NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
63.47 |
61.74 |
-1.73 |
-2.7% |
69.38 |
| High |
63.58 |
62.21 |
-1.37 |
-2.2% |
73.54 |
| Low |
61.03 |
58.36 |
-2.67 |
-4.4% |
62.80 |
| Close |
62.05 |
58.84 |
-3.21 |
-5.2% |
63.76 |
| Range |
2.55 |
3.85 |
1.30 |
51.0% |
10.74 |
| ATR |
5.00 |
4.92 |
-0.08 |
-1.6% |
0.00 |
| Volume |
17,262 |
10,069 |
-7,193 |
-41.7% |
69,231 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.35 |
68.95 |
60.96 |
|
| R3 |
67.50 |
65.10 |
59.90 |
|
| R2 |
63.65 |
63.65 |
59.55 |
|
| R1 |
61.25 |
61.25 |
59.19 |
60.53 |
| PP |
59.80 |
59.80 |
59.80 |
59.44 |
| S1 |
57.40 |
57.40 |
58.49 |
56.68 |
| S2 |
55.95 |
55.95 |
58.13 |
|
| S3 |
52.10 |
53.55 |
57.78 |
|
| S4 |
48.25 |
49.70 |
56.72 |
|
|
| 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 |
68.06 |
58.36 |
9.70 |
16.5% |
3.79 |
6.4% |
5% |
False |
True |
14,220 |
| 10 |
73.54 |
58.36 |
15.18 |
25.8% |
4.86 |
8.3% |
3% |
False |
True |
13,922 |
| 20 |
77.08 |
58.36 |
18.72 |
31.8% |
4.69 |
8.0% |
3% |
False |
True |
12,989 |
| 40 |
111.00 |
58.36 |
52.64 |
89.5% |
4.91 |
8.3% |
1% |
False |
True |
10,376 |
| 60 |
123.30 |
58.36 |
64.94 |
110.4% |
4.44 |
7.5% |
1% |
False |
True |
8,269 |
| 80 |
130.50 |
58.36 |
72.14 |
122.6% |
3.92 |
6.7% |
1% |
False |
True |
6,758 |
| 100 |
148.35 |
58.36 |
89.99 |
152.9% |
3.48 |
5.9% |
1% |
False |
True |
5,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.57 |
|
2.618 |
72.29 |
|
1.618 |
68.44 |
|
1.000 |
66.06 |
|
0.618 |
64.59 |
|
HIGH |
62.21 |
|
0.618 |
60.74 |
|
0.500 |
60.29 |
|
0.382 |
59.83 |
|
LOW |
58.36 |
|
0.618 |
55.98 |
|
1.000 |
54.51 |
|
1.618 |
52.13 |
|
2.618 |
48.28 |
|
4.250 |
42.00 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
60.29 |
63.21 |
| PP |
59.80 |
61.75 |
| S1 |
59.32 |
60.30 |
|