NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
55.44 |
59.39 |
3.95 |
7.1% |
61.80 |
High |
59.66 |
59.96 |
0.30 |
0.5% |
65.56 |
Low |
54.67 |
55.69 |
1.02 |
1.9% |
54.67 |
Close |
58.24 |
57.04 |
-1.20 |
-2.1% |
57.04 |
Range |
4.99 |
4.27 |
-0.72 |
-14.4% |
10.89 |
ATR |
5.41 |
5.33 |
-0.08 |
-1.5% |
0.00 |
Volume |
261,423 |
322,685 |
61,262 |
23.4% |
1,365,107 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.37 |
67.98 |
59.39 |
|
R3 |
66.10 |
63.71 |
58.21 |
|
R2 |
61.83 |
61.83 |
57.82 |
|
R1 |
59.44 |
59.44 |
57.43 |
58.50 |
PP |
57.56 |
57.56 |
57.56 |
57.10 |
S1 |
55.17 |
55.17 |
56.65 |
54.23 |
S2 |
53.29 |
53.29 |
56.26 |
|
S3 |
49.02 |
50.90 |
55.87 |
|
S4 |
44.75 |
46.63 |
54.69 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.76 |
85.29 |
63.03 |
|
R3 |
80.87 |
74.40 |
60.03 |
|
R2 |
69.98 |
69.98 |
59.04 |
|
R1 |
63.51 |
63.51 |
58.04 |
61.30 |
PP |
59.09 |
59.09 |
59.09 |
57.99 |
S1 |
52.62 |
52.62 |
56.04 |
50.41 |
S2 |
48.20 |
48.20 |
55.04 |
|
S3 |
37.31 |
41.73 |
54.05 |
|
S4 |
26.42 |
30.84 |
51.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.56 |
54.67 |
10.89 |
19.1% |
4.74 |
8.3% |
22% |
False |
False |
273,021 |
10 |
71.77 |
54.67 |
17.10 |
30.0% |
5.24 |
9.2% |
14% |
False |
False |
275,208 |
20 |
76.24 |
54.67 |
21.57 |
37.8% |
5.20 |
9.1% |
11% |
False |
False |
262,265 |
40 |
109.74 |
54.67 |
55.07 |
96.5% |
5.65 |
9.9% |
4% |
False |
False |
205,898 |
60 |
122.78 |
54.67 |
68.11 |
119.4% |
5.43 |
9.5% |
3% |
False |
False |
160,465 |
80 |
129.58 |
54.67 |
74.91 |
131.3% |
5.17 |
9.1% |
3% |
False |
False |
132,357 |
100 |
148.60 |
54.67 |
93.93 |
164.7% |
5.06 |
8.9% |
3% |
False |
False |
113,291 |
120 |
148.60 |
54.67 |
93.93 |
164.7% |
5.04 |
8.8% |
3% |
False |
False |
100,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.11 |
2.618 |
71.14 |
1.618 |
66.87 |
1.000 |
64.23 |
0.618 |
62.60 |
HIGH |
59.96 |
0.618 |
58.33 |
0.500 |
57.83 |
0.382 |
57.32 |
LOW |
55.69 |
0.618 |
53.05 |
1.000 |
51.42 |
1.618 |
48.78 |
2.618 |
44.51 |
4.250 |
37.54 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
57.83 |
57.32 |
PP |
57.56 |
57.22 |
S1 |
57.30 |
57.13 |
|