NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
55.08 |
51.20 |
-3.88 |
-7.0% |
63.20 |
| High |
55.75 |
53.80 |
-1.95 |
-3.5% |
66.39 |
| Low |
53.36 |
48.52 |
-4.84 |
-9.1% |
55.54 |
| Close |
54.10 |
49.42 |
-4.68 |
-8.7% |
57.60 |
| Range |
2.39 |
5.28 |
2.89 |
120.9% |
10.85 |
| ATR |
4.74 |
4.80 |
0.06 |
1.3% |
0.00 |
| Volume |
156,195 |
219,553 |
63,358 |
40.6% |
520,828 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.42 |
63.20 |
52.32 |
|
| R3 |
61.14 |
57.92 |
50.87 |
|
| R2 |
55.86 |
55.86 |
50.39 |
|
| R1 |
52.64 |
52.64 |
49.90 |
51.61 |
| PP |
50.58 |
50.58 |
50.58 |
50.07 |
| S1 |
47.36 |
47.36 |
48.94 |
46.33 |
| S2 |
45.30 |
45.30 |
48.45 |
|
| S3 |
40.02 |
42.08 |
47.97 |
|
| S4 |
34.74 |
36.80 |
46.52 |
|
|
| 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 |
48.52 |
12.13 |
24.5% |
3.66 |
7.4% |
7% |
False |
True |
151,043 |
| 10 |
66.39 |
48.52 |
17.87 |
36.2% |
3.99 |
8.1% |
5% |
False |
True |
122,788 |
| 20 |
72.37 |
48.52 |
23.85 |
48.3% |
4.87 |
9.9% |
4% |
False |
True |
92,239 |
| 40 |
107.05 |
48.52 |
58.53 |
118.4% |
5.21 |
10.5% |
2% |
False |
True |
65,939 |
| 60 |
121.09 |
48.52 |
72.57 |
146.8% |
5.06 |
10.2% |
1% |
False |
True |
51,373 |
| 80 |
129.52 |
48.52 |
81.00 |
163.9% |
4.79 |
9.7% |
1% |
False |
True |
40,521 |
| 100 |
148.35 |
48.52 |
99.83 |
202.0% |
4.61 |
9.3% |
1% |
False |
True |
33,464 |
| 120 |
148.35 |
48.52 |
99.83 |
202.0% |
4.35 |
8.8% |
1% |
False |
True |
28,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.24 |
|
2.618 |
67.62 |
|
1.618 |
62.34 |
|
1.000 |
59.08 |
|
0.618 |
57.06 |
|
HIGH |
53.80 |
|
0.618 |
51.78 |
|
0.500 |
51.16 |
|
0.382 |
50.54 |
|
LOW |
48.52 |
|
0.618 |
45.26 |
|
1.000 |
43.24 |
|
1.618 |
39.98 |
|
2.618 |
34.70 |
|
4.250 |
26.08 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
51.16 |
52.49 |
| PP |
50.58 |
51.47 |
| S1 |
50.00 |
50.44 |
|