NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
61.80 |
62.14 |
0.34 |
0.6% |
67.37 |
| High |
65.56 |
62.28 |
-3.28 |
-5.0% |
71.77 |
| Low |
59.10 |
58.32 |
-0.78 |
-1.3% |
59.97 |
| Close |
62.41 |
59.33 |
-3.08 |
-4.9% |
61.04 |
| Range |
6.46 |
3.96 |
-2.50 |
-38.7% |
11.80 |
| ATR |
5.66 |
5.55 |
-0.11 |
-2.0% |
0.00 |
| Volume |
236,045 |
286,648 |
50,603 |
21.4% |
1,386,982 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.86 |
69.55 |
61.51 |
|
| R3 |
67.90 |
65.59 |
60.42 |
|
| R2 |
63.94 |
63.94 |
60.06 |
|
| R1 |
61.63 |
61.63 |
59.69 |
60.81 |
| PP |
59.98 |
59.98 |
59.98 |
59.56 |
| S1 |
57.67 |
57.67 |
58.97 |
56.85 |
| S2 |
56.02 |
56.02 |
58.60 |
|
| S3 |
52.06 |
53.71 |
58.24 |
|
| S4 |
48.10 |
49.75 |
57.15 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.66 |
92.15 |
67.53 |
|
| R3 |
87.86 |
80.35 |
64.29 |
|
| R2 |
76.06 |
76.06 |
63.20 |
|
| R1 |
68.55 |
68.55 |
62.12 |
66.41 |
| PP |
64.26 |
64.26 |
64.26 |
63.19 |
| S1 |
56.75 |
56.75 |
59.96 |
54.61 |
| S2 |
52.46 |
52.46 |
58.88 |
|
| S3 |
40.66 |
44.95 |
57.80 |
|
| S4 |
28.86 |
33.15 |
54.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.46 |
58.32 |
12.14 |
20.5% |
4.81 |
8.1% |
8% |
False |
True |
283,273 |
| 10 |
71.77 |
58.32 |
13.45 |
22.7% |
5.68 |
9.6% |
8% |
False |
True |
272,636 |
| 20 |
79.54 |
58.32 |
21.22 |
35.8% |
5.34 |
9.0% |
5% |
False |
True |
247,804 |
| 40 |
109.74 |
58.32 |
51.42 |
86.7% |
5.78 |
9.7% |
2% |
False |
True |
194,082 |
| 60 |
122.87 |
58.32 |
64.55 |
108.8% |
5.47 |
9.2% |
2% |
False |
True |
148,438 |
| 80 |
134.15 |
58.32 |
75.83 |
127.8% |
5.16 |
8.7% |
1% |
False |
True |
123,015 |
| 100 |
148.60 |
58.32 |
90.28 |
152.2% |
5.07 |
8.5% |
1% |
False |
True |
105,744 |
| 120 |
148.60 |
58.32 |
90.28 |
152.2% |
5.05 |
8.5% |
1% |
False |
True |
94,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.11 |
|
2.618 |
72.65 |
|
1.618 |
68.69 |
|
1.000 |
66.24 |
|
0.618 |
64.73 |
|
HIGH |
62.28 |
|
0.618 |
60.77 |
|
0.500 |
60.30 |
|
0.382 |
59.83 |
|
LOW |
58.32 |
|
0.618 |
55.87 |
|
1.000 |
54.36 |
|
1.618 |
51.91 |
|
2.618 |
47.95 |
|
4.250 |
41.49 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
60.30 |
61.94 |
| PP |
59.98 |
61.07 |
| S1 |
59.65 |
60.20 |
|