NYMEX Light Sweet Crude Oil Future February 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 |
55.63 |
54.58 |
-1.05 |
-1.9% |
64.28 |
| High |
56.61 |
54.65 |
-1.96 |
-3.5% |
67.23 |
| Low |
54.30 |
49.68 |
-4.62 |
-8.5% |
56.54 |
| Close |
54.95 |
50.41 |
-4.54 |
-8.3% |
58.40 |
| Range |
2.31 |
4.97 |
2.66 |
115.2% |
10.69 |
| ATR |
4.54 |
4.60 |
0.05 |
1.1% |
0.00 |
| Volume |
34,913 |
36,637 |
1,724 |
4.9% |
132,030 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.49 |
63.42 |
53.14 |
|
| R3 |
61.52 |
58.45 |
51.78 |
|
| R2 |
56.55 |
56.55 |
51.32 |
|
| R1 |
53.48 |
53.48 |
50.87 |
52.53 |
| PP |
51.58 |
51.58 |
51.58 |
51.11 |
| S1 |
48.51 |
48.51 |
49.95 |
47.56 |
| S2 |
46.61 |
46.61 |
49.50 |
|
| S3 |
41.64 |
43.54 |
49.04 |
|
| S4 |
36.67 |
38.57 |
47.68 |
|
|
| 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 |
49.68 |
11.77 |
23.3% |
3.53 |
7.0% |
6% |
False |
True |
31,315 |
| 10 |
67.23 |
49.68 |
17.55 |
34.8% |
3.83 |
7.6% |
4% |
False |
True |
28,241 |
| 20 |
72.86 |
49.68 |
23.18 |
46.0% |
4.65 |
9.2% |
3% |
False |
True |
25,220 |
| 40 |
106.59 |
49.68 |
56.91 |
112.9% |
4.86 |
9.6% |
1% |
False |
True |
18,770 |
| 60 |
121.18 |
49.68 |
71.50 |
141.8% |
4.64 |
9.2% |
1% |
False |
True |
15,150 |
| 80 |
129.51 |
49.68 |
79.83 |
158.4% |
4.37 |
8.7% |
1% |
False |
True |
12,117 |
| 100 |
148.17 |
49.68 |
98.49 |
195.4% |
3.96 |
7.8% |
1% |
False |
True |
10,097 |
| 120 |
148.17 |
49.68 |
98.49 |
195.4% |
3.48 |
6.9% |
1% |
False |
True |
8,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.77 |
|
2.618 |
67.66 |
|
1.618 |
62.69 |
|
1.000 |
59.62 |
|
0.618 |
57.72 |
|
HIGH |
54.65 |
|
0.618 |
52.75 |
|
0.500 |
52.17 |
|
0.382 |
51.58 |
|
LOW |
49.68 |
|
0.618 |
46.61 |
|
1.000 |
44.71 |
|
1.618 |
41.64 |
|
2.618 |
36.67 |
|
4.250 |
28.56 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
52.17 |
53.44 |
| PP |
51.58 |
52.43 |
| S1 |
51.00 |
51.42 |
|