NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
59.39 |
56.74 |
-2.65 |
-4.5% |
61.80 |
| High |
59.96 |
58.98 |
-0.98 |
-1.6% |
65.56 |
| Low |
55.69 |
54.72 |
-0.97 |
-1.7% |
54.67 |
| Close |
57.04 |
54.95 |
-2.09 |
-3.7% |
57.04 |
| Range |
4.27 |
4.26 |
-0.01 |
-0.2% |
10.89 |
| ATR |
5.33 |
5.25 |
-0.08 |
-1.4% |
0.00 |
| Volume |
322,685 |
245,858 |
-76,827 |
-23.8% |
1,365,107 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.00 |
66.23 |
57.29 |
|
| R3 |
64.74 |
61.97 |
56.12 |
|
| R2 |
60.48 |
60.48 |
55.73 |
|
| R1 |
57.71 |
57.71 |
55.34 |
56.97 |
| PP |
56.22 |
56.22 |
56.22 |
55.84 |
| S1 |
53.45 |
53.45 |
54.56 |
52.71 |
| S2 |
51.96 |
51.96 |
54.17 |
|
| S3 |
47.70 |
49.19 |
53.78 |
|
| S4 |
43.44 |
44.93 |
52.61 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.76 |
85.29 |
63.03 |
|
| R3 |
80.87 |
74.40 |
60.03 |
|
| R2 |
69.98 |
69.98 |
59.04 |
|
| R1 |
63.51 |
63.51 |
58.04 |
61.30 |
| PP |
59.09 |
59.09 |
59.09 |
57.99 |
| S1 |
52.62 |
52.62 |
56.04 |
50.41 |
| S2 |
48.20 |
48.20 |
55.04 |
|
| S3 |
37.31 |
41.73 |
54.05 |
|
| S4 |
26.42 |
30.84 |
51.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.28 |
54.67 |
7.61 |
13.8% |
4.30 |
7.8% |
4% |
False |
False |
274,984 |
| 10 |
71.77 |
54.67 |
17.10 |
31.1% |
5.11 |
9.3% |
2% |
False |
False |
274,106 |
| 20 |
76.04 |
54.67 |
21.37 |
38.9% |
5.20 |
9.5% |
1% |
False |
False |
265,121 |
| 40 |
108.90 |
54.67 |
54.23 |
98.7% |
5.56 |
10.1% |
1% |
False |
False |
209,217 |
| 60 |
121.12 |
54.67 |
66.45 |
120.9% |
5.38 |
9.8% |
0% |
False |
False |
163,594 |
| 80 |
129.58 |
54.67 |
74.91 |
136.3% |
5.17 |
9.4% |
0% |
False |
False |
134,559 |
| 100 |
148.60 |
54.67 |
93.93 |
170.9% |
5.07 |
9.2% |
0% |
False |
False |
115,404 |
| 120 |
148.60 |
54.67 |
93.93 |
170.9% |
5.05 |
9.2% |
0% |
False |
False |
102,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.09 |
|
2.618 |
70.13 |
|
1.618 |
65.87 |
|
1.000 |
63.24 |
|
0.618 |
61.61 |
|
HIGH |
58.98 |
|
0.618 |
57.35 |
|
0.500 |
56.85 |
|
0.382 |
56.35 |
|
LOW |
54.72 |
|
0.618 |
52.09 |
|
1.000 |
50.46 |
|
1.618 |
47.83 |
|
2.618 |
43.57 |
|
4.250 |
36.62 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
56.85 |
57.32 |
| PP |
56.22 |
56.53 |
| S1 |
55.58 |
55.74 |
|