NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
57.20 |
56.54 |
-0.66 |
-1.2% |
64.28 |
| High |
60.32 |
57.20 |
-3.12 |
-5.2% |
67.23 |
| Low |
56.10 |
55.18 |
-0.92 |
-1.6% |
56.54 |
| Close |
56.28 |
55.58 |
-0.70 |
-1.2% |
58.40 |
| Range |
4.22 |
2.02 |
-2.20 |
-52.1% |
10.69 |
| ATR |
4.92 |
4.72 |
-0.21 |
-4.2% |
0.00 |
| Volume |
31,005 |
22,796 |
-8,209 |
-26.5% |
132,030 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.05 |
60.83 |
56.69 |
|
| R3 |
60.03 |
58.81 |
56.14 |
|
| R2 |
58.01 |
58.01 |
55.95 |
|
| R1 |
56.79 |
56.79 |
55.77 |
56.39 |
| PP |
55.99 |
55.99 |
55.99 |
55.79 |
| S1 |
54.77 |
54.77 |
55.39 |
54.37 |
| S2 |
53.97 |
53.97 |
55.21 |
|
| S3 |
51.95 |
52.75 |
55.02 |
|
| S4 |
49.93 |
50.73 |
54.47 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.79 |
86.29 |
64.28 |
|
| R3 |
82.10 |
75.60 |
61.34 |
|
| R2 |
71.41 |
71.41 |
60.36 |
|
| R1 |
64.91 |
64.91 |
59.38 |
62.82 |
| PP |
60.72 |
60.72 |
60.72 |
59.68 |
| S1 |
54.22 |
54.22 |
57.42 |
52.13 |
| S2 |
50.03 |
50.03 |
56.44 |
|
| S3 |
39.34 |
43.53 |
55.46 |
|
| S4 |
28.65 |
32.84 |
52.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.45 |
55.18 |
6.27 |
11.3% |
3.80 |
6.8% |
6% |
False |
True |
27,073 |
| 10 |
71.30 |
55.18 |
16.12 |
29.0% |
4.07 |
7.3% |
2% |
False |
True |
25,781 |
| 20 |
72.86 |
55.18 |
17.68 |
31.8% |
4.70 |
8.5% |
2% |
False |
True |
23,588 |
| 40 |
108.00 |
55.18 |
52.82 |
95.0% |
4.89 |
8.8% |
1% |
False |
True |
17,616 |
| 60 |
121.18 |
55.18 |
66.00 |
118.7% |
4.64 |
8.4% |
1% |
False |
True |
14,036 |
| 80 |
129.51 |
55.18 |
74.33 |
133.7% |
4.40 |
7.9% |
1% |
False |
True |
11,267 |
| 100 |
148.17 |
55.18 |
92.99 |
167.3% |
3.90 |
7.0% |
0% |
False |
True |
9,412 |
| 120 |
148.17 |
55.18 |
92.99 |
167.3% |
3.42 |
6.2% |
0% |
False |
True |
7,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.79 |
|
2.618 |
62.49 |
|
1.618 |
60.47 |
|
1.000 |
59.22 |
|
0.618 |
58.45 |
|
HIGH |
57.20 |
|
0.618 |
56.43 |
|
0.500 |
56.19 |
|
0.382 |
55.95 |
|
LOW |
55.18 |
|
0.618 |
53.93 |
|
1.000 |
53.16 |
|
1.618 |
51.91 |
|
2.618 |
49.89 |
|
4.250 |
46.60 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
56.19 |
58.32 |
| PP |
55.99 |
57.40 |
| S1 |
55.78 |
56.49 |
|