NYMEX Light Sweet Crude Oil Future March 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 |
55.64 |
51.03 |
-4.61 |
-8.3% |
58.00 |
| High |
55.67 |
53.03 |
-2.64 |
-4.7% |
61.11 |
| Low |
50.73 |
50.49 |
-0.24 |
-0.5% |
50.49 |
| Close |
51.44 |
52.05 |
0.61 |
1.2% |
52.05 |
| Range |
4.94 |
2.54 |
-2.40 |
-48.6% |
10.62 |
| ATR |
4.37 |
4.24 |
-0.13 |
-3.0% |
0.00 |
| Volume |
22,660 |
28,878 |
6,218 |
27.4% |
107,553 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.48 |
58.30 |
53.45 |
|
| R3 |
56.94 |
55.76 |
52.75 |
|
| R2 |
54.40 |
54.40 |
52.52 |
|
| R1 |
53.22 |
53.22 |
52.28 |
53.81 |
| PP |
51.86 |
51.86 |
51.86 |
52.15 |
| S1 |
50.68 |
50.68 |
51.82 |
51.27 |
| S2 |
49.32 |
49.32 |
51.58 |
|
| S3 |
46.78 |
48.14 |
51.35 |
|
| S4 |
44.24 |
45.60 |
50.65 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.41 |
79.85 |
57.89 |
|
| R3 |
75.79 |
69.23 |
54.97 |
|
| R2 |
65.17 |
65.17 |
54.00 |
|
| R1 |
58.61 |
58.61 |
53.02 |
56.58 |
| PP |
54.55 |
54.55 |
54.55 |
53.54 |
| S1 |
47.99 |
47.99 |
51.08 |
45.96 |
| S2 |
43.93 |
43.93 |
50.10 |
|
| S3 |
33.31 |
37.37 |
49.13 |
|
| S4 |
22.69 |
26.75 |
46.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.11 |
50.49 |
10.62 |
20.4% |
3.09 |
5.9% |
15% |
False |
True |
21,510 |
| 10 |
68.06 |
50.49 |
17.57 |
33.8% |
3.46 |
6.7% |
9% |
False |
True |
17,586 |
| 20 |
73.54 |
50.49 |
23.05 |
44.3% |
4.20 |
8.1% |
7% |
False |
True |
15,957 |
| 40 |
106.03 |
50.49 |
55.54 |
106.7% |
4.63 |
8.9% |
3% |
False |
True |
12,398 |
| 60 |
119.70 |
50.49 |
69.21 |
133.0% |
4.46 |
8.6% |
2% |
False |
True |
10,251 |
| 80 |
127.94 |
50.49 |
77.45 |
148.8% |
4.00 |
7.7% |
2% |
False |
True |
8,256 |
| 100 |
148.35 |
50.49 |
97.86 |
188.0% |
3.67 |
7.1% |
2% |
False |
True |
6,985 |
| 120 |
148.35 |
50.49 |
97.86 |
188.0% |
3.11 |
6.0% |
2% |
False |
True |
5,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.83 |
|
2.618 |
59.68 |
|
1.618 |
57.14 |
|
1.000 |
55.57 |
|
0.618 |
54.60 |
|
HIGH |
53.03 |
|
0.618 |
52.06 |
|
0.500 |
51.76 |
|
0.382 |
51.46 |
|
LOW |
50.49 |
|
0.618 |
48.92 |
|
1.000 |
47.95 |
|
1.618 |
46.38 |
|
2.618 |
43.84 |
|
4.250 |
39.70 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
51.95 |
53.98 |
| PP |
51.86 |
53.33 |
| S1 |
51.76 |
52.69 |
|