NYMEX Light Sweet Crude Oil Future August 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 |
59.50 |
59.83 |
0.33 |
0.6% |
65.09 |
High |
59.50 |
59.83 |
0.33 |
0.6% |
65.09 |
Low |
59.50 |
59.83 |
0.33 |
0.6% |
56.35 |
Close |
58.32 |
61.95 |
3.63 |
6.2% |
56.85 |
Range |
|
|
|
|
|
ATR |
2.88 |
2.78 |
-0.10 |
-3.4% |
0.00 |
Volume |
4,009 |
2,165 |
-1,844 |
-46.0% |
9,215 |
|
Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.54 |
61.24 |
61.95 |
|
R3 |
60.54 |
61.24 |
61.95 |
|
R2 |
60.54 |
60.54 |
61.95 |
|
R1 |
61.24 |
61.24 |
61.95 |
60.89 |
PP |
60.54 |
60.54 |
60.54 |
60.36 |
S1 |
61.24 |
61.24 |
61.95 |
60.89 |
S2 |
60.54 |
60.54 |
61.95 |
|
S3 |
60.54 |
61.24 |
61.95 |
|
S4 |
60.54 |
61.24 |
61.95 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.65 |
79.99 |
61.66 |
|
R3 |
76.91 |
71.25 |
59.25 |
|
R2 |
68.17 |
68.17 |
58.45 |
|
R1 |
62.51 |
62.51 |
57.65 |
60.97 |
PP |
59.43 |
59.43 |
59.43 |
58.66 |
S1 |
53.77 |
53.77 |
56.05 |
52.23 |
S2 |
50.69 |
50.69 |
55.25 |
|
S3 |
41.95 |
45.03 |
54.45 |
|
S4 |
33.21 |
36.29 |
52.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.05 |
56.35 |
5.70 |
9.2% |
1.12 |
1.8% |
98% |
False |
False |
2,469 |
10 |
65.27 |
56.35 |
8.92 |
14.4% |
1.26 |
2.0% |
63% |
False |
False |
2,091 |
20 |
76.95 |
56.35 |
20.60 |
33.3% |
1.64 |
2.6% |
27% |
False |
False |
1,969 |
40 |
95.19 |
56.35 |
38.84 |
62.7% |
1.41 |
2.3% |
14% |
False |
False |
1,672 |
60 |
111.60 |
56.35 |
55.25 |
89.2% |
1.17 |
1.9% |
10% |
False |
False |
1,252 |
80 |
123.71 |
56.35 |
67.36 |
108.7% |
0.88 |
1.4% |
8% |
False |
False |
1,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.83 |
2.618 |
59.83 |
1.618 |
59.83 |
1.000 |
59.83 |
0.618 |
59.83 |
HIGH |
59.83 |
0.618 |
59.83 |
0.500 |
59.83 |
0.382 |
59.83 |
LOW |
59.83 |
0.618 |
59.83 |
1.000 |
59.83 |
1.618 |
59.83 |
2.618 |
59.83 |
4.250 |
59.83 |
|
|
Fisher Pivots for day following 26-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
61.24 |
61.35 |
PP |
60.54 |
60.75 |
S1 |
59.83 |
60.15 |
|