NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
56.74 |
55.01 |
-1.73 |
-3.0% |
61.80 |
| High |
58.98 |
55.98 |
-3.00 |
-5.1% |
65.56 |
| Low |
54.72 |
53.96 |
-0.76 |
-1.4% |
54.67 |
| Close |
54.95 |
54.39 |
-0.56 |
-1.0% |
57.04 |
| Range |
4.26 |
2.02 |
-2.24 |
-52.6% |
10.89 |
| ATR |
5.25 |
5.02 |
-0.23 |
-4.4% |
0.00 |
| Volume |
245,858 |
337,536 |
91,678 |
37.3% |
1,365,107 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.84 |
59.63 |
55.50 |
|
| R3 |
58.82 |
57.61 |
54.95 |
|
| R2 |
56.80 |
56.80 |
54.76 |
|
| R1 |
55.59 |
55.59 |
54.58 |
55.19 |
| PP |
54.78 |
54.78 |
54.78 |
54.57 |
| S1 |
53.57 |
53.57 |
54.20 |
53.17 |
| S2 |
52.76 |
52.76 |
54.02 |
|
| S3 |
50.74 |
51.55 |
53.83 |
|
| S4 |
48.72 |
49.53 |
53.28 |
|
|
| 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 |
59.96 |
53.96 |
6.00 |
11.0% |
3.91 |
7.2% |
7% |
False |
True |
285,161 |
| 10 |
70.46 |
53.96 |
16.50 |
30.3% |
4.36 |
8.0% |
3% |
False |
True |
284,217 |
| 20 |
71.80 |
53.96 |
17.84 |
32.8% |
5.02 |
9.2% |
2% |
False |
True |
270,116 |
| 40 |
108.44 |
53.96 |
54.48 |
100.2% |
5.47 |
10.1% |
1% |
False |
True |
213,560 |
| 60 |
121.12 |
53.96 |
67.16 |
123.5% |
5.37 |
9.9% |
1% |
False |
True |
168,479 |
| 80 |
129.58 |
53.96 |
75.62 |
139.0% |
5.17 |
9.5% |
1% |
False |
True |
138,157 |
| 100 |
148.60 |
53.96 |
94.64 |
174.0% |
5.05 |
9.3% |
0% |
False |
True |
118,422 |
| 120 |
148.60 |
53.96 |
94.64 |
174.0% |
5.03 |
9.2% |
0% |
False |
True |
105,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.57 |
|
2.618 |
61.27 |
|
1.618 |
59.25 |
|
1.000 |
58.00 |
|
0.618 |
57.23 |
|
HIGH |
55.98 |
|
0.618 |
55.21 |
|
0.500 |
54.97 |
|
0.382 |
54.73 |
|
LOW |
53.96 |
|
0.618 |
52.71 |
|
1.000 |
51.94 |
|
1.618 |
50.69 |
|
2.618 |
48.67 |
|
4.250 |
45.38 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
54.97 |
56.96 |
| PP |
54.78 |
56.10 |
| S1 |
54.58 |
55.25 |
|