NYMEX Light Sweet Crude Oil Future June 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 |
59.00 |
58.00 |
-1.00 |
-1.7% |
68.32 |
| High |
59.96 |
58.00 |
-1.96 |
-3.3% |
70.47 |
| Low |
58.12 |
53.63 |
-4.49 |
-7.7% |
60.19 |
| Close |
58.69 |
54.39 |
-4.30 |
-7.3% |
62.10 |
| Range |
1.84 |
4.37 |
2.53 |
137.5% |
10.28 |
| ATR |
4.09 |
4.16 |
0.07 |
1.7% |
0.00 |
| Volume |
13,132 |
18,314 |
5,182 |
39.5% |
66,189 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.45 |
65.79 |
56.79 |
|
| R3 |
64.08 |
61.42 |
55.59 |
|
| R2 |
59.71 |
59.71 |
55.19 |
|
| R1 |
57.05 |
57.05 |
54.79 |
56.20 |
| PP |
55.34 |
55.34 |
55.34 |
54.91 |
| S1 |
52.68 |
52.68 |
53.99 |
51.83 |
| S2 |
50.97 |
50.97 |
53.59 |
|
| S3 |
46.60 |
48.31 |
53.19 |
|
| S4 |
42.23 |
43.94 |
51.99 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.09 |
88.88 |
67.75 |
|
| R3 |
84.81 |
78.60 |
64.93 |
|
| R2 |
74.53 |
74.53 |
63.98 |
|
| R1 |
68.32 |
68.32 |
63.04 |
66.29 |
| PP |
64.25 |
64.25 |
64.25 |
63.24 |
| S1 |
58.04 |
58.04 |
61.16 |
56.01 |
| S2 |
53.97 |
53.97 |
60.22 |
|
| S3 |
43.69 |
47.76 |
59.27 |
|
| S4 |
33.41 |
37.48 |
56.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.00 |
53.63 |
11.37 |
20.9% |
3.14 |
5.8% |
7% |
False |
True |
13,775 |
| 10 |
70.47 |
53.63 |
16.84 |
31.0% |
3.24 |
5.9% |
5% |
False |
True |
13,779 |
| 20 |
76.00 |
53.63 |
22.37 |
41.1% |
3.89 |
7.1% |
3% |
False |
True |
14,342 |
| 40 |
107.08 |
53.63 |
53.45 |
98.3% |
3.87 |
7.1% |
1% |
False |
True |
12,534 |
| 60 |
121.37 |
53.63 |
67.74 |
124.5% |
3.77 |
6.9% |
1% |
False |
True |
10,479 |
| 80 |
129.18 |
53.63 |
75.55 |
138.9% |
3.36 |
6.2% |
1% |
False |
True |
8,610 |
| 100 |
147.91 |
53.63 |
94.28 |
173.3% |
3.29 |
6.1% |
1% |
False |
True |
7,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.57 |
|
2.618 |
69.44 |
|
1.618 |
65.07 |
|
1.000 |
62.37 |
|
0.618 |
60.70 |
|
HIGH |
58.00 |
|
0.618 |
56.33 |
|
0.500 |
55.82 |
|
0.382 |
55.30 |
|
LOW |
53.63 |
|
0.618 |
50.93 |
|
1.000 |
49.26 |
|
1.618 |
46.56 |
|
2.618 |
42.19 |
|
4.250 |
35.06 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
55.82 |
57.08 |
| PP |
55.34 |
56.18 |
| S1 |
54.87 |
55.29 |
|