NYMEX Light Sweet Crude Oil Future April 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 |
66.83 |
65.00 |
-1.83 |
-2.7% |
69.87 |
| High |
68.86 |
65.00 |
-3.86 |
-5.6% |
74.05 |
| Low |
64.16 |
62.00 |
-2.16 |
-3.4% |
63.67 |
| Close |
65.95 |
62.95 |
-3.00 |
-4.5% |
64.69 |
| Range |
4.70 |
3.00 |
-1.70 |
-36.2% |
10.38 |
| ATR |
4.54 |
4.50 |
-0.04 |
-0.9% |
0.00 |
| Volume |
5,277 |
7,080 |
1,803 |
34.2% |
43,297 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.32 |
70.63 |
64.60 |
|
| R3 |
69.32 |
67.63 |
63.78 |
|
| R2 |
66.32 |
66.32 |
63.50 |
|
| R1 |
64.63 |
64.63 |
63.23 |
63.98 |
| PP |
63.32 |
63.32 |
63.32 |
62.99 |
| S1 |
61.63 |
61.63 |
62.68 |
60.98 |
| S2 |
60.32 |
60.32 |
62.40 |
|
| S3 |
57.32 |
58.63 |
62.13 |
|
| S4 |
54.32 |
55.63 |
61.30 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.61 |
92.03 |
70.40 |
|
| R3 |
88.23 |
81.65 |
67.54 |
|
| R2 |
77.85 |
77.85 |
66.59 |
|
| R1 |
71.27 |
71.27 |
65.64 |
69.37 |
| PP |
67.47 |
67.47 |
67.47 |
66.52 |
| S1 |
60.89 |
60.89 |
63.74 |
58.99 |
| S2 |
57.09 |
57.09 |
62.79 |
|
| S3 |
46.71 |
50.51 |
61.84 |
|
| S4 |
36.33 |
40.13 |
58.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.78 |
62.00 |
10.78 |
17.1% |
3.64 |
5.8% |
9% |
False |
True |
8,292 |
| 10 |
74.05 |
62.00 |
12.05 |
19.1% |
4.60 |
7.3% |
8% |
False |
True |
8,090 |
| 20 |
80.94 |
62.00 |
18.94 |
30.1% |
4.28 |
6.8% |
5% |
False |
True |
6,884 |
| 40 |
111.15 |
62.00 |
49.15 |
78.1% |
4.13 |
6.6% |
2% |
False |
True |
5,381 |
| 60 |
123.58 |
62.00 |
61.58 |
97.8% |
3.16 |
5.0% |
2% |
False |
True |
4,178 |
| 80 |
132.20 |
62.00 |
70.20 |
111.5% |
2.48 |
3.9% |
1% |
False |
True |
3,418 |
| 100 |
146.86 |
62.00 |
84.86 |
134.8% |
1.99 |
3.2% |
1% |
False |
True |
2,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.75 |
|
2.618 |
72.85 |
|
1.618 |
69.85 |
|
1.000 |
68.00 |
|
0.618 |
66.85 |
|
HIGH |
65.00 |
|
0.618 |
63.85 |
|
0.500 |
63.50 |
|
0.382 |
63.15 |
|
LOW |
62.00 |
|
0.618 |
60.15 |
|
1.000 |
59.00 |
|
1.618 |
57.15 |
|
2.618 |
54.15 |
|
4.250 |
49.25 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
63.50 |
65.43 |
| PP |
63.32 |
64.60 |
| S1 |
63.13 |
63.78 |
|