NYMEX Light Sweet Crude Oil Future June 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 |
58.00 |
53.50 |
-4.50 |
-7.8% |
61.25 |
| High |
58.00 |
55.85 |
-2.15 |
-3.7% |
63.70 |
| Low |
53.63 |
53.50 |
-0.13 |
-0.2% |
53.50 |
| Close |
54.39 |
55.05 |
0.66 |
1.2% |
55.05 |
| Range |
4.37 |
2.35 |
-2.02 |
-46.2% |
10.20 |
| ATR |
4.16 |
4.03 |
-0.13 |
-3.1% |
0.00 |
| Volume |
18,314 |
20,112 |
1,798 |
9.8% |
72,961 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.85 |
60.80 |
56.34 |
|
| R3 |
59.50 |
58.45 |
55.70 |
|
| R2 |
57.15 |
57.15 |
55.48 |
|
| R1 |
56.10 |
56.10 |
55.27 |
56.63 |
| PP |
54.80 |
54.80 |
54.80 |
55.06 |
| S1 |
53.75 |
53.75 |
54.83 |
54.28 |
| S2 |
52.45 |
52.45 |
54.62 |
|
| S3 |
50.10 |
51.40 |
54.40 |
|
| S4 |
47.75 |
49.05 |
53.76 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.02 |
81.73 |
60.66 |
|
| R3 |
77.82 |
71.53 |
57.86 |
|
| R2 |
67.62 |
67.62 |
56.92 |
|
| R1 |
61.33 |
61.33 |
55.99 |
59.38 |
| PP |
57.42 |
57.42 |
57.42 |
56.44 |
| S1 |
51.13 |
51.13 |
54.12 |
49.18 |
| S2 |
47.22 |
47.22 |
53.18 |
|
| S3 |
37.02 |
40.93 |
52.25 |
|
| S4 |
26.82 |
30.73 |
49.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
63.70 |
53.50 |
10.20 |
18.5% |
2.84 |
5.2% |
15% |
False |
True |
14,592 |
| 10 |
70.47 |
53.50 |
16.97 |
30.8% |
3.32 |
6.0% |
9% |
False |
True |
13,915 |
| 20 |
76.00 |
53.50 |
22.50 |
40.9% |
3.81 |
6.9% |
7% |
False |
True |
14,701 |
| 40 |
102.84 |
53.50 |
49.34 |
89.6% |
3.87 |
7.0% |
3% |
False |
True |
12,821 |
| 60 |
120.15 |
53.50 |
66.65 |
121.1% |
3.74 |
6.8% |
2% |
False |
True |
10,765 |
| 80 |
129.18 |
53.50 |
75.68 |
137.5% |
3.38 |
6.1% |
2% |
False |
True |
8,804 |
| 100 |
147.91 |
53.50 |
94.41 |
171.5% |
3.30 |
6.0% |
2% |
False |
True |
7,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.84 |
|
2.618 |
62.00 |
|
1.618 |
59.65 |
|
1.000 |
58.20 |
|
0.618 |
57.30 |
|
HIGH |
55.85 |
|
0.618 |
54.95 |
|
0.500 |
54.68 |
|
0.382 |
54.40 |
|
LOW |
53.50 |
|
0.618 |
52.05 |
|
1.000 |
51.15 |
|
1.618 |
49.70 |
|
2.618 |
47.35 |
|
4.250 |
43.51 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
54.93 |
56.73 |
| PP |
54.80 |
56.17 |
| S1 |
54.68 |
55.61 |
|