NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
56.67 |
52.20 |
-4.47 |
-7.9% |
59.16 |
| High |
56.74 |
53.74 |
-3.00 |
-5.3% |
61.77 |
| Low |
51.96 |
51.54 |
-0.42 |
-0.8% |
51.54 |
| Close |
52.46 |
53.09 |
0.63 |
1.2% |
53.09 |
| Range |
4.78 |
2.20 |
-2.58 |
-54.0% |
10.23 |
| ATR |
4.00 |
3.87 |
-0.13 |
-3.2% |
0.00 |
| Volume |
14,980 |
14,538 |
-442 |
-3.0% |
51,165 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.39 |
58.44 |
54.30 |
|
| R3 |
57.19 |
56.24 |
53.70 |
|
| R2 |
54.99 |
54.99 |
53.49 |
|
| R1 |
54.04 |
54.04 |
53.29 |
54.52 |
| PP |
52.79 |
52.79 |
52.79 |
53.03 |
| S1 |
51.84 |
51.84 |
52.89 |
52.32 |
| S2 |
50.59 |
50.59 |
52.69 |
|
| S3 |
48.39 |
49.64 |
52.49 |
|
| S4 |
46.19 |
47.44 |
51.88 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.16 |
79.85 |
58.72 |
|
| R3 |
75.93 |
69.62 |
55.90 |
|
| R2 |
65.70 |
65.70 |
54.97 |
|
| R1 |
59.39 |
59.39 |
54.03 |
57.43 |
| PP |
55.47 |
55.47 |
55.47 |
54.49 |
| S1 |
49.16 |
49.16 |
52.15 |
47.20 |
| S2 |
45.24 |
45.24 |
51.21 |
|
| S3 |
35.01 |
38.93 |
50.28 |
|
| S4 |
24.78 |
28.70 |
47.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.77 |
51.54 |
10.23 |
19.3% |
2.81 |
5.3% |
15% |
False |
True |
10,233 |
| 10 |
68.86 |
51.54 |
17.32 |
32.6% |
3.29 |
6.2% |
9% |
False |
True |
8,026 |
| 20 |
74.05 |
51.54 |
22.51 |
42.4% |
3.82 |
7.2% |
7% |
False |
True |
8,182 |
| 40 |
102.60 |
51.54 |
51.06 |
96.2% |
4.16 |
7.8% |
3% |
False |
True |
6,348 |
| 60 |
120.30 |
51.54 |
68.76 |
129.5% |
3.49 |
6.6% |
2% |
False |
True |
5,165 |
| 80 |
126.60 |
51.54 |
75.06 |
141.4% |
2.75 |
5.2% |
2% |
False |
True |
4,118 |
| 100 |
146.86 |
51.54 |
95.32 |
179.5% |
2.24 |
4.2% |
2% |
False |
True |
3,511 |
| 120 |
146.86 |
51.54 |
95.32 |
179.5% |
1.87 |
3.5% |
2% |
False |
True |
2,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.09 |
|
2.618 |
59.50 |
|
1.618 |
57.30 |
|
1.000 |
55.94 |
|
0.618 |
55.10 |
|
HIGH |
53.74 |
|
0.618 |
52.90 |
|
0.500 |
52.64 |
|
0.382 |
52.38 |
|
LOW |
51.54 |
|
0.618 |
50.18 |
|
1.000 |
49.34 |
|
1.618 |
47.98 |
|
2.618 |
45.78 |
|
4.250 |
42.19 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
52.94 |
54.81 |
| PP |
52.79 |
54.23 |
| S1 |
52.64 |
53.66 |
|