NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
62.65 |
59.10 |
-3.55 |
-5.7% |
69.87 |
| High |
63.12 |
63.00 |
-0.12 |
-0.2% |
74.05 |
| Low |
59.30 |
58.74 |
-0.56 |
-0.9% |
63.67 |
| Close |
59.73 |
61.90 |
2.17 |
3.6% |
64.69 |
| Range |
3.82 |
4.26 |
0.44 |
11.5% |
10.38 |
| ATR |
4.45 |
4.43 |
-0.01 |
-0.3% |
0.00 |
| Volume |
4,394 |
5,628 |
1,234 |
28.1% |
43,297 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.99 |
72.21 |
64.24 |
|
| R3 |
69.73 |
67.95 |
63.07 |
|
| R2 |
65.47 |
65.47 |
62.68 |
|
| R1 |
63.69 |
63.69 |
62.29 |
64.58 |
| PP |
61.21 |
61.21 |
61.21 |
61.66 |
| S1 |
59.43 |
59.43 |
61.51 |
60.32 |
| S2 |
56.95 |
56.95 |
61.12 |
|
| S3 |
52.69 |
55.17 |
60.73 |
|
| S4 |
48.43 |
50.91 |
59.56 |
|
|
| 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 |
58.74 |
10.12 |
16.3% |
3.49 |
5.6% |
31% |
False |
True |
5,982 |
| 10 |
74.05 |
58.74 |
15.31 |
24.7% |
4.39 |
7.1% |
21% |
False |
True |
7,431 |
| 20 |
77.63 |
58.74 |
18.89 |
30.5% |
4.23 |
6.8% |
17% |
False |
True |
7,036 |
| 40 |
111.15 |
58.74 |
52.41 |
84.7% |
4.15 |
6.7% |
6% |
False |
True |
5,490 |
| 60 |
123.58 |
58.74 |
64.84 |
104.7% |
3.27 |
5.3% |
5% |
False |
True |
4,305 |
| 80 |
127.03 |
58.74 |
68.29 |
110.3% |
2.56 |
4.1% |
5% |
False |
True |
3,533 |
| 100 |
146.86 |
58.74 |
88.12 |
142.4% |
2.07 |
3.3% |
4% |
False |
True |
2,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.11 |
|
2.618 |
74.15 |
|
1.618 |
69.89 |
|
1.000 |
67.26 |
|
0.618 |
65.63 |
|
HIGH |
63.00 |
|
0.618 |
61.37 |
|
0.500 |
60.87 |
|
0.382 |
60.37 |
|
LOW |
58.74 |
|
0.618 |
56.11 |
|
1.000 |
54.48 |
|
1.618 |
51.85 |
|
2.618 |
47.59 |
|
4.250 |
40.64 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
61.56 |
61.89 |
| PP |
61.21 |
61.88 |
| S1 |
60.87 |
61.87 |
|