NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
58.17 |
61.15 |
2.98 |
5.1% |
64.50 |
| High |
61.86 |
61.28 |
-0.58 |
-0.9% |
68.06 |
| Low |
57.59 |
58.29 |
0.70 |
1.2% |
57.59 |
| Close |
60.95 |
59.30 |
-1.65 |
-2.7% |
59.30 |
| Range |
4.27 |
2.99 |
-1.28 |
-30.0% |
10.47 |
| ATR |
4.87 |
4.74 |
-0.13 |
-2.8% |
0.00 |
| Volume |
13,233 |
15,668 |
2,435 |
18.4% |
68,312 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.59 |
66.94 |
60.94 |
|
| R3 |
65.60 |
63.95 |
60.12 |
|
| R2 |
62.61 |
62.61 |
59.85 |
|
| R1 |
60.96 |
60.96 |
59.57 |
60.29 |
| PP |
59.62 |
59.62 |
59.62 |
59.29 |
| S1 |
57.97 |
57.97 |
59.03 |
57.30 |
| S2 |
56.63 |
56.63 |
58.75 |
|
| S3 |
53.64 |
54.98 |
58.48 |
|
| S4 |
50.65 |
51.99 |
57.66 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.06 |
86.65 |
65.06 |
|
| R3 |
82.59 |
76.18 |
62.18 |
|
| R2 |
72.12 |
72.12 |
61.22 |
|
| R1 |
65.71 |
65.71 |
60.26 |
63.68 |
| PP |
61.65 |
61.65 |
61.65 |
60.64 |
| S1 |
55.24 |
55.24 |
58.34 |
53.21 |
| S2 |
51.18 |
51.18 |
57.38 |
|
| S3 |
40.71 |
44.77 |
56.42 |
|
| S4 |
30.24 |
34.30 |
53.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.06 |
57.59 |
10.47 |
17.7% |
3.83 |
6.5% |
16% |
False |
False |
13,662 |
| 10 |
73.54 |
57.59 |
15.95 |
26.9% |
4.51 |
7.6% |
11% |
False |
False |
13,754 |
| 20 |
77.08 |
57.59 |
19.49 |
32.9% |
4.61 |
7.8% |
9% |
False |
False |
13,238 |
| 40 |
111.00 |
57.59 |
53.41 |
90.1% |
4.84 |
8.2% |
3% |
False |
False |
10,690 |
| 60 |
121.90 |
57.59 |
64.31 |
108.4% |
4.47 |
7.5% |
3% |
False |
False |
8,681 |
| 80 |
128.22 |
57.59 |
70.63 |
119.1% |
3.95 |
6.7% |
2% |
False |
False |
7,058 |
| 100 |
148.35 |
57.59 |
90.76 |
153.1% |
3.53 |
6.0% |
2% |
False |
False |
5,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.99 |
|
2.618 |
69.11 |
|
1.618 |
66.12 |
|
1.000 |
64.27 |
|
0.618 |
63.13 |
|
HIGH |
61.28 |
|
0.618 |
60.14 |
|
0.500 |
59.79 |
|
0.382 |
59.43 |
|
LOW |
58.29 |
|
0.618 |
56.44 |
|
1.000 |
55.30 |
|
1.618 |
53.45 |
|
2.618 |
50.46 |
|
4.250 |
45.58 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
59.79 |
59.90 |
| PP |
59.62 |
59.70 |
| S1 |
59.46 |
59.50 |
|