NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
59.75 |
56.45 |
-3.30 |
-5.5% |
68.00 |
| High |
60.34 |
60.45 |
0.11 |
0.2% |
72.37 |
| Low |
56.41 |
55.54 |
-0.87 |
-1.5% |
60.74 |
| Close |
57.03 |
59.06 |
2.03 |
3.6% |
61.87 |
| Range |
3.93 |
4.91 |
0.98 |
24.9% |
11.63 |
| ATR |
5.31 |
5.28 |
-0.03 |
-0.5% |
0.00 |
| Volume |
87,311 |
103,153 |
15,842 |
18.1% |
355,085 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.08 |
70.98 |
61.76 |
|
| R3 |
68.17 |
66.07 |
60.41 |
|
| R2 |
63.26 |
63.26 |
59.96 |
|
| R1 |
61.16 |
61.16 |
59.51 |
62.21 |
| PP |
58.35 |
58.35 |
58.35 |
58.88 |
| S1 |
56.25 |
56.25 |
58.61 |
57.30 |
| S2 |
53.44 |
53.44 |
58.16 |
|
| S3 |
48.53 |
51.34 |
57.71 |
|
| S4 |
43.62 |
46.43 |
56.36 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.88 |
92.51 |
68.27 |
|
| R3 |
88.25 |
80.88 |
65.07 |
|
| R2 |
76.62 |
76.62 |
64.00 |
|
| R1 |
69.25 |
69.25 |
62.94 |
67.12 |
| PP |
64.99 |
64.99 |
64.99 |
63.93 |
| S1 |
57.62 |
57.62 |
60.80 |
55.49 |
| S2 |
53.36 |
53.36 |
59.74 |
|
| S3 |
41.73 |
45.99 |
58.67 |
|
| S4 |
30.10 |
34.36 |
55.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.39 |
55.54 |
10.85 |
18.4% |
4.32 |
7.3% |
32% |
False |
True |
94,532 |
| 10 |
72.37 |
55.54 |
16.83 |
28.5% |
5.25 |
8.9% |
21% |
False |
True |
81,452 |
| 20 |
76.45 |
55.54 |
20.91 |
35.4% |
5.12 |
8.7% |
17% |
False |
True |
65,995 |
| 40 |
109.36 |
55.54 |
53.82 |
91.1% |
5.42 |
9.2% |
7% |
False |
True |
51,537 |
| 60 |
123.22 |
55.54 |
67.68 |
114.6% |
5.13 |
8.7% |
5% |
False |
True |
39,358 |
| 80 |
129.52 |
55.54 |
73.98 |
125.3% |
4.79 |
8.1% |
5% |
False |
True |
31,494 |
| 100 |
148.35 |
55.54 |
92.81 |
157.1% |
4.56 |
7.7% |
4% |
False |
True |
26,052 |
| 120 |
148.35 |
55.54 |
92.81 |
157.1% |
4.28 |
7.2% |
4% |
False |
True |
22,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.32 |
|
2.618 |
73.30 |
|
1.618 |
68.39 |
|
1.000 |
65.36 |
|
0.618 |
63.48 |
|
HIGH |
60.45 |
|
0.618 |
58.57 |
|
0.500 |
58.00 |
|
0.382 |
57.42 |
|
LOW |
55.54 |
|
0.618 |
52.51 |
|
1.000 |
50.63 |
|
1.618 |
47.60 |
|
2.618 |
42.69 |
|
4.250 |
34.67 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
58.71 |
59.25 |
| PP |
58.35 |
59.18 |
| S1 |
58.00 |
59.12 |
|