NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
51.20 |
48.57 |
-2.63 |
-5.1% |
57.10 |
| High |
53.80 |
51.12 |
-2.68 |
-5.0% |
59.52 |
| Low |
48.52 |
48.25 |
-0.27 |
-0.6% |
48.25 |
| Close |
49.42 |
49.93 |
0.51 |
1.0% |
49.93 |
| Range |
5.28 |
2.87 |
-2.41 |
-45.6% |
11.27 |
| ATR |
4.80 |
4.66 |
-0.14 |
-2.9% |
0.00 |
| Volume |
219,553 |
274,669 |
55,116 |
25.1% |
893,853 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.38 |
57.02 |
51.51 |
|
| R3 |
55.51 |
54.15 |
50.72 |
|
| R2 |
52.64 |
52.64 |
50.46 |
|
| R1 |
51.28 |
51.28 |
50.19 |
51.96 |
| PP |
49.77 |
49.77 |
49.77 |
50.11 |
| S1 |
48.41 |
48.41 |
49.67 |
49.09 |
| S2 |
46.90 |
46.90 |
49.40 |
|
| S3 |
44.03 |
45.54 |
49.14 |
|
| S4 |
41.16 |
42.67 |
48.35 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.38 |
79.42 |
56.13 |
|
| R3 |
75.11 |
68.15 |
53.03 |
|
| R2 |
63.84 |
63.84 |
52.00 |
|
| R1 |
56.88 |
56.88 |
50.96 |
54.73 |
| PP |
52.57 |
52.57 |
52.57 |
51.49 |
| S1 |
45.61 |
45.61 |
48.90 |
43.46 |
| S2 |
41.30 |
41.30 |
47.86 |
|
| S3 |
30.03 |
34.34 |
46.83 |
|
| S4 |
18.76 |
23.07 |
43.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59.52 |
48.25 |
11.27 |
22.6% |
3.38 |
6.8% |
15% |
False |
True |
178,770 |
| 10 |
66.39 |
48.25 |
18.14 |
36.3% |
4.00 |
8.0% |
9% |
False |
True |
141,468 |
| 20 |
72.37 |
48.25 |
24.12 |
48.3% |
4.68 |
9.4% |
7% |
False |
True |
102,705 |
| 40 |
105.82 |
48.25 |
57.57 |
115.3% |
5.20 |
10.4% |
3% |
False |
True |
71,969 |
| 60 |
120.82 |
48.25 |
72.57 |
145.3% |
5.01 |
10.0% |
2% |
False |
True |
55,740 |
| 80 |
129.52 |
48.25 |
81.27 |
162.8% |
4.77 |
9.6% |
2% |
False |
True |
43,877 |
| 100 |
148.35 |
48.25 |
100.10 |
200.5% |
4.62 |
9.3% |
2% |
False |
True |
36,140 |
| 120 |
148.35 |
48.25 |
100.10 |
200.5% |
4.33 |
8.7% |
2% |
False |
True |
30,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.32 |
|
2.618 |
58.63 |
|
1.618 |
55.76 |
|
1.000 |
53.99 |
|
0.618 |
52.89 |
|
HIGH |
51.12 |
|
0.618 |
50.02 |
|
0.500 |
49.69 |
|
0.382 |
49.35 |
|
LOW |
48.25 |
|
0.618 |
46.48 |
|
1.000 |
45.38 |
|
1.618 |
43.61 |
|
2.618 |
40.74 |
|
4.250 |
36.05 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
49.85 |
52.00 |
| PP |
49.77 |
51.31 |
| S1 |
49.69 |
50.62 |
|