NYMEX Light Sweet Crude Oil Future March 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 |
64.50 |
63.47 |
-1.03 |
-1.6% |
69.38 |
| High |
68.06 |
63.58 |
-4.48 |
-6.6% |
73.54 |
| Low |
62.56 |
61.03 |
-1.53 |
-2.4% |
62.80 |
| Close |
65.09 |
62.05 |
-3.04 |
-4.7% |
63.76 |
| Range |
5.50 |
2.55 |
-2.95 |
-53.6% |
10.74 |
| ATR |
5.07 |
5.00 |
-0.07 |
-1.4% |
0.00 |
| Volume |
12,080 |
17,262 |
5,182 |
42.9% |
69,231 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.87 |
68.51 |
63.45 |
|
| R3 |
67.32 |
65.96 |
62.75 |
|
| R2 |
64.77 |
64.77 |
62.52 |
|
| R1 |
63.41 |
63.41 |
62.28 |
62.82 |
| PP |
62.22 |
62.22 |
62.22 |
61.92 |
| S1 |
60.86 |
60.86 |
61.82 |
60.27 |
| S2 |
59.67 |
59.67 |
61.58 |
|
| S3 |
57.12 |
58.31 |
61.35 |
|
| S4 |
54.57 |
55.76 |
60.65 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.92 |
92.08 |
69.67 |
|
| R3 |
88.18 |
81.34 |
66.71 |
|
| R2 |
77.44 |
77.44 |
65.73 |
|
| R1 |
70.60 |
70.60 |
64.74 |
68.65 |
| PP |
66.70 |
66.70 |
66.70 |
65.73 |
| S1 |
59.86 |
59.86 |
62.78 |
57.91 |
| S2 |
55.96 |
55.96 |
61.79 |
|
| S3 |
45.22 |
49.12 |
60.81 |
|
| S4 |
34.48 |
38.38 |
57.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.00 |
61.03 |
10.97 |
17.7% |
3.92 |
6.3% |
9% |
False |
True |
15,170 |
| 10 |
73.54 |
61.03 |
12.51 |
20.2% |
5.00 |
8.1% |
8% |
False |
True |
14,412 |
| 20 |
80.40 |
61.03 |
19.37 |
31.2% |
4.75 |
7.7% |
5% |
False |
True |
12,901 |
| 40 |
111.00 |
61.03 |
49.97 |
80.5% |
4.95 |
8.0% |
2% |
False |
True |
10,269 |
| 60 |
123.30 |
61.03 |
62.27 |
100.4% |
4.42 |
7.1% |
2% |
False |
True |
8,123 |
| 80 |
132.00 |
61.03 |
70.97 |
114.4% |
3.90 |
6.3% |
1% |
False |
True |
6,645 |
| 100 |
148.35 |
61.03 |
87.32 |
140.7% |
3.44 |
5.5% |
1% |
False |
True |
5,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.42 |
|
2.618 |
70.26 |
|
1.618 |
67.71 |
|
1.000 |
66.13 |
|
0.618 |
65.16 |
|
HIGH |
63.58 |
|
0.618 |
62.61 |
|
0.500 |
62.31 |
|
0.382 |
62.00 |
|
LOW |
61.03 |
|
0.618 |
59.45 |
|
1.000 |
58.48 |
|
1.618 |
56.90 |
|
2.618 |
54.35 |
|
4.250 |
50.19 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
62.31 |
64.55 |
| PP |
62.22 |
63.71 |
| S1 |
62.14 |
62.88 |
|