |
61.33 |
Low |
56.17 |
57.63 |
1.46 |
2.6% |
54.00 |
Close |
60.12 |
60.28 |
0.16 |
0.3% |
60.28 |
Range |
4.26 |
3.70 |
-0.56 |
-13.1% |
7.33 |
ATR |
4.18 |
4.14 |
-0.03 |
-0.8% |
0.00 |
Volume |
15,083 |
15,321 |
238 |
1.6% |
63,816 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.85 |
69.26 |
62.32 |
|
R3 |
67.15 |
65.56 |
61.30 |
|
R2 |
63.45 |
63.45 |
60.96 |
|
R1 |
61.86 |
61.86 |
60.62 |
62.66 |
PP |
59.75 |
59.75 |
59.75 |
60.14 |
S1 |
58.16 |
58.16 |
59.94 |
58.96 |
S2 |
56.05 |
56.05 |
59.60 |
|
S3 |
52.35 |
54.46 |
59.26 |
|
S4 |
48.65 |
50.76 |
58.25 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.53 |
77.73 |
64.31 |
|
R3 |
73.20 |
70.40 |
62.30 |
|
R2 |
65.87 |
65.87 |
61.62 |
|
R1 |
63.07 |
63.07 |
60.95 |
64.47 |
PP |
58.54 |
58.54 |
58.54 |
59.24 |
S1 |
55.74 |
55.74 |
59.61 |
57.14 |
S2 |
51.21 |
51.21 |
58.94 |
|
S3 |
43.88 |
48.41 |
58.26 |
|
S4 |
36.55 |
41.08 |
56.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.33 |
53.50 |
7.83 |
13.0% |
4.06 |
6.7% |
87% |
True |
False |
16,785 |
10 |
65.00 |
53.50 |
11.50 |
19.1% |
3.60 |
6.0% |
59% |
False |
False |
15,280 |
20 |
76.00 |
53.50 |
22.50 |
37.3% |
3.88 |
6.4% |
30% |
False |
False |
14,872 |
40 |
95.75 |
53.50 |
42.25 |
70.1% |
3.91 |
6.5% |
16% |
False |
False |
13,646 |
60 |
112.04 |
53.50 |
58.54 |
97.1% |
3.85 |
6.4% |
12% |
False |
False |
11,546 |
80 |
123.85 |
53.50 |
70.35 |
116.7% |
3.42 |
5.7% |
10% |
False |
False |
9,446 |
100 |
147.91 |
53.50 |
94.41 |
156.6% |
3.36 |
5.6% |
7% |
False |
False |
8,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.06 |
2.618 |
71.02 |
1.618 |
67.32 |
1.000 |
65.03 |
0.618 |
63.62 |
HIGH |
61.33 |
0.618 |
59.92 |
0.500 |
59.48 |
0.382 |
59.04 |
LOW |
57.63 |
0.618 |
55.34 |
1.000 |
53.93 |
1.618 |
51.64 |
2.618 |
47.94 |
4.250 |
41.91 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
60.01 |
59.72 |
PP |
59.75 |
59.15 |
S1 |
59.48 |
58.59 |
|