NYMEX Light Sweet Crude Oil Future December 2008
| 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 |
54.70 |
53.10 |
-1.60 |
-2.9% |
61.80 |
| High |
55.34 |
53.30 |
-2.04 |
-3.7% |
65.56 |
| Low |
52.79 |
48.50 |
-4.29 |
-8.1% |
54.67 |
| Close |
53.62 |
49.62 |
-4.00 |
-7.5% |
57.04 |
| Range |
2.55 |
4.80 |
2.25 |
88.2% |
10.89 |
| ATR |
4.84 |
4.86 |
0.02 |
0.4% |
0.00 |
| Volume |
189,689 |
161,384 |
-28,305 |
-14.9% |
1,365,107 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.87 |
62.05 |
52.26 |
|
| R3 |
60.07 |
57.25 |
50.94 |
|
| R2 |
55.27 |
55.27 |
50.50 |
|
| R1 |
52.45 |
52.45 |
50.06 |
51.46 |
| PP |
50.47 |
50.47 |
50.47 |
49.98 |
| S1 |
47.65 |
47.65 |
49.18 |
46.66 |
| S2 |
45.67 |
45.67 |
48.74 |
|
| S3 |
40.87 |
42.85 |
48.30 |
|
| S4 |
36.07 |
38.05 |
46.98 |
|
|
| 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 |
48.50 |
11.46 |
23.1% |
3.58 |
7.2% |
10% |
False |
True |
251,430 |
| 10 |
65.56 |
48.50 |
17.06 |
34.4% |
4.02 |
8.1% |
7% |
False |
True |
259,159 |
| 20 |
71.77 |
48.50 |
23.27 |
46.9% |
4.93 |
9.9% |
5% |
False |
True |
262,405 |
| 40 |
107.30 |
48.50 |
58.80 |
118.5% |
5.41 |
10.9% |
2% |
False |
True |
215,554 |
| 60 |
121.12 |
48.50 |
72.62 |
146.4% |
5.35 |
10.8% |
2% |
False |
True |
173,201 |
| 80 |
129.58 |
48.50 |
81.08 |
163.4% |
5.12 |
10.3% |
1% |
False |
True |
141,509 |
| 100 |
148.60 |
48.50 |
100.10 |
201.7% |
5.05 |
10.2% |
1% |
False |
True |
121,222 |
| 120 |
148.60 |
48.50 |
100.10 |
201.7% |
5.03 |
10.1% |
1% |
False |
True |
107,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.70 |
|
2.618 |
65.87 |
|
1.618 |
61.07 |
|
1.000 |
58.10 |
|
0.618 |
56.27 |
|
HIGH |
53.30 |
|
0.618 |
51.47 |
|
0.500 |
50.90 |
|
0.382 |
50.33 |
|
LOW |
48.50 |
|
0.618 |
45.53 |
|
1.000 |
43.70 |
|
1.618 |
40.73 |
|
2.618 |
35.93 |
|
4.250 |
28.10 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
50.90 |
52.24 |
| PP |
50.47 |
51.37 |
| S1 |
50.05 |
50.49 |
|