NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
55.43 |
55.08 |
-0.35 |
-0.6% |
63.20 |
| High |
56.46 |
55.75 |
-0.71 |
-1.3% |
66.39 |
| Low |
54.35 |
53.36 |
-0.99 |
-1.8% |
55.54 |
| Close |
54.76 |
54.10 |
-0.66 |
-1.2% |
57.60 |
| Range |
2.11 |
2.39 |
0.28 |
13.3% |
10.85 |
| ATR |
4.92 |
4.74 |
-0.18 |
-3.7% |
0.00 |
| Volume |
127,983 |
156,195 |
28,212 |
22.0% |
520,828 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.57 |
60.23 |
55.41 |
|
| R3 |
59.18 |
57.84 |
54.76 |
|
| R2 |
56.79 |
56.79 |
54.54 |
|
| R1 |
55.45 |
55.45 |
54.32 |
54.93 |
| PP |
54.40 |
54.40 |
54.40 |
54.14 |
| S1 |
53.06 |
53.06 |
53.88 |
52.54 |
| S2 |
52.01 |
52.01 |
53.66 |
|
| S3 |
49.62 |
50.67 |
53.44 |
|
| S4 |
47.23 |
48.28 |
52.79 |
|
|
| 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 |
60.65 |
53.36 |
7.29 |
13.5% |
3.58 |
6.6% |
10% |
False |
True |
127,763 |
| 10 |
66.39 |
53.36 |
13.03 |
24.1% |
3.98 |
7.4% |
6% |
False |
True |
107,158 |
| 20 |
72.37 |
53.36 |
19.01 |
35.1% |
4.79 |
8.8% |
4% |
False |
True |
84,930 |
| 40 |
107.36 |
53.36 |
54.00 |
99.8% |
5.20 |
9.6% |
1% |
False |
True |
61,089 |
| 60 |
121.09 |
53.36 |
67.73 |
125.2% |
5.02 |
9.3% |
1% |
False |
True |
47,878 |
| 80 |
129.52 |
53.36 |
76.16 |
140.8% |
4.80 |
8.9% |
1% |
False |
True |
37,850 |
| 100 |
148.35 |
53.36 |
94.99 |
175.6% |
4.59 |
8.5% |
1% |
False |
True |
31,305 |
| 120 |
148.35 |
53.36 |
94.99 |
175.6% |
4.32 |
8.0% |
1% |
False |
True |
26,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.91 |
|
2.618 |
62.01 |
|
1.618 |
59.62 |
|
1.000 |
58.14 |
|
0.618 |
57.23 |
|
HIGH |
55.75 |
|
0.618 |
54.84 |
|
0.500 |
54.56 |
|
0.382 |
54.27 |
|
LOW |
53.36 |
|
0.618 |
51.88 |
|
1.000 |
50.97 |
|
1.618 |
49.49 |
|
2.618 |
47.10 |
|
4.250 |
43.20 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
54.56 |
56.44 |
| PP |
54.40 |
55.66 |
| S1 |
54.25 |
54.88 |
|