NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
56.80 |
55.64 |
-1.16 |
-2.0% |
64.50 |
| High |
57.46 |
55.67 |
-1.79 |
-3.1% |
68.06 |
| Low |
55.28 |
50.73 |
-4.55 |
-8.2% |
57.59 |
| Close |
55.88 |
51.44 |
-4.44 |
-7.9% |
59.30 |
| Range |
2.18 |
4.94 |
2.76 |
126.6% |
10.47 |
| ATR |
4.31 |
4.37 |
0.06 |
1.4% |
0.00 |
| Volume |
17,819 |
22,660 |
4,841 |
27.2% |
68,312 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.43 |
64.38 |
54.16 |
|
| R3 |
62.49 |
59.44 |
52.80 |
|
| R2 |
57.55 |
57.55 |
52.35 |
|
| R1 |
54.50 |
54.50 |
51.89 |
53.56 |
| PP |
52.61 |
52.61 |
52.61 |
52.14 |
| S1 |
49.56 |
49.56 |
50.99 |
48.62 |
| S2 |
47.67 |
47.67 |
50.53 |
|
| S3 |
42.73 |
44.62 |
50.08 |
|
| S4 |
37.79 |
39.68 |
48.72 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.06 |
86.65 |
65.06 |
|
| R3 |
82.59 |
76.18 |
62.18 |
|
| R2 |
72.12 |
72.12 |
61.22 |
|
| R1 |
65.71 |
65.71 |
60.26 |
63.68 |
| PP |
61.65 |
61.65 |
61.65 |
60.64 |
| S1 |
55.24 |
55.24 |
58.34 |
53.21 |
| S2 |
51.18 |
51.18 |
57.38 |
|
| S3 |
40.71 |
44.77 |
56.42 |
|
| S4 |
30.24 |
34.30 |
53.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.28 |
50.73 |
10.55 |
20.5% |
3.18 |
6.2% |
7% |
False |
True |
18,868 |
| 10 |
68.06 |
50.73 |
17.33 |
33.7% |
3.44 |
6.7% |
4% |
False |
True |
16,407 |
| 20 |
73.54 |
50.73 |
22.81 |
44.3% |
4.39 |
8.5% |
3% |
False |
True |
15,253 |
| 40 |
106.89 |
50.73 |
56.16 |
109.2% |
4.63 |
9.0% |
1% |
False |
True |
11,894 |
| 60 |
121.38 |
50.73 |
70.65 |
137.3% |
4.50 |
8.7% |
1% |
False |
True |
9,843 |
| 80 |
128.00 |
50.73 |
77.27 |
150.2% |
4.00 |
7.8% |
1% |
False |
True |
7,921 |
| 100 |
148.35 |
50.73 |
97.62 |
189.8% |
3.65 |
7.1% |
1% |
False |
True |
6,703 |
| 120 |
148.35 |
50.73 |
97.62 |
189.8% |
3.10 |
6.0% |
1% |
False |
True |
5,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.67 |
|
2.618 |
68.60 |
|
1.618 |
63.66 |
|
1.000 |
60.61 |
|
0.618 |
58.72 |
|
HIGH |
55.67 |
|
0.618 |
53.78 |
|
0.500 |
53.20 |
|
0.382 |
52.62 |
|
LOW |
50.73 |
|
0.618 |
47.68 |
|
1.000 |
45.79 |
|
1.618 |
42.74 |
|
2.618 |
37.80 |
|
4.250 |
29.74 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
53.20 |
54.36 |
| PP |
52.61 |
53.39 |
| S1 |
52.03 |
52.41 |
|