NYMEX Light Sweet Crude Oil Future April 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 |
65.00 |
62.65 |
-2.35 |
-3.6% |
69.87 |
| High |
65.00 |
63.12 |
-1.88 |
-2.9% |
74.05 |
| Low |
62.00 |
59.30 |
-2.70 |
-4.4% |
63.67 |
| Close |
62.95 |
59.73 |
-3.22 |
-5.1% |
64.69 |
| Range |
3.00 |
3.82 |
0.82 |
27.3% |
10.38 |
| ATR |
4.50 |
4.45 |
-0.05 |
-1.1% |
0.00 |
| Volume |
7,080 |
4,394 |
-2,686 |
-37.9% |
43,297 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.18 |
69.77 |
61.83 |
|
| R3 |
68.36 |
65.95 |
60.78 |
|
| R2 |
64.54 |
64.54 |
60.43 |
|
| R1 |
62.13 |
62.13 |
60.08 |
61.43 |
| PP |
60.72 |
60.72 |
60.72 |
60.36 |
| S1 |
58.31 |
58.31 |
59.38 |
57.61 |
| S2 |
56.90 |
56.90 |
59.03 |
|
| S3 |
53.08 |
54.49 |
58.68 |
|
| S4 |
49.26 |
50.67 |
57.63 |
|
|
| 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 |
68.86 |
59.30 |
9.56 |
16.0% |
3.55 |
5.9% |
4% |
False |
True |
6,904 |
| 10 |
74.05 |
59.30 |
14.75 |
24.7% |
4.54 |
7.6% |
3% |
False |
True |
7,900 |
| 20 |
77.63 |
59.30 |
18.33 |
30.7% |
4.27 |
7.1% |
2% |
False |
True |
6,964 |
| 40 |
111.15 |
59.30 |
51.85 |
86.8% |
4.11 |
6.9% |
1% |
False |
True |
5,427 |
| 60 |
123.58 |
59.30 |
64.28 |
107.6% |
3.21 |
5.4% |
1% |
False |
True |
4,237 |
| 80 |
131.11 |
59.30 |
71.81 |
120.2% |
2.51 |
4.2% |
1% |
False |
True |
3,470 |
| 100 |
146.86 |
59.30 |
87.56 |
146.6% |
2.03 |
3.4% |
0% |
False |
True |
2,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.36 |
|
2.618 |
73.12 |
|
1.618 |
69.30 |
|
1.000 |
66.94 |
|
0.618 |
65.48 |
|
HIGH |
63.12 |
|
0.618 |
61.66 |
|
0.500 |
61.21 |
|
0.382 |
60.76 |
|
LOW |
59.30 |
|
0.618 |
56.94 |
|
1.000 |
55.48 |
|
1.618 |
53.12 |
|
2.618 |
49.30 |
|
4.250 |
43.07 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
61.21 |
64.08 |
| PP |
60.72 |
62.63 |
| S1 |
60.22 |
61.18 |
|