NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
57.40 |
56.67 |
-0.73 |
-1.3% |
66.83 |
| High |
58.07 |
56.74 |
-1.33 |
-2.3% |
68.86 |
| Low |
56.47 |
51.96 |
-4.51 |
-8.0% |
58.74 |
| Close |
56.83 |
52.46 |
-4.37 |
-7.7% |
60.25 |
| Range |
1.60 |
4.78 |
3.18 |
198.8% |
10.12 |
| ATR |
3.93 |
4.00 |
0.07 |
1.7% |
0.00 |
| Volume |
6,915 |
14,980 |
8,065 |
116.6% |
29,098 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.06 |
65.04 |
55.09 |
|
| R3 |
63.28 |
60.26 |
53.77 |
|
| R2 |
58.50 |
58.50 |
53.34 |
|
| R1 |
55.48 |
55.48 |
52.90 |
54.60 |
| PP |
53.72 |
53.72 |
53.72 |
53.28 |
| S1 |
50.70 |
50.70 |
52.02 |
49.82 |
| S2 |
48.94 |
48.94 |
51.58 |
|
| S3 |
44.16 |
45.92 |
51.15 |
|
| S4 |
39.38 |
41.14 |
49.83 |
|
|
| 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 |
62.61 |
51.96 |
10.65 |
20.3% |
2.99 |
5.7% |
5% |
False |
True |
8,669 |
| 10 |
68.86 |
51.96 |
16.90 |
32.2% |
3.24 |
6.2% |
3% |
False |
True |
7,325 |
| 20 |
74.05 |
51.96 |
22.09 |
42.1% |
4.00 |
7.6% |
2% |
False |
True |
7,782 |
| 40 |
105.85 |
51.96 |
53.89 |
102.7% |
4.15 |
7.9% |
1% |
False |
True |
6,100 |
| 60 |
120.30 |
51.96 |
68.34 |
130.3% |
3.49 |
6.6% |
1% |
False |
True |
4,943 |
| 80 |
126.60 |
51.96 |
74.64 |
142.3% |
2.72 |
5.2% |
1% |
False |
True |
3,957 |
| 100 |
146.86 |
51.96 |
94.90 |
180.9% |
2.22 |
4.2% |
1% |
False |
True |
3,370 |
| 120 |
146.86 |
51.96 |
94.90 |
180.9% |
1.89 |
3.6% |
1% |
False |
True |
2,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.06 |
|
2.618 |
69.25 |
|
1.618 |
64.47 |
|
1.000 |
61.52 |
|
0.618 |
59.69 |
|
HIGH |
56.74 |
|
0.618 |
54.91 |
|
0.500 |
54.35 |
|
0.382 |
53.79 |
|
LOW |
51.96 |
|
0.618 |
49.01 |
|
1.000 |
47.18 |
|
1.618 |
44.23 |
|
2.618 |
39.45 |
|
4.250 |
31.65 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
54.35 |
55.37 |
| PP |
53.72 |
54.40 |
| S1 |
53.09 |
53.43 |
|