NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
64.28 |
63.57 |
-0.71 |
-1.1% |
68.42 |
| High |
67.23 |
63.57 |
-3.66 |
-5.4% |
72.86 |
| Low |
61.20 |
60.10 |
-1.10 |
-1.8% |
61.80 |
| Close |
64.19 |
61.12 |
-3.07 |
-4.8% |
62.81 |
| Range |
6.03 |
3.47 |
-2.56 |
-42.5% |
11.06 |
| ATR |
5.24 |
5.16 |
-0.08 |
-1.6% |
0.00 |
| Volume |
22,084 |
28,380 |
6,296 |
28.5% |
112,247 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.01 |
70.03 |
63.03 |
|
| R3 |
68.54 |
66.56 |
62.07 |
|
| R2 |
65.07 |
65.07 |
61.76 |
|
| R1 |
63.09 |
63.09 |
61.44 |
62.35 |
| PP |
61.60 |
61.60 |
61.60 |
61.22 |
| S1 |
59.62 |
59.62 |
60.80 |
58.88 |
| S2 |
58.13 |
58.13 |
60.48 |
|
| S3 |
54.66 |
56.15 |
60.17 |
|
| S4 |
51.19 |
52.68 |
59.21 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.00 |
91.97 |
68.89 |
|
| R3 |
87.94 |
80.91 |
65.85 |
|
| R2 |
76.88 |
76.88 |
64.84 |
|
| R1 |
69.85 |
69.85 |
63.82 |
67.84 |
| PP |
65.82 |
65.82 |
65.82 |
64.82 |
| S1 |
58.79 |
58.79 |
61.80 |
56.78 |
| S2 |
54.76 |
54.76 |
60.78 |
|
| S3 |
43.70 |
47.73 |
59.77 |
|
| S4 |
32.64 |
36.67 |
56.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.30 |
60.10 |
11.20 |
18.3% |
4.35 |
7.1% |
9% |
False |
True |
24,490 |
| 10 |
72.86 |
60.10 |
12.76 |
20.9% |
5.31 |
8.7% |
8% |
False |
True |
24,241 |
| 20 |
80.15 |
60.10 |
20.05 |
32.8% |
4.93 |
8.1% |
5% |
False |
True |
20,010 |
| 40 |
109.44 |
60.10 |
49.34 |
80.7% |
5.09 |
8.3% |
2% |
False |
True |
15,468 |
| 60 |
123.65 |
60.10 |
63.55 |
104.0% |
4.67 |
7.6% |
2% |
False |
True |
12,001 |
| 80 |
133.55 |
60.10 |
73.45 |
120.2% |
4.30 |
7.0% |
1% |
False |
True |
9,711 |
| 100 |
148.17 |
60.10 |
88.07 |
144.1% |
3.80 |
6.2% |
1% |
False |
True |
8,083 |
| 120 |
148.17 |
60.10 |
88.07 |
144.1% |
3.29 |
5.4% |
1% |
False |
True |
6,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.32 |
|
2.618 |
72.65 |
|
1.618 |
69.18 |
|
1.000 |
67.04 |
|
0.618 |
65.71 |
|
HIGH |
63.57 |
|
0.618 |
62.24 |
|
0.500 |
61.84 |
|
0.382 |
61.43 |
|
LOW |
60.10 |
|
0.618 |
57.96 |
|
1.000 |
56.63 |
|
1.618 |
54.49 |
|
2.618 |
51.02 |
|
4.250 |
45.35 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
61.84 |
63.67 |
| PP |
61.60 |
62.82 |
| S1 |
61.36 |
61.97 |
|