NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
58.00 |
57.30 |
-0.70 |
-1.2% |
64.50 |
| High |
61.11 |
57.99 |
-3.12 |
-5.1% |
68.06 |
| Low |
56.96 |
56.33 |
-0.63 |
-1.1% |
57.59 |
| Close |
57.15 |
56.45 |
-0.70 |
-1.2% |
59.30 |
| Range |
4.15 |
1.66 |
-2.49 |
-60.0% |
10.47 |
| ATR |
4.70 |
4.48 |
-0.22 |
-4.6% |
0.00 |
| Volume |
24,117 |
14,079 |
-10,038 |
-41.6% |
68,312 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.90 |
60.84 |
57.36 |
|
| R3 |
60.24 |
59.18 |
56.91 |
|
| R2 |
58.58 |
58.58 |
56.75 |
|
| R1 |
57.52 |
57.52 |
56.60 |
57.22 |
| PP |
56.92 |
56.92 |
56.92 |
56.78 |
| S1 |
55.86 |
55.86 |
56.30 |
55.56 |
| S2 |
55.26 |
55.26 |
56.15 |
|
| S3 |
53.60 |
54.20 |
55.99 |
|
| S4 |
51.94 |
52.54 |
55.54 |
|
|
| 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 |
62.21 |
56.33 |
5.88 |
10.4% |
3.38 |
6.0% |
2% |
False |
True |
15,433 |
| 10 |
72.00 |
56.33 |
15.67 |
27.8% |
3.65 |
6.5% |
1% |
False |
True |
15,301 |
| 20 |
73.54 |
56.33 |
17.21 |
30.5% |
4.45 |
7.9% |
1% |
False |
True |
14,444 |
| 40 |
108.15 |
56.33 |
51.82 |
91.8% |
4.66 |
8.2% |
0% |
False |
True |
11,273 |
| 60 |
121.38 |
56.33 |
65.05 |
115.2% |
4.50 |
8.0% |
0% |
False |
True |
9,235 |
| 80 |
128.22 |
56.33 |
71.89 |
127.4% |
3.99 |
7.1% |
0% |
False |
True |
7,448 |
| 100 |
148.35 |
56.33 |
92.02 |
163.0% |
3.59 |
6.4% |
0% |
False |
True |
6,325 |
| 120 |
148.35 |
56.33 |
92.02 |
163.0% |
3.06 |
5.4% |
0% |
False |
True |
5,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.05 |
|
2.618 |
62.34 |
|
1.618 |
60.68 |
|
1.000 |
59.65 |
|
0.618 |
59.02 |
|
HIGH |
57.99 |
|
0.618 |
57.36 |
|
0.500 |
57.16 |
|
0.382 |
56.96 |
|
LOW |
56.33 |
|
0.618 |
55.30 |
|
1.000 |
54.67 |
|
1.618 |
53.64 |
|
2.618 |
51.98 |
|
4.250 |
49.28 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
57.16 |
58.81 |
| PP |
56.92 |
58.02 |
| S1 |
56.69 |
57.24 |
|