NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
62.61 |
59.16 |
-3.45 |
-5.5% |
66.83 |
| High |
62.61 |
61.77 |
-0.84 |
-1.3% |
68.86 |
| Low |
59.53 |
57.84 |
-1.69 |
-2.8% |
58.74 |
| Close |
60.25 |
58.06 |
-2.19 |
-3.6% |
60.25 |
| Range |
3.08 |
3.93 |
0.85 |
27.6% |
10.12 |
| ATR |
4.34 |
4.31 |
-0.03 |
-0.7% |
0.00 |
| Volume |
6,719 |
9,013 |
2,294 |
34.1% |
29,098 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.01 |
68.47 |
60.22 |
|
| R3 |
67.08 |
64.54 |
59.14 |
|
| R2 |
63.15 |
63.15 |
58.78 |
|
| R1 |
60.61 |
60.61 |
58.42 |
59.92 |
| PP |
59.22 |
59.22 |
59.22 |
58.88 |
| S1 |
56.68 |
56.68 |
57.70 |
55.99 |
| S2 |
55.29 |
55.29 |
57.34 |
|
| S3 |
51.36 |
52.75 |
56.98 |
|
| S4 |
47.43 |
48.82 |
55.90 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.98 |
86.73 |
65.82 |
|
| R3 |
82.86 |
76.61 |
63.03 |
|
| R2 |
72.74 |
72.74 |
62.11 |
|
| R1 |
66.49 |
66.49 |
61.18 |
64.56 |
| PP |
62.62 |
62.62 |
62.62 |
61.65 |
| S1 |
56.37 |
56.37 |
59.32 |
54.44 |
| S2 |
52.50 |
52.50 |
58.39 |
|
| S3 |
42.38 |
46.25 |
57.47 |
|
| S4 |
32.26 |
36.13 |
54.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.00 |
57.84 |
7.16 |
12.3% |
3.62 |
6.2% |
3% |
False |
True |
6,566 |
| 10 |
74.05 |
57.84 |
16.21 |
27.9% |
4.13 |
7.1% |
1% |
False |
True |
7,291 |
| 20 |
77.63 |
57.84 |
19.79 |
34.1% |
4.22 |
7.3% |
1% |
False |
True |
7,112 |
| 40 |
107.00 |
57.84 |
49.16 |
84.7% |
4.11 |
7.1% |
0% |
False |
True |
5,750 |
| 60 |
120.30 |
57.84 |
62.46 |
107.6% |
3.38 |
5.8% |
0% |
False |
True |
4,529 |
| 80 |
126.60 |
57.84 |
68.76 |
118.4% |
2.63 |
4.5% |
0% |
False |
True |
3,652 |
| 100 |
146.86 |
57.84 |
89.02 |
153.3% |
2.14 |
3.7% |
0% |
False |
True |
3,106 |
| 120 |
146.86 |
57.84 |
89.02 |
153.3% |
1.82 |
3.1% |
0% |
False |
True |
2,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.47 |
|
2.618 |
72.06 |
|
1.618 |
68.13 |
|
1.000 |
65.70 |
|
0.618 |
64.20 |
|
HIGH |
61.77 |
|
0.618 |
60.27 |
|
0.500 |
59.81 |
|
0.382 |
59.34 |
|
LOW |
57.84 |
|
0.618 |
55.41 |
|
1.000 |
53.91 |
|
1.618 |
51.48 |
|
2.618 |
47.55 |
|
4.250 |
41.14 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
59.81 |
60.42 |
| PP |
59.22 |
59.63 |
| S1 |
58.64 |
58.85 |
|