NYMEX Light Sweet Crude Oil Future May 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 |
57.62 |
53.50 |
-4.12 |
-7.2% |
60.42 |
| High |
57.74 |
54.92 |
-2.82 |
-4.9% |
62.18 |
| Low |
53.10 |
52.47 |
-0.63 |
-1.2% |
52.47 |
| Close |
53.44 |
54.08 |
0.64 |
1.2% |
54.08 |
| Range |
4.64 |
2.45 |
-2.19 |
-47.2% |
9.71 |
| ATR |
3.55 |
3.47 |
-0.08 |
-2.2% |
0.00 |
| Volume |
8,858 |
10,827 |
1,969 |
22.2% |
37,587 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.17 |
60.08 |
55.43 |
|
| R3 |
58.72 |
57.63 |
54.75 |
|
| R2 |
56.27 |
56.27 |
54.53 |
|
| R1 |
55.18 |
55.18 |
54.30 |
55.73 |
| PP |
53.82 |
53.82 |
53.82 |
54.10 |
| S1 |
52.73 |
52.73 |
53.86 |
53.28 |
| S2 |
51.37 |
51.37 |
53.63 |
|
| S3 |
48.92 |
50.28 |
53.41 |
|
| S4 |
46.47 |
47.83 |
52.73 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.37 |
79.44 |
59.42 |
|
| R3 |
75.66 |
69.73 |
56.75 |
|
| R2 |
65.95 |
65.95 |
55.86 |
|
| R1 |
60.02 |
60.02 |
54.97 |
58.13 |
| PP |
56.24 |
56.24 |
56.24 |
55.30 |
| S1 |
50.31 |
50.31 |
53.19 |
48.42 |
| S2 |
46.53 |
46.53 |
52.30 |
|
| S3 |
36.82 |
40.60 |
51.41 |
|
| S4 |
27.11 |
30.89 |
48.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.18 |
52.47 |
9.71 |
18.0% |
2.60 |
4.8% |
17% |
False |
True |
7,517 |
| 10 |
69.72 |
52.47 |
17.25 |
31.9% |
3.16 |
5.8% |
9% |
False |
True |
6,555 |
| 20 |
75.10 |
52.47 |
22.63 |
41.8% |
3.37 |
6.2% |
7% |
False |
True |
6,686 |
| 40 |
102.08 |
52.47 |
49.61 |
91.7% |
2.87 |
5.3% |
3% |
False |
True |
4,855 |
| 60 |
117.38 |
52.47 |
64.91 |
120.0% |
2.20 |
4.1% |
2% |
False |
True |
3,915 |
| 80 |
126.47 |
52.47 |
74.00 |
136.8% |
1.71 |
3.2% |
2% |
False |
True |
3,137 |
| 100 |
146.69 |
52.47 |
94.22 |
174.2% |
1.42 |
2.6% |
2% |
False |
True |
2,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.33 |
|
2.618 |
61.33 |
|
1.618 |
58.88 |
|
1.000 |
57.37 |
|
0.618 |
56.43 |
|
HIGH |
54.92 |
|
0.618 |
53.98 |
|
0.500 |
53.70 |
|
0.382 |
53.41 |
|
LOW |
52.47 |
|
0.618 |
50.96 |
|
1.000 |
50.02 |
|
1.618 |
48.51 |
|
2.618 |
46.06 |
|
4.250 |
42.06 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
53.95 |
55.64 |
| PP |
53.82 |
55.12 |
| S1 |
53.70 |
54.60 |
|