NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
60.10 |
57.10 |
-3.00 |
-5.0% |
63.20 |
| High |
60.65 |
59.52 |
-1.13 |
-1.9% |
66.39 |
| Low |
56.40 |
55.27 |
-1.13 |
-2.0% |
55.54 |
| Close |
57.60 |
55.49 |
-2.11 |
-3.7% |
57.60 |
| Range |
4.25 |
4.25 |
0.00 |
0.0% |
10.85 |
| ATR |
5.21 |
5.14 |
-0.07 |
-1.3% |
0.00 |
| Volume |
136,035 |
115,453 |
-20,582 |
-15.1% |
520,828 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.51 |
66.75 |
57.83 |
|
| R3 |
65.26 |
62.50 |
56.66 |
|
| R2 |
61.01 |
61.01 |
56.27 |
|
| R1 |
58.25 |
58.25 |
55.88 |
57.51 |
| PP |
56.76 |
56.76 |
56.76 |
56.39 |
| S1 |
54.00 |
54.00 |
55.10 |
53.26 |
| S2 |
52.51 |
52.51 |
54.71 |
|
| S3 |
48.26 |
49.75 |
54.32 |
|
| S4 |
44.01 |
45.50 |
53.15 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.39 |
85.85 |
63.57 |
|
| R3 |
81.54 |
75.00 |
60.58 |
|
| R2 |
70.69 |
70.69 |
59.59 |
|
| R1 |
64.15 |
64.15 |
58.59 |
62.00 |
| PP |
59.84 |
59.84 |
59.84 |
58.77 |
| S1 |
53.30 |
53.30 |
56.61 |
51.15 |
| S2 |
48.99 |
48.99 |
55.61 |
|
| S3 |
38.14 |
42.45 |
54.62 |
|
| S4 |
27.29 |
31.60 |
51.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.95 |
55.27 |
7.68 |
13.8% |
4.22 |
7.6% |
3% |
False |
True |
110,231 |
| 10 |
72.37 |
55.27 |
17.10 |
30.8% |
5.00 |
9.0% |
1% |
False |
True |
91,983 |
| 20 |
76.22 |
55.27 |
20.95 |
37.8% |
5.11 |
9.2% |
1% |
False |
True |
74,480 |
| 40 |
108.84 |
55.27 |
53.57 |
96.5% |
5.33 |
9.6% |
0% |
False |
True |
56,543 |
| 60 |
121.09 |
55.27 |
65.82 |
118.6% |
5.05 |
9.1% |
0% |
False |
True |
43,319 |
| 80 |
129.52 |
55.27 |
74.25 |
133.8% |
4.83 |
8.7% |
0% |
False |
True |
34,420 |
| 100 |
148.35 |
55.27 |
93.08 |
167.7% |
4.59 |
8.3% |
0% |
False |
True |
28,516 |
| 120 |
148.35 |
55.27 |
93.08 |
167.7% |
4.33 |
7.8% |
0% |
False |
True |
24,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.58 |
|
2.618 |
70.65 |
|
1.618 |
66.40 |
|
1.000 |
63.77 |
|
0.618 |
62.15 |
|
HIGH |
59.52 |
|
0.618 |
57.90 |
|
0.500 |
57.40 |
|
0.382 |
56.89 |
|
LOW |
55.27 |
|
0.618 |
52.64 |
|
1.000 |
51.02 |
|
1.618 |
48.39 |
|
2.618 |
44.14 |
|
4.250 |
37.21 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
57.40 |
57.96 |
| PP |
56.76 |
57.14 |
| S1 |
56.13 |
56.31 |
|