NYMEX Light Sweet Crude Oil Future February 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 |
54.58 |
49.89 |
-4.69 |
-8.6% |
57.20 |
| High |
54.65 |
52.14 |
-2.51 |
-4.6% |
60.32 |
| Low |
49.68 |
49.40 |
-0.28 |
-0.6% |
49.40 |
| Close |
50.41 |
50.96 |
0.55 |
1.1% |
50.96 |
| Range |
4.97 |
2.74 |
-2.23 |
-44.9% |
10.92 |
| ATR |
4.60 |
4.46 |
-0.13 |
-2.9% |
0.00 |
| Volume |
36,637 |
60,054 |
23,417 |
63.9% |
185,405 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.05 |
57.75 |
52.47 |
|
| R3 |
56.31 |
55.01 |
51.71 |
|
| R2 |
53.57 |
53.57 |
51.46 |
|
| R1 |
52.27 |
52.27 |
51.21 |
52.92 |
| PP |
50.83 |
50.83 |
50.83 |
51.16 |
| S1 |
49.53 |
49.53 |
50.71 |
50.18 |
| S2 |
48.09 |
48.09 |
50.46 |
|
| S3 |
45.35 |
46.79 |
50.21 |
|
| S4 |
42.61 |
44.05 |
49.45 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.32 |
79.56 |
56.97 |
|
| R3 |
75.40 |
68.64 |
53.96 |
|
| R2 |
64.48 |
64.48 |
52.96 |
|
| R1 |
57.72 |
57.72 |
51.96 |
55.64 |
| PP |
53.56 |
53.56 |
53.56 |
52.52 |
| S1 |
46.80 |
46.80 |
49.96 |
44.72 |
| S2 |
42.64 |
42.64 |
48.96 |
|
| S3 |
31.72 |
35.88 |
47.96 |
|
| S4 |
20.80 |
24.96 |
44.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.32 |
49.40 |
10.92 |
21.4% |
3.25 |
6.4% |
14% |
False |
True |
37,081 |
| 10 |
67.23 |
49.40 |
17.83 |
35.0% |
3.85 |
7.6% |
9% |
False |
True |
31,743 |
| 20 |
72.86 |
49.40 |
23.46 |
46.0% |
4.47 |
8.8% |
7% |
False |
True |
27,254 |
| 40 |
105.77 |
49.40 |
56.37 |
110.6% |
4.86 |
9.5% |
3% |
False |
True |
20,030 |
| 60 |
119.70 |
49.40 |
70.30 |
138.0% |
4.61 |
9.1% |
2% |
False |
True |
16,098 |
| 80 |
129.51 |
49.40 |
80.11 |
157.2% |
4.37 |
8.6% |
2% |
False |
True |
12,826 |
| 100 |
148.17 |
49.40 |
98.77 |
193.8% |
3.98 |
7.8% |
2% |
False |
True |
10,680 |
| 120 |
148.17 |
49.40 |
98.77 |
193.8% |
3.50 |
6.9% |
2% |
False |
True |
9,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.79 |
|
2.618 |
59.31 |
|
1.618 |
56.57 |
|
1.000 |
54.88 |
|
0.618 |
53.83 |
|
HIGH |
52.14 |
|
0.618 |
51.09 |
|
0.500 |
50.77 |
|
0.382 |
50.45 |
|
LOW |
49.40 |
|
0.618 |
47.71 |
|
1.000 |
46.66 |
|
1.618 |
44.97 |
|
2.618 |
42.23 |
|
4.250 |
37.76 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
50.90 |
53.01 |
| PP |
50.83 |
52.32 |
| S1 |
50.77 |
51.64 |
|