NYMEX Light Sweet Crude Oil Future May 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 |
58.15 |
57.62 |
-0.53 |
-0.9% |
68.59 |
| High |
58.81 |
57.74 |
-1.07 |
-1.8% |
69.72 |
| Low |
57.56 |
53.10 |
-4.46 |
-7.7% |
59.48 |
| Close |
57.77 |
53.44 |
-4.33 |
-7.5% |
61.19 |
| Range |
1.25 |
4.64 |
3.39 |
271.2% |
10.24 |
| ATR |
3.46 |
3.55 |
0.09 |
2.5% |
0.00 |
| Volume |
5,442 |
8,858 |
3,416 |
62.8% |
27,966 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.68 |
65.70 |
55.99 |
|
| R3 |
64.04 |
61.06 |
54.72 |
|
| R2 |
59.40 |
59.40 |
54.29 |
|
| R1 |
56.42 |
56.42 |
53.87 |
55.59 |
| PP |
54.76 |
54.76 |
54.76 |
54.35 |
| S1 |
51.78 |
51.78 |
53.01 |
50.95 |
| S2 |
50.12 |
50.12 |
52.59 |
|
| S3 |
45.48 |
47.14 |
52.16 |
|
| S4 |
40.84 |
42.50 |
50.89 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.18 |
87.93 |
66.82 |
|
| R3 |
83.94 |
77.69 |
64.01 |
|
| R2 |
73.70 |
73.70 |
63.07 |
|
| R1 |
67.45 |
67.45 |
62.13 |
65.46 |
| PP |
63.46 |
63.46 |
63.46 |
62.47 |
| S1 |
57.21 |
57.21 |
60.25 |
55.22 |
| S2 |
53.22 |
53.22 |
59.31 |
|
| S3 |
42.98 |
46.97 |
58.37 |
|
| S4 |
32.74 |
36.73 |
55.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
63.11 |
53.10 |
10.01 |
18.7% |
2.60 |
4.9% |
3% |
False |
True |
6,499 |
| 10 |
69.72 |
53.10 |
16.62 |
31.1% |
3.10 |
5.8% |
2% |
False |
True |
6,165 |
| 20 |
75.10 |
53.10 |
22.00 |
41.2% |
3.28 |
6.1% |
2% |
False |
True |
6,357 |
| 40 |
106.85 |
53.10 |
53.75 |
100.6% |
2.81 |
5.3% |
1% |
False |
True |
4,646 |
| 60 |
119.50 |
53.10 |
66.40 |
124.3% |
2.16 |
4.0% |
1% |
False |
True |
3,748 |
| 80 |
126.47 |
53.10 |
73.37 |
137.3% |
1.68 |
3.1% |
0% |
False |
True |
3,010 |
| 100 |
146.69 |
53.10 |
93.59 |
175.1% |
1.39 |
2.6% |
0% |
False |
True |
2,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.46 |
|
2.618 |
69.89 |
|
1.618 |
65.25 |
|
1.000 |
62.38 |
|
0.618 |
60.61 |
|
HIGH |
57.74 |
|
0.618 |
55.97 |
|
0.500 |
55.42 |
|
0.382 |
54.87 |
|
LOW |
53.10 |
|
0.618 |
50.23 |
|
1.000 |
48.46 |
|
1.618 |
45.59 |
|
2.618 |
40.95 |
|
4.250 |
33.38 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
55.42 |
56.35 |
| PP |
54.76 |
55.38 |
| S1 |
54.10 |
54.41 |
|