NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
63.09 |
60.42 |
-2.67 |
-4.2% |
68.59 |
| High |
63.11 |
62.18 |
-0.93 |
-1.5% |
69.72 |
| Low |
60.64 |
59.00 |
-1.64 |
-2.7% |
59.48 |
| Close |
61.19 |
58.99 |
-2.20 |
-3.6% |
61.19 |
| Range |
2.47 |
3.18 |
0.71 |
28.7% |
10.24 |
| ATR |
3.84 |
3.80 |
-0.05 |
-1.2% |
0.00 |
| Volume |
5,738 |
8,441 |
2,703 |
47.1% |
27,966 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.60 |
67.47 |
60.74 |
|
| R3 |
66.42 |
64.29 |
59.86 |
|
| R2 |
63.24 |
63.24 |
59.57 |
|
| R1 |
61.11 |
61.11 |
59.28 |
60.59 |
| PP |
60.06 |
60.06 |
60.06 |
59.79 |
| S1 |
57.93 |
57.93 |
58.70 |
57.41 |
| S2 |
56.88 |
56.88 |
58.41 |
|
| S3 |
53.70 |
54.75 |
58.12 |
|
| S4 |
50.52 |
51.57 |
57.24 |
|
|
| 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 |
65.96 |
59.00 |
6.96 |
11.8% |
3.31 |
5.6% |
0% |
False |
True |
6,194 |
| 10 |
75.10 |
59.00 |
16.10 |
27.3% |
4.09 |
6.9% |
0% |
False |
True |
6,812 |
| 20 |
75.10 |
59.00 |
16.10 |
27.3% |
3.36 |
5.7% |
0% |
False |
True |
5,908 |
| 40 |
109.58 |
59.00 |
50.58 |
85.7% |
2.80 |
4.7% |
0% |
False |
True |
4,374 |
| 60 |
119.79 |
59.00 |
60.79 |
103.1% |
2.04 |
3.5% |
0% |
False |
True |
3,513 |
| 80 |
126.47 |
59.00 |
67.47 |
114.4% |
1.59 |
2.7% |
0% |
False |
True |
2,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.70 |
|
2.618 |
70.51 |
|
1.618 |
67.33 |
|
1.000 |
65.36 |
|
0.618 |
64.15 |
|
HIGH |
62.18 |
|
0.618 |
60.97 |
|
0.500 |
60.59 |
|
0.382 |
60.21 |
|
LOW |
59.00 |
|
0.618 |
57.03 |
|
1.000 |
55.82 |
|
1.618 |
53.85 |
|
2.618 |
50.67 |
|
4.250 |
45.49 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
60.59 |
61.36 |
| PP |
60.06 |
60.57 |
| S1 |
59.52 |
59.78 |
|